Improved approximation of bias in squared coherence estimates for weakly smooth spectra

Löhnberg, Peter (1978) Improved approximation of bias in squared coherence estimates for weakly smooth spectra. IEEE Transactions on Acoustics, Speech, and Signal Processing, 26 (2). pp. 172-174. ISSN 0096-3518

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Abstract:	Bias in squared coherence estimates for normal processes is approximated by a function of coherence and second derivatives divided by values of spectral densities which may vary slightly over the window width. The result approximates more accurately than a known formula results from nonrefuted literature concerning very smooth spectra.
Item Type:	Article
Copyright:	©1978 IEEE
Faculty:	Electrical Engineering, Mathematics and Computer Science (EEMCS)
Link to this item:	http://purl.utwente.nl/publications/55560
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