Kirkegaard, Peter

Kristensen, Leif

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).<br/

Online Research Database In Technology

Sampling Problems with Spectral Coherence

http://orbit.dtu.dk/ws/files/5692485/15769d01.pdf

Sampling Problems with Spectral Coherence

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Online Research Database In Technology