Invariance of the Magnitude-Squared Coherence Estimate with Respect to Second-Channel Statistics

Herbert Gish, Douglas Cochran

Research output: Contribution to journalComment/debate

26 Scopus citations

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.

Original languageEnglish (US)
Pages (from-to)1774-1776
Number of pages3
JournalIEEE Transactions on Acoustics, Speech, and Signal Processing
Volume35
Issue number12
DOIs
StatePublished - Dec 1987

ASJC Scopus subject areas

  • Signal Processing

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