MULTITAPER ESTIMATION OF THE COHERENCE SPECTRUM IN LOW SNR

A pseudo coherence estimate using multitapers is presented. The estimate has better localization for sinusoids and is shown to have lower variance for disturbances compared to the usual coherence estimator. This makes it superior in terms of finding coherent frequencies between two sinusoidal signals; even when observed in low SNR. Different sets of multitapers are investigated and the weights of the final coherence estimate are adjusted for a low-biased estimate of a single sinusoid. The proposed method is more computationally efficient than data dependent methods, and does still give comparable results.