Fast Communication: On the relationship of non-parametric methods for coherence function estimation

  • Authors:
  • Chengshi Zheng;Mingyuan Zhou;Xiaodong Li

  • Affiliations:
  • Institute of Acoustics, Chinese Academy of Sciences, Beijing 100190, China;Institute of Acoustics, Chinese Academy of Sciences, Beijing 100190, China;Institute of Acoustics, Chinese Academy of Sciences, Beijing 100190, China

  • Venue:
  • Signal Processing
  • Year:
  • 2008

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Abstract

In this paper, several seemingly disparate non-parametric magnitude squared coherence (MSC) estimation methods, including Welch's averaged periodogram, the minimum variance distortionless response (MVDR), and the canonical correlation analysis (CCA) methods, are treated in a unified way, which makes it simpler to understand the methods and their properties. This uncovered relationship also brings out a new class of MSC estimators in terms of non-linear functions of the covariance matrix.