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

DOI10.1016/J.JFRANKLIN.2009.07.009zbMath1298.93304OpenAlexW2000098814MaRDI QIDQ468193

Eduardo M. A. M. Mendes, Antonio Mauricio F. L. Miranda de Sá, Leonardo B. Felix, Edson W. Dias, Danton Diego Ferreira

Publication date: 6 November 2014

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2009.07.009

zbMATH Keywords

estimationcoherencestatisticsFisher's \(z\) transformperiodic input

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Stochastic systems in control theory (general) (93E03)

Related Items (2)

Measures of generalized magnitude-squared coherence: differences and similarities ⋮ On the linear combination, product and ratio of normal and Laplace random variables

Cites Work

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• A note on the coherence-based signal-to-noise ratio estimation in systems with periodic inputs
• Approximation of statistical distribution of magnitude squared coherence estimated with segment overlapping
• On the computation of the noncentral beta distribution
• Spectral analysis of non-linear systems involving square-law operations
• A NOTE ON THE DISTRIBUTION OF THE CORRELATION RATIO

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