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Generalised framework for nonparametric coherence function estimation

Generalised framework for nonparametric coherence function estimation

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© The Institution of Engineering and Technology
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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.

Inspec keywords: signal detection; covariance matrices

Other keywords: NPCF estimators; signal detection; nonparametric coherence function estimation; covariance matrix; signal estimation

Subjects: Signal processing theory; Signal detection; Linear algebra (numerical analysis); Linear algebra (numerical analysis)

References

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      • T.C. Liu , B.D. Van Veen . Multiple window based minimum variance spectrum estimation for multidimension random fields. IEEE Trans. Signal Proccess. , 3 , 578 - 589
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      • S. Haykin . (1995) Advances in spectrum analysis and array processing.
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      • C.S. Zheng , M.Y. Zhou , X.D. Li . On the relationship of nonparametric methods for coherence function estimation. Signal Process. , 11 , 2863 - 2867
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      • G.C. Carter , C.H. Knapp , A.H. Nuttall . Estimation of the magnitude-squared coherence function via overlapped fast Fourier transform processing. IEEE Trans. Audio Electroacoust. , 4 , 337 - 344
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