DocumentCode
1094973
Title
An algorithm for computing the cumulative distribution function for magnitude squared coherence estimates
Author
Lee, Philip F.
Author_Institution
Chesapeake Instrument division, Gould, Inc., Glen Burnie, MD
Volume
29
Issue
1
fYear
1981
fDate
2/1/1981 12:00:00 AM
Firstpage
117
Lastpage
119
Abstract
A simple and efficient algorithm is developed for computing the conditional cumulative distribution function for estimates of the magnitude-squared coherence between two wide-sense stationary real zero-mean Gaussian stochastic processes. This algorithm is applied to computing the confidence bounds for the estimates.
Keywords
Band pass filters; Digital filters; Distributed computing; Distribution functions; Finite impulse response filter; Narrowband; Passband; Polynomials; Signal processing algorithms; Wideband;
fLanguage
English
Journal_Title
Acoustics, Speech and Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
0096-3518
Type
jour
DOI
10.1109/TASSP.1981.1163503
Filename
1163503
Link To Document