Cross-spectrum and coherence function estimation using time-delayed Thomson multitapers

An idea is presented where multitapers are extracted from a known cross-spectrum and applied for estimation of the coherence function. An important property of the extracted windows are the time-delay between left and right tapers. Therefore, time-delayed Thomson multitapers are also proposed as an approximation. Simulations are performed using different linear filters as well as disturbing white noise and comparisons are made with the results of the usual Thomson and Welch methods. An example of estimation of EEG coherence is also shown.