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Generalised framework for nonparametric coherence function estimation

Generalised framework for nonparametric coherence function estimation

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By introducing a nonlinear function of covariance matrix, a generalised framework for the nonparametric coherence function (NPCF) estimation is presented. This framework helps us understand the properties of several existing NPCF estimators more easily, including the single- and multi-window based approaches. Moreover, by properly choosing the parameters of the generalised class of NPCF estimators, a good tradeoff between spectral resolution and variance can be achieved.

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