Biomedical Engineering Reference
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functions, where C xy ( f ) is the coincident spectral density function (cospectrum) and
Q xy ( f ) is the quadrature spectral density function (quad-spectrum) as shown in (17.10).
2
) e j 2 π f τ
G xy ( f )
=
R xy (
τ
d
τ =
C xy ( f )
jQ xy ( f )
(17.10)
In complex polar notation, the cross-spectral density becomes 17.11.
= G xy ( f ) e j θ xy ( f )
G xy ( f )
= H ( f ) e j φ ( f )
H ( f )
(17.11)
where
G xy ( f )
Q xy ( f )) 1
( C xy ( f )
/
=
+
2
tan −1 Q xy ( f )
C xy ( f )
θ
xy ( f )
=
Thus, by knowing the autospectra of the input G xx ( f ) and the cross-spectra
G xy ( f ) one can determine the transfer function,
. However, the magnitude of the
transfer function does not provide any phase information. Nevertheless, the complete
frequency response function with gain and phase can be obtained when both G xx ( f ) and
G xy ( f ) are known [2]. Figure 17.5 illustrates these relationships.
An alternative direct transform method is widely used and does not require com-
putation of the autocorrelation and cross-correlation functions beforehand. It is based
on finite Fourier transforms of the original data records. For any long, but finite records
of length, T , the frequency domain equation is written as (17.12).
|
H ( f )
|
Y ( f )
=
H ( f ) X ( f )
(17.12)
where X ( f ) and Y ( f ) are finite Fourier transforms of x ( t ) and y ( t ) respectively. It follows
that (17.12) can be rewritten as (17.13).
Y ( f )
H ( f ) X ( f )
=
Y ( f )
H ( f )
X ( f )
2
2
2
=
H ( f ) X ( f )
2
X ( f ) Y ( f )
=
(17.13)
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