Estimating the Two-Dimensional Coherence Function

Andreas Jakobsson, Stephen Alty, Jacob Benesty

Research output: Chapter in Book/Report/Conference proceedingPaper in conference proceedingpeer-review


In this paper, we extend the one-dimensional Capon-based magnitude square coherence (MSC) spectral estimator, to form two-dimensional Capon- and APES-based MSC spectral estimators. The resulting estimators are found to yield significantly improved estimates as compared to the typical Welch-based estimator. Furthermore, we introduce a computationally efficient time-updating of the presented MSC estimators, exploiting their inherent time-varying displacement structure. The presented updating is found to dramatically lower the computational requirement of reevaluating the MSC spectral estimates
Original languageEnglish
Title of host publication2007 IEEE International Conference on Acoustics, Speech and Signal Processing - ICASSP '07
PublisherIEEE - Institute of Electrical and Electronics Engineers Inc.
Publication statusPublished - 2007
Externally publishedYes
EventIEEE International Conference on Acoustics, Speech and Signal Processing, 2007: ICASSP 2007 - Honolulu, Honolulu, United States
Duration: 2007 Apr 152007 Apr 20

Publication series

ISSN (Print)1520-6149


ConferenceIEEE International Conference on Acoustics, Speech and Signal Processing, 2007
Country/TerritoryUnited States

Subject classification (UKÄ)

  • Probability Theory and Statistics


  • Welch-based estimator
  • computationally efficient time-updating
  • APES-based MSC spectral estimators
  • two-dimensional Capon-based MSC spectral estimators
  • time-varying displacement structure
  • two-dimensional coherence function estimation
  • one-dimensional Capon-based spectral estimator
  • magnitude square coherence spectral estimator


Dive into the research topics of 'Estimating the Two-Dimensional Coherence Function'. Together they form a unique fingerprint.

Cite this