1973
DOI: 10.1109/tau.1973.1162487
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Statistics of the estimate of the magnitute-coherence function

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Cited by 64 publications
(43 citation statements)
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“…[74] Munk and Cartwright [1966] and Bendat [1978] do not agree on the expression for equation (B16), but as we state it, equation (B16) constitutes the best approximation of the exact expressions of Carter et al [1973] and Touzi et al [1999] (see Figures B1a and B1b). Equation (B16) implies the estimate is positively biased.…”
Section: B4 Statistics Of Multiwindow Coherence Estimatesmentioning
confidence: 84%
See 1 more Smart Citation
“…[74] Munk and Cartwright [1966] and Bendat [1978] do not agree on the expression for equation (B16), but as we state it, equation (B16) constitutes the best approximation of the exact expressions of Carter et al [1973] and Touzi et al [1999] (see Figures B1a and B1b). Equation (B16) implies the estimate is positively biased.…”
Section: B4 Statistics Of Multiwindow Coherence Estimatesmentioning
confidence: 84%
“…Exact expressions for bias and variance are based on distribution theory [Carter et al, 1973;Touzi et al, 1996]. The distribution functions for the coherence square estimator of two Gaussian processes are complicated expressions involving gamma functions and generalized hypergeometric functions.…”
Section: B4 Statistics Of Multiwindow Coherence Estimatesmentioning
confidence: 99%
“…The coherence estimate is asymptotically Gaussian (Carter et al, 1973;Touzi and Lopes, 1996;Walden, 1990). The grand average is the constant denoted γ 2 .…”
Section: Anisotropy Tests For Coherence and T Ementioning
confidence: 99%
“…The approximate equations used in the calculation include evaluation of the standardized normal distribution at the 100α point, and specify the (1-α) * 100 % confidence bounds. The second method, presented by Carter, Nutall & Knapp, 27 and utilized (or perhaps developed independently) by Touzi etal 28 …”
Section: Coherence Uncertainty Analysismentioning
confidence: 99%