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.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE