Invariance of the Magnitude-Squared Coherence Estimate with Respect to Second-Channel Statistics

IEEE Transactions on Acoustics, Speech, and Signal Processing

Volumn 35, Issue 12, 1987, Pages 1774-1776

  Gish, Herbert ^a   Cochran, Douglas ^a  

^a BBN TECHNOLOGIES   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

SIGNAL DETECTION - ESTIMATION;

MAGNITUDE-SQUARED COHERENCE; SECOND-CHANNEL STATISTICS;

SIGNAL PROCESSING;

EID: 0023601117     PISSN: 00963518     EISSN: None     Source Type: Journal    
DOI: 10.1109/TASSP.1987.1165101     Document Type: Note

References (8)

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2. G.C. Carter, C. Knapp, and A.H. Nuttall, “Estimation of the magnitude-squared coherence function via overlapped fast Fourier transform processing,” IEEE Trans. Audio Electroacoust., vol. AU-21, pp. 337–344, Aug. 1973.
3. A.H. Nuttall, “Invariance of distribution of coherence estimate to second-channel statistics,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-29, pp. 120–122, Feb. 1981.
4. S. MacLane and G. Birkhoff, Algebra. New York: MacMillan, 1967, pp. 394-295 and pp. 420–433.
5. W. Fleming, Functions of Several Variables. Reading, MA: Addi-son-Wesley, 1965, p. 183.
6. W. Rudin, Principles of Mathematical Analysis. New York: McGraw Hill, 1953, pp. 145–150 and p. 162.
7. K. Pearson, “The problem of the random walk,” Nature, vol. 72, pp. 294–203, 1905.
8. J.A. Greenwood and D. Durand, “The distribution of length and components of the sum of n random unit vectors,” Ann. Math. Stat., vol. 26, pp. 233–246, 1955.