Coherence estimate between a random and a periodic signal: Bias, variance, analytical critical values, and normalizing transforms

The present work deals with recent results on the sampling distribution of the magnitude-squared coherence (also called just coherence) estimate between a random (Gaussian) and a periodic signal, in order to obtain analytical critical values, alternative expressions for the probability density funct...

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Bibliographic Details
Published in:	Journal of the Franklin Institute Vol. 346; no. 9; pp. 841 - 853
Main Authors:	Miranda de Sá, Antonio Mauricio F.L., Ferreira, Danton D., Dias, Edson W., Mendes, Eduardo M.A.M., Felix, Leonardo B.
Format:	Journal Article
Language:	English
Published:	Kidlington Elsevier Ltd 01-11-2009 Elsevier
Subjects:	Applied sciences Coherence Detection, estimation, filtering, equalization, prediction Estimation Exact sciences and technology Fisher's z transform Information, signal and communications theory Periodic input Signal and communications theory Signal, noise Statistics Telecommunications and information theory Periodic input Fisher's z transform Statistics Estimation Coherence Correlation coefficient Random signal Statistical analysis Critical value Probabilistic approach Bias Signal estimation Periodic signal Variance Sampling distribution Fisher information Z transformation Gaussian signal Probability density function
Online Access:	Get full text
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