On the relationship of non-parametric methods for coherence function estimation

被引：31

作者：

Zheng, Chengshi ^{[1
]}

Zhou, Mingyuan ^{[1
]}

Li, Xiaodong ^{[1
]}

机构：

[1] Chinese Acad Sci, Inst Acoust, Beijing 100190, Peoples R China

来源：

SIGNAL PROCESSING | 2008年 / 88卷 / 11期

关键词：

non-parametric; magnitude squared coherence (MSC); minimum variance distortionless response (MVDR); canonical correlation analysis (CCA);

D O I：

10.1016/j.sigpro.2008.05.015

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

In this paper, several seemingly disparate non-parametric magnitude squared coherence (MSC) estimation methods, including Welch's averaged periodogram, the minimum variance distortionless response (MVDR), and the canonical correlation analysis (CCA) methods, are treated in a unified way, which makes it simpler to understand the methods and their properties. This uncovered relationship also brings out a new class of MSC estimators in terms of non-linear functions of the covariance matrix. (C) 2008 Elsevier B.V. All rights reserved.

引用

页码：2863 / 2867

页数：5

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