DocumentCode
900340
Title
Exact confidence interval for magnitude-squared coherence estimates
Author
Wang, Shouyan ; Tang, Mengxing
Author_Institution
Lab. of Physiol., Univ. of Oxford, UK
Volume
11
Issue
3
fYear
2004
fDate
3/1/2004 12:00:00 AM
Firstpage
326
Lastpage
329
Abstract
The magnitude-squared coherence function is widely used in many applications. The approximate confidence interval is only reliable for large data segments. In this letter, an iterative algorithm is provided to compute the exact confidence interval from the cumulative distribution function. In order to use the confidence interval conveniently in practice, some libraries are provided, using the iterative algorithm and cubic spline interpolation.
Keywords
coherence; delay estimation; interpolation; iterative methods; signal detection; splines (mathematics); SNR estimation; confidence interval; cubic spline interpolation; cumulative distribution function; iterative algorithm; magnitude-squared coherence estimate; signal detection; signal-to-noise ratio; time delay estimation; Delay estimation; Distributed computing; Distribution functions; Interpolation; Iterative algorithms; Libraries; Linearity; Signal detection; Spline; Stochastic processes;
fLanguage
English
Journal_Title
Signal Processing Letters, IEEE
Publisher
ieee
ISSN
1070-9908
Type
jour
DOI
10.1109/LSP.2003.822897
Filename
1268020
Link To Document