Multitaper Estimation of the Coherence Spectrum in low SNR

Research output: Chapter in Book/Report/Conference proceedingPaper in conference proceeding

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.

Details

Authors
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Research areas and keywords

Subject classification (UKÄ) – MANDATORY

  • Probability Theory and Statistics

Keywords

  • coherence, cross-spectrum, multitaper, sinusoids
Original languageEnglish
Title of host publicationEuropean Signal Processing Conference
PublisherEURASIP
Number of pages5
Publication statusPublished - 2014
Publication categoryResearch
Peer-reviewedYes
Event22nd European Signal Processing Conference - EUSIPCO 2014 - Lissabon, Portugal
Duration: 2014 Sep 12014 Sep 5
Conference number: 22

Publication series

Name
ISSN (Print)2219-5491

Conference

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

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