Multitaper Estimation of the Coherence Spectrum in low SNR

Johan Brynolfsson, Maria Sandsten

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

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Abstract

A pseudo coherence estimate using multitapers is presented. The estimate has better localization for sinusoids and is shown to have lower variance for disturbances compared to the usual coherence estimator. This makes it superior in terms of finding coherent frequencies between two sinusoidal signals; even when observed in low SNR. Different sets of multitapers are investigated and the weights of the final coherence estimate are adjusted for a low-biased estimate of a single sinusoid. The proposed method is more computationally efficient than data dependent methods, and does still give comparable results.
Original languageEnglish
Title of host publicationEuropean Signal Processing Conference
PublisherEURASIP
Number of pages5
Publication statusPublished - 2014
Event22nd European Signal Processing Conference - EUSIPCO 2014 - Lissabon, Portugal
Duration: 2014 Sept 12014 Sept 5
Conference number: 22

Publication series

Name
ISSN (Print)2219-5491

Conference

Conference22nd European Signal Processing Conference - EUSIPCO 2014
Country/TerritoryPortugal
CityLissabon
Period2014/09/012014/09/05

Subject classification (UKÄ)

  • Probability Theory and Statistics

Free keywords

  • coherence
  • cross-spectrum
  • multitaper
  • sinusoids

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