A statistical theory of signal coherence

A periodic signal can be perfectly predicted far into the future since it perfectly repeats every period. There is always some variation in the waveform over time for signals which are labeled as periodic but which are not truly deterministic. A formal definition is presented in this paper for such a varying periodic signal and the properties of such a class of signals are exploited. A measure called a signal coherence function of the amount of random variation in each Fourier component of the signal is defined and its statistical properties are developed. This signal coherence function is very different from the coherence function between two stationary signals. The method is applied to a digitized record of an acoustic signal generated by a boat in a bag in the Baltic Sea south of Stockholm, Sweden.