njit-etd2003-081 - New Jersey Institute of Technology

RR
similar manner to give:
When computing the coherence using equation (3.85a), the important step is to
compute the coherence by means of averaged estimates based on segments of the
original signals. In other words, the signals x(t) and y(t) are broken up into N segments
of equal length and the power spectra ( Pxx(ω) and PH (ω)) and cross spectrum ( Pxy(ω))
are estimated on the basis of averages taken from the individual spectra of the segments.
To increase the number of individual spectra, which increases the accuracy, the
segments may overlap. In addition, care must be taken to assure that the segments are
long enough to obtain an accurate spectrum. Therefore, there is a compromise required
in the choice of the segment length. It must be long enough to obtain accurate frequency
resolution, but short enough to allow a sufficient number of segments in the average. In
addition, each segment must be extracted using a time-domain window to control the
sidelobes in the frequency domain. To make things more complicated, if too many