DocumentCode :
3041970
Title :
A Wiener filter approach to coherence estimation
Author :
Chan, Y.T. ; Riley, J.M. ; Plant, J.B.
Author_Institution :
Royal Military College of Canada, Kingston, Ontario, Canada
Volume :
5
fYear :
1980
fDate :
29312
Firstpage :
646
Lastpage :
649
Abstract :
This paper presents a new method of estimating the magnitude-squared-coherence (MSC) between two random processes 
and 
. An unrealizable Wiener filter transfer function is first computed in the channel, then another one in the y channel. The product of these transfer functions then gives the MSC. The unrealizable Wiener filter is approximated by a finite impulse filter whose coefficients can be computed from any standard parameter estimation algorithm. Theoretical upper bounds on the variances of the MSC estimates, together with experimental results, are given.
and . An unrealizable Wiener filter transfer function is first computed in the channel, then another one in the y channel. The product of these transfer functions then gives the MSC. The unrealizable Wiener filter is approximated by a finite impulse filter whose coefficients can be computed from any standard parameter estimation algorithm. Theoretical upper bounds on the variances of the MSC estimates, together with experimental results, are given.Keywords :
Educational institutions; Equations; Frequency estimation; Least squares approximation; Military computing; Parameter estimation; Random processes; Transfer functions; Upper bound; Wiener filter;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '80.
Type :
conf
DOI :
10.1109/ICASSP.1980.1170991
Filename :
1170991
Link To Document :
