Sampling Problems with Spectral Coherence

Leif Kristensen; Peter Kirkegaard

Sampling Problems with Spectral Coherence

Leif Kristensen, Peter Kirkegaard

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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)

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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

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BT - Sampling Problems with Spectral Coherence

PB - Risø National Laboratory

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ER -

Sampling Problems with Spectral Coherence

Abstract

Keywords

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