Accession Number:
ADA101098
Title:
Statistics of Nonlinearly Transformed Coherence Estimates
Descriptive Note:
Technical rept.
Corporate Author:
NAVAL UNDERWATER SYSTEMS CENTER NEW LONDON CT
Personal Author(s):
Report Date:
1981-03-12
Pagination or Media Count:
42.0
Abstract:
An asymptotic relation for the average value of any nonlinear transformation of a magnitude-squared-coherence estimate is derived. It is utilized to determine the bias, variance, and mean-square error of the transformed coherence estimate. It is found that the arc tanh x12 transformation is the only one with variance independent of the true coherence value to ON-1, and that the 1nx transformation is the only one with zero bias, to exponential order in N. Here, N is the number of data pieces employed in the estimation of the coherence. Extensions to terms of ON-2 are made and presented for a v-th law device also.
Descriptors:
Subject Categories:
- Statistics and Probability