Title :
Bias of the estimate of magnitude-squared coherence
Author :
Nuttall, Albert H. ; Carter, G.Clifford
Author_Institution :
The Naval Underwater Systems Center, New London Laboratory, New London, CT
fDate :
12/1/1976 12:00:00 AM
Abstract :
A simple accurate approximation for the bias of the estimate of magnitude-squared coherence (MSC) is derived from exact theoretical expressions. Simulation results corroborate the exact and approximate expressions, all of which differ from a previously published simulation result on this topic. A method for reducing the bias is suggested and investigated.
Keywords :
Analytical models; Books; Mean square error methods; Probability density function; Random processes; Random variables; Recursive estimation;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
DOI :
10.1109/TASSP.1976.1162877
