Matrix Methods for Estimating the Coherence Functions from Estimates of the Cross-Spectral Density Matrix
Keyword(s):
It is shown that the usual method for estimating the coherence functions (ordinary, partial, and multiple) for a general multiple-input! multiple-output problem can be expressed as a modified form of Cholesky decomposition of the cross-spectral density matrix of the input and output records. The results can be equivalently obtained using singular value decomposition (SVD) of the cross-spectral density matrix. Using SVD suggests a new form of fractional coherence. The formulation as a SVD problem also suggests a way to order the inputs when a natural physical order of the inputs is absent.
2013 ◽
Vol 56
(2)
◽
pp. 57-67
◽
2010 ◽
Vol 128
(4)
◽
pp. 2302-2302
Keyword(s):
2008 ◽
Vol 281
(9)
◽
pp. 2393-2396
◽
Keyword(s):
2012 ◽
Vol 29
(9)
◽
pp. 1939
◽
Keyword(s):
Keyword(s):
2008 ◽
Vol 372
(22)
◽
pp. 4135-4140
◽