Talk:Coherence (statistics)

Statistics Mid‑importance

	This article is within the scope of WikiProject Statistics, a collaborative effort to improve the coverage of statistics on Wikipedia. If you would like to participate, please visit the project page, where you can join the discussion and see a list of open tasks.StatisticsWikipedia:WikiProject StatisticsTemplate:WikiProject StatisticsStatistics articles
Mid	This article has been rated as Mid-importance on the importance scale.

Mathematics Mid‑priority

	Mathematics portal This article is within the scope of WikiProject Mathematics, a collaborative effort to improve the coverage of mathematics on Wikipedia. If you would like to participate, please visit the project page, where you can join the discussion and see a list of open tasks.MathematicsWikipedia:WikiProject MathematicsTemplate:WikiProject Mathematicsmathematics articles
Mid	This article has been rated as Mid-priority on the project's priority scale.

the dimensionality of this expression seems wrong. should the denominator have squared variables? also, using the magnitude in the denominator will destroy any cross-phase information between the two variables.

in signal processing, coherence is defined as:

gxy^2 = |<Gxy>|^2 / [ <Gxx><Gyy> ]

where Gxy is a cross spectrum and Gxx, Gyy autospectra

thus the magnitude, nor the square of Gxx and Gyy are used.

Random Data 2nd Edition, Bendat & Piersol, John Wiley & Sons, 1986 page 137

For a moment I thought the above was right. But look closely. The quantity given here is dimensionless. I think that was intended. Michael Hardy 22:27, 9 March 2006 (UTC)Reply

Add topic