Use este identificador para citar ou linkar para este item: http://repositorio.ufla.br/jspui/handle/1/15399
Título : Coherence estimate between a random and a periodic signal: Bias, variance, analytical critical values, and normalizing transforms
Autor: Sá, Antonio Mauricio Ferreira Leite Miranda de
Ferreira, Danton Diego
Dias, Edson Wander
Mendes, Eduardo Mazoni Andrade Marçal
Felix, Leonardo Bonato
Palavras-chave: Coherence
Estimation
Statistics
Periodic input
Fisher's z transform
Publicador: Pergamon Press
Data da publicação: 2009
Referência: SÁ, A. M. F. L. M. de et al. Coherence estimate between a random and a periodic signal: Bias, variance, analytical critical values, and normalizing transforms. Journal of the Franklin Institute, Elmsford, v. 346, n. 9, p. 841-853, Nov. 2009.
Abstract: The present work deals with recent results on the sampling distribution of the magnitude-squared coherence (also called just coherence) estimate between a random (Gaussian) and a periodic signal, in order to obtain analytical critical values, alternative expressions for the probability density function (PDF) as well as the variance and bias of the estimate. A comparison with the more general case of coherence estimation when both signals are Gaussian was also provided. The results indicate that the smaller the true coherence (TC) values the closer both distributions become. The behaviour of variance and bias as a function of the number of data segments and the TC is similar for both coherence estimates. Additionally, the effect of a normalizing function (Fisher’s z transform) in the coherence estimated between a random and a periodic signal was also evaluated and normality has been nearly achieved. However, the variance was less equalized in comparison with coherence estimate between two Gaussian signals
URI: http://www.sciencedirect.com/science/article/pii/S0016003209000738
repositorio.ufla.br/jspui/handle/1/15399
Idioma: en_US
Aparece nas coleções:DEG - Artigos publicados em periódicos

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