Fast Communication: Approximation of the null distribution of the multiple coherence estimated with segment overlapping

Authors:
Radoslav Bortel;Pavel Sovka
Affiliations:
-;-
Venue:
Signal Processing
Year:
2014

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Cited 0

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Approximation of statistical distribution of magnitude squared coherence estimated with segment overlapping

Signal Processing

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Abstract

In this fast communication we suggest an approximation of the null distribution of the multiple coherence (MC) estimated with segment overlapping. The approximation is based on the formulas known for the non-overlapped segmentation, but the parameter corresponding to the number of segments is altered. The suggested approximation is statistically tested through a Monte Carlo simulation, and it is shown that its precision is quite high for a considerable range of MC parameters.