ON THE DISTRIBUTION OF THE MAGNITUDE-SQUARED COHERENCE ESTIMATOR

被引：0
|
作者：
Gupta, A. K. [1 ]
Kabe, D. G.
机构：
[1] Bowling Green State Univ, Dept Math & Stat, Bowling Green, OH 43403 USA
来源：
ADVANCES AND APPLICATIONS IN STATISTICS | 2008年 / 10卷 / 02期
关键词：
Sverdrup's lemma; multiple correlation coefficient; signal processing;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
An analytical derivation of the distribution of the magnitude-squared coherence (MSC) estimator is presented, assuming elliptically symmetric joint density for the sequence or random observations on which the MSC is to be based.
引用
收藏
页码：195 / 200
页数：6
相关论文
共 50 条
  • [1] BIAS OF ESTIMATE OF MAGNITUDE-SQUARED COHERENCE
    NUTTALL, AH
    CARTER, GC
    [J]. IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1976, 24 (06): : 582 - 583
  • [2] AN APPROXIMATION TO THE CUMULATIVE DISTRIBUTION FUNCTION OF THE MAGNITUDE-SQUARED COHERENCE ESTIMATE
    NUTTALL, AH
    CARTER, GC
    [J]. IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1981, 29 (04): : 932 - 934
  • [3] CONFIDENCE BOUNDS FOR MAGNITUDE-SQUARED COHERENCE ESTIMATES
    SCANNELL, EH
    CARTER, GC
    [J]. IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1978, 26 (05): : 475 - 477
  • [4] Exact confidence interval for magnitude-squared coherence estimates
    Wang, SY
    Tang, MX
    [J]. IEEE SIGNAL PROCESSING LETTERS, 2004, 11 (03) : 326 - 329
  • [5] MAGNITUDE-SQUARED COHERENCE FUNCTION ESTIMATION - AN ADAPTIVE APPROACH
    YOUN, DH
    AHMED, N
    CARTER, GC
    [J]. IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1983, 31 (01): : 137 - 142
  • [6] BIAS IN MAGNITUDE-SQUARED COHERENCE ESTIMATION DUE TO MISALIGNMENT
    CARTER, GC
    [J]. IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1980, 28 (01): : 97 - 99
  • [7] Measures of generalized magnitude-squared coherence: Differences and similarities
    Malekpour, Sheida
    Gubner, John A.
    Sethares, William A.
    [J]. JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 2018, 355 (05): : 2932 - 2950
  • [8] MAXIMUM-LIKELIHOOD ESTIMATION OF MAGNITUDE-SQUARED COHERENCE
    MOHNKERN, GL
    [J]. IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1988, 36 (01): : 130 - 132
  • [9] ANALYSIS OF AUDITORY EVOKED-POTENTIALS BY MAGNITUDE-SQUARED COHERENCE
    DOBIE, RA
    WILSON, MJ
    [J]. EAR AND HEARING, 1989, 10 (01): : 2 - 13
  • [10] The new magnitude-squared coherence functions and their properties sensitive to phase
    Xie, Z. X.
    Zhong, X. F.
    Xie, D. M.
    Ma, H. X.
    Liu, Y. H.
    Li, H.
    Wang, Z. F.
    [J]. 2005 27TH ANNUAL INTERNATIONAL CONFERENCE OF THE IEEE ENGINEERING IN MEDICINE AND BIOLOGY SOCIETY, VOLS 1-7, 2005, : 4697 - 4700
12345