Statistics of the Estimate of the Magnitude-Coherence Function

IEEE Transactions on Audio and Electroacoustics

Volumn 21, Issue 4, 1973, Pages 388-389

  Carter, G Clifford ^a   Knapp, Charles H ^b   Nuttall, Albert H ^a  

^a NAVAL UNDERSEA WARFARE CENTER   (United States)

^b UNIVERSITY OF CONNECTICUT   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

STATISTICAL METHODS;

MATHEMATICAL STATISTICS;

EID: 0015652375     PISSN: 00189278     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAU.1973.1162487     Document Type: Article

References (14)

1. R. A. Fisher, Contributions to Mathematical Statistics. New York: Wiley, 1950. (Chapter 14 was originally published as “The general sampling distribution of the multiple correlation coefficient,” in Proc. Roy. Soc, ser. A, vol. 121, pp. 654-673, 1928.)
2. N. R. Goodman, “On the joint estimation of the spectra, cospectrum and quadrature spectrum of a two dimensional stationary process,” New York Univ., New York, Sci. Paper 10 (AD 134 919), 1957.
3. T. W. Anderson, An Introduction to Multivariate Statistical Analysis. New York: Wiley, 1958.
4. R. A. Haubrich, “Earth noise 5 to 500 millicycles per second,” J. Geophys. Res., vol. 70, pp. 1415-1427, Mar. 1965.
5. L. D. Enochson and N. R. Goodman, “Gaussian approximations to the distribution of sample coherence,” Air Force Flight Dynamics Lab. Res. Tech. Div., AF Systems Command, Wright-Patterson AFB, Ohio, Bull. AFFDL-TR-65-67 (AD 620 987), June 1965.
6. G. M. Jenkins and D. G. Watts, Spectral Analysis and Its Applications. San Francisco, Calif.: Holden-Day, 1968.
7. V. A. Benignus, “Estimation of coherence spectrum and its confidence interval using the fast Fourier transform,” IEEE Trans. Audio Electroacoust., vol. AU-17, pp. 145-150, June 1969.
8. I. S. Gradshteyn and I. M. Ryzhik, Table of Integrals, Series, and Products. New York: Academic Press, 1965.
9. E. S. Hannan, Multiple Time Series. New York: Wiley, 1970.
10. D. E. Amos and L. H. Koopmans, “Tables of the distribution of the coefficient of coherence for stationary bivariate Gaussian processes,” Sandia Corp., Mono. SCR-483, 1963.
11. G. C. Carter and A. H. Nuttall, “Statistics of the estimate of coherence,” IEEE Proc. (Lett.), vol. 60, PP. 465-466, Apr. 1972.
12. G. C. Carter, “Estimation of the magnitude-squared coherence function (spectrum),” Naval Underwater Systems Cent., New London, Conn., Rep. 4343, May 19,1972.
13. G. C. Carter, C. H. Knapp, and A. H. Nuttall, “Estimation of the magnitude-squared coherence function via overlapped fast Fourier transform processing,” this issue, pp. 337-344.
14. G. C. Carter, “Coherence estimation as affected by weighting functions and fast Fourier transform size,” Naval Underwater Systems Cent., New London, Conn., Rep. 4423, Oct. 12, 1972.