Multiple channels (multivariate) signals - Practical Biomedical Signal Analysis Using MATLAB - page 83

FIGURE 3.1: Performance of DTF for noisy signals. a) 1—stochastic signal, 2
and 3— signals delayed by, respectively, one and two samples with white noise of
variance 9 times greater than the signal variance added. b) Simulation scheme, c)
results of DTF; in each box DTF as a function of frequency, on the diagonal power
spectra; propagation from channels labeled above to the channels labeled at the left
of the picture.

It was shown by means of modeling that non-normalized DTF is related to the causal
connection strength between channels [Kaminski et al., 2001]. DTF is an estimator
which provides spectral information on the transmitted activity and is very robust
in respect to noise. In Figure 3.1 an example is given where the direction of flow is
determined correctly in case of signals where variance of noise was 9 times as high
as that of the signal. However, DTF shows direct as well as indirect transmissions;
that is in case of cascade flow a

→ b → c ,itshowsalsoflow: a → c .