A note on the sampling distribution of coherence estimate for the detection of periodic signals

Author

De Sá, Antonio Mauricio F L Miranda

Author_Institution

Dept. of Electr. Eng., Fed. Univ. of Sao Joao del Rei, Minas Gerais, Brazil

Volume

11

Issue

3

fYear

2004

fDate

3/1/2004 12:00:00 AM

Firstpage

323

Lastpage

325

Abstract

The sampling distribution of coherence estimate between one random and one periodic signal was shown to follow a noncentral beta distribution. This result is useful in further investigations to obtain the moments of the estimate. The plots of the probability density function (pdf) also provide an indication of its bias and random variability. Alternative algorithms for expressing this distribution were developed based on central and noncentral F pdf. The latter is exact and the first, an approximation which was shown to be suitable in practical situations. The zero-coherence case was obtained as special case when the noncentrality parameter is zero.

Keywords

Gaussian distribution; coherence; electroencephalography; estimation theory; medical signal detection; signal sampling; EEG; central F pdf; coherence estimate; electroencephalography; estimate moment; noncentral F pdf; noncentral beta distribution; periodic signal detection; probability density function; random signal; random variability; sampling distribution; zero-coherence case; Electroencephalography; Gaussian distribution; Helium; Physics; Probability density function; Radar; Sampling methods; Signal analysis; Signal detection; Underwater communication;

fLanguage

English

Journal_Title

Signal Processing Letters, IEEE

Publisher

ieee

ISSN

1070-9908

Type

jour

DOI

10.1109/LSP.2003.821751

Filename

1268019