ESTIMATION OF COHERENCE SPECTRUM OF NONGAUSSIAN TIME SERIES POPULATIONS

被引：12

作者：

BENIGNUS, VA

机构：

[1] Research Computation Center, University of Texas Medical Branch, Galveston

来源：

IEEE TRANSACTIONS ON AUDIO AND ELECTROACOUSTICS | 1969年 / AU17卷 / 03期

关键词：

D O I：

10.1109/TAU.1969.1162053

中图分类号：

O42 [声学];

学科分类号：

070206 ; 082403 ;

摘要：

Previous work on computation of coherence estimates between two time series and the confidence intervals about these estimates has always assumed that the time series have a Gaussian probability density function. Here a Monte Carlo study was performed, computing coherences and confidence intervals upon non-Gaussian time series. Using both a rectangular distribution and a x2 distribution with one degree of freedom, the results appear to justify the notion that the assumption of a Gaussian distribution has a fairly small importance in the computation of the above statistics. © 1969, IEEE. All rights reserved.

引用

页码：198 / &

共 10 条

[1]

BENDAT JS, 1966, MEASUREMENT ANALYSIS

[2]

BENIGNUS VA, 1969, 1968 P HOUST M

[3]

BENIGNUS VA, 1969, IEEE T, VAU17, P145

[4]

ENOCHSON LD, 1965, AFFDLTR6567 AF SYST

[5]