Title :
An approximation to the cumulative distribution function of the magnitude-squared coherence estimate
Author :
Nuttall, Albert H. ; Carter, G.Clifford
Author_Institution :
US Naval Underwater Syst. Center, New London, CT, USA
fDate :
8/1/1981 12:00:00 AM
Abstract :
We investigate a nonlinear distortion that converts the magnitude-squared coherence estimate to a near-Gaussian random variable. In particular, we present simple approximations for the mean and variance of this nonlinearly distorted magnitude-squared coherence estimate and fit a Gaussian cumulative distribution function over a wide range of parameters.
Keywords :
Acoustic distortion; Charge coupled devices; Distribution functions; Finite impulse response filter; Nonlinear distortion; Random variables; Signal processing; Sonar detection; Speech processing; Transversal filters;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
DOI :
10.1109/TASSP.1981.1163657
