Biomedical Engineering Reference
In-Depth Information
records x ( t ) and y ( t ) of unlimited length T , the one-sided cross-spectrum is given by (19.1).
T E X ( f
T )
2
G xy ( f )
=
Lim
T
,
T ) Y ( f
,
(19.1)
→∞
where X ( f
,
T ) is the conjugate of the input and Y ( f
,
T ) are the finite Fourier transforms
of x ( t ) and y ( t ), respectively.
It should be noted that the raw spectrum (no averages) of a finite length has the
same equation as (19.1), without the limit as given by (19.2) and will have a resolution
bandwidth given by (19.3).
2
T [ X ( f ) Y ( f )]
G xy ( f )
=
(19.2)
1
T
B e
=
f
=
(19.3)
The ordinary coherence function is defined by (19.4).
2
|
G xy
|
2
xy
γ
=
(19.4)
G xx G yy
The corresponding variance errors for “smooth” estimates of all of the “raw” es-
timates in (19.4) will be reduced by a factor of n d when averages are taken over n d
statistically independent “raw” quantities. To be specific, the variance expressions are
given by (19.5), (19.6), and (19.7).
G xx
n d
G xx ]
Var[
=
(19.5)
G yy
n d
Var[ G yy ]
=
(19.6)
G xy |
γ
|
G xy
Var[
|
|
]
=
(19.7)
xy n d
Then, the normalized root-mean-square errors, which are the same as the nor-
malized random errors, are given by (19.8), (19.9), and (19.10), respectively.
1
n d
[ G xx ]
ε
=
(19.8)
1
n d
G yy ]
ε
[
=
(19.9)
1
G xy
ε
[
|
|
]
=
(19.10)
| n d
| γ
xy
Search WWH ::




Custom Search