Sampling Problems with Spectral Coherence

Leif Kristensen; Peter Kirkegaard

Sampling Problems with Spectral Coherence

Leif Kristensen, Peter Kirkegaard

Research output: Book/Report › Report › Research

160 Downloads (Pure)

Abstract

This report deals with the confidence of the spectral coherence derived from a measured time series by a discrete Fourier transform. The estimated coherence will be based on a block averaging procedure, characterized by a certain number of degrees of freedom. A discussion is given of the significance of this number, and how many degrees of freedom are necessary to get a trustworthy sampling of the coherence. The study is carried out by utilizing the statistical results available for complex Gaussian product sums (Goodman statistics).

Original language	English

Place of Publication	Roskilde
Publisher	Risø National Laboratory
Number of pages	63
ISBN (Print)	87-550-1193-4
Publication status	Published - 1986

Series	Denmark. Forskningscenter Risoe. Risoe-R
Number	526
ISSN	0106-2840

Keywords

Risø-R-526
Risø-R-526(EN)

Access to Document

15769d01Final published version, 3.21 MB

Fingerprint Dive into the research topics of 'Sampling Problems with Spectral Coherence'. Together they form a unique fingerprint.

Cite this

@book{247c18f0f3014156863f1ad71d0a7c55,

title = "Sampling Problems with Spectral Coherence",

abstract = "This report deals with the confidence of the spectral coherence derived from a measured time series by a discrete Fourier transform. The estimated coherence will be based on a block averaging procedure, characterized by a certain number of degrees of freedom. A discussion is given of the significance of this number, and how many degrees of freedom are necessary to get a trustworthy sampling of the coherence. The study is carried out by utilizing the statistical results available for complex Gaussian product sums (Goodman statistics).",

keywords = "Ris{\o}-R-526, Ris{\o}-R-526(EN)",

author = "Leif Kristensen and Peter Kirkegaard",

year = "1986",

language = "English",

isbn = "87-550-1193-4",

series = "Denmark. Forskningscenter Risoe. Risoe-R",

number = "526",

publisher = "Ris{\o} National Laboratory",

}

TY - RPRT

T1 - Sampling Problems with Spectral Coherence

AU - Kristensen, Leif

AU - Kirkegaard, Peter

PY - 1986

Y1 - 1986

N2 - This report deals with the confidence of the spectral coherence derived from a measured time series by a discrete Fourier transform. The estimated coherence will be based on a block averaging procedure, characterized by a certain number of degrees of freedom. A discussion is given of the significance of this number, and how many degrees of freedom are necessary to get a trustworthy sampling of the coherence. The study is carried out by utilizing the statistical results available for complex Gaussian product sums (Goodman statistics).

AB - This report deals with the confidence of the spectral coherence derived from a measured time series by a discrete Fourier transform. The estimated coherence will be based on a block averaging procedure, characterized by a certain number of degrees of freedom. A discussion is given of the significance of this number, and how many degrees of freedom are necessary to get a trustworthy sampling of the coherence. The study is carried out by utilizing the statistical results available for complex Gaussian product sums (Goodman statistics).

KW - Risø-R-526

KW - Risø-R-526(EN)

M3 - Report

SN - 87-550-1193-4

T3 - Denmark. Forskningscenter Risoe. Risoe-R

BT - Sampling Problems with Spectral Coherence

PB - Risø National Laboratory

CY - Roskilde

ER -