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

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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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