Journal
IEEE SIGNAL PROCESSING LETTERS
Volume 11, Issue 3, Pages 326-329Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/LSP.2003.822897
Keywords
coherence function; confidence interval; signal detection
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The magnitude-squared coherence function is widely used in many applications. The approximate confidence interval is only reliable for large data segments. In this letter, an iterative algorithm is provided to compute the exact confidence interval from the cumulative distribution function. In order to use the confidence interval conveniently in practice, some libraries are provided, using the iterative algorithm and cubic spline interpolation.
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