Some Practical Considerations of Coherence Estimation.

Abstract

Given two processes the complex coherence spectrum is the complex cross spectral density function divided by the square root of the product of the two auto spectral density functions. Estimation of coherence in light of the fast Fourier transform (FFT) is investigated for synthetic data. The procedure used is to segment the given finite time histories to NSEG segments of size NNN. Each segment is multiplied by a weighting function (in this case a cosine bell) prior to computation of the FFT. Cross and Auto Spectra are then averaged over the NSEG segments prior to forming the coherence ratio. Practical conclusions drawn are that for non-flat auto spectrum, multiplication by a weighting function is necessary; that NSEG must be on the order of 64; that NNN must be large enough to insure sufficient spectral resolution.

Document Details

Document Type
Technical Report
Publication Date
Nov 22, 1971
Accession Number
ADA954033

Entities

People

  • C. R. Arnold
  • G. C. Carter

Organizations

  • Naval Underwater Systems Center

Tags

DTIC Thesaurus Topics

  • Computations
  • Fast Fourier Transforms
  • Mathematics
  • Spectra
  • Square Roots
  • Weighting Functions

Readers

  • Approximation Theory.
  • Systems Analysis and Design