Sampling Problems with Spectral Coherence

Leif Kristensen, Peter Kirkegaard

    Research output: Book/ReportReportResearch

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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 languageEnglish
    Place of PublicationRoskilde
    PublisherRisø National Laboratory
    Number of pages63
    ISBN (Print)87-550-1193-4
    Publication statusPublished - 1986
    SeriesDenmark. Forskningscenter Risoe. Risoe-R
    Number526
    ISSN0106-2840

    Keywords

    • Risø-R-526
    • Risø-R-526(EN)

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