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Estimation of the magnitude-squared coherence function via overlapped fast Fourier transform processing
Abstract
A method for estimating the magnitude-squared coherence function for two zero-mean wide-sense-stationary random processes is presented. The estimation technique utilizes the weighted overlapped segmentation fast Fourier transform approach. Analytical and empirical results for statistics of the estimator are presented. The analytical expressions are limited to the nonoverlapped case; empirical results show a decrease in bias and variance of the estimator with increasing overlap and suggest a 50-percent overlap as being highly desirable when cosine (Hanning) weighting is used.
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Citations
Cites
An algorithm for the machine calculation of complex Fourier series
Cooley, J. W., & Tukey, J. W. (1965) · Mathematics of Computation · doi:10.1090/s0025-5718-1965-0178586-1 · Cited by 13,154
Cited by
The generalized correlation method for estimation of time delay
Knapp, C., & Carter, G. (1976) · IEEE Transactions on Acoustics, Speech, and Signal Processing · doi:10.1109/tassp.1976.1162830 · Cited by 4,433
Self-citationSpectrum estimation and harmonic analysis
Thomson, D. J. (1982) · Proceedings of the IEEE · doi:10.1109/proc.1982.12433 · Cited by 4,418
Coherence and time delay estimation
Carter, G. C. (1987) · Proceedings of the IEEE · doi:10.1109/proc.1987.13723 · Cited by 1,200
Self-citationTransfer function analysis of dynamic cerebral autoregulation in humans
Zhang, R., Zuckerman, J. H., Giller, C. A., & Levine, B. D. (1998) · American Journal of Physiology-Heart and Circulatory Physiology · doi:10.1152/ajpheart.1998.274.1.h233 · Cited by 848
Synthetic Aperture Sonar: A Review of Current Status
Hayes, M. P., & Gough, P. T. (2009) · IEEE Journal of Oceanic Engineering · doi:10.1109/joe.2009.2020853 · Cited by 295
Metadata
- Authors
- Carter, G., Knapp, C., & Nuttall, A.
- Venue
- IEEE Transactions on Audio and Electroacoustics
- Published
- 1973-08
- Volume
- 21
- Issue
- 4
- Pages
- 337-344
- ISSN
- 0018-9278 (ISSN-L)
- OpenAlex
- W2113221784
- Cited by
- 514
- References
- 1
- FWCI
- 6.67
- Type
- journal article
- Language
- en
- Open access
- closed
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