Title :
Multitaper estimation of the coherence spectrum in low SNR
Author :
Brynolfsson, Johan ; Hansson-Sandsten, Maria
Author_Institution :
Centre for Math. Sci., Lund Univ., Lund, Sweden
Abstract :
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.
Keywords :
signal processing; SNR; multitaper estimation; pseudo coherence estimate; sinusoidal signals; Coherence; Equations; Estimation; Mathematical model; Signal to noise ratio; Standards; coherence; cross-spectrum; multitaper; sinusoids;
Conference_Titel :
Signal Processing Conference (EUSIPCO), 2014 Proceedings of the 22nd European
Conference_Location :
Lisbon