Title :
Invariance of the magnitude-squared coherence estimate with respect to second-channel statistics
Author :
Gish, Herbert ; Cochran, Douglas
Author_Institution :
BBN Laboratories, Inc., Cambridge, MA
fDate :
12/1/1987 12:00:00 AM
Abstract :
Properties of the magnitude-squared coherence (MSC) estimate in the presence of spherically symmetric noise are examined from a geometric point of view. Invariance to second-channel statistics is shown and the distribution function of the estimate is derived. A relationship between spherically symmetric and Gaussian sequences is also given.
Keywords :
Acoustics; Distributed computing; Distribution functions; Gaussian processes; Geometry; Motion estimation; Probability distribution; Random sequences; Statistical distributions; Statistics;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
DOI :
10.1109/TASSP.1987.1165101
