Maximum Likelihood Estimation of Magnitude-Squared Coherence.

Abstract

A maximum likelihood estimator (MLE) for coherence is derived. The MLE should be unbiased, and there should be no unbiased estimator with smaller variance. An approximation to the MLE, valid for coherence estimates with high degrees of freedom (dof), is also calculated. The two MLE algorithms and two estimators discussed in earlier literature are compared in a simulation of 8192 Calculators of coherence estimates with eight dof. The MLE calculations are consistently closer to the design coherences than the other estimators. The approximation to the MLE performs suprisingly well, considering the coherence estimates have only eight dof. (Author)

Document Details

Document Type
Technical Report
Publication Date
Aug 24, 1981
Accession Number
ADA107352

Entities

People

  • G. L. Mohnkern

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Calculators
  • Estimators
  • Literature
  • Mathematics
  • Maximum Likelihood Estimation
  • Measurement Transportation Algorithms
  • Optimal Estimators
  • Simulations
  • Statistical Algorithms

Readers

  • Acoustical Oceanography.
  • Statistical inference.