• 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