How I can do the Coherence function using AR method
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From: josef on 24 Mar 2010 16:11 I'm need your help I'm trying to use the coherence function using AR method. But the values obtained are greater than 1. I use the following equation: Cxy=abs(Pxy)^2/Pxx*Pyy where Pxx and Pyy are the obtained with the method AR. Pxy is obtained as follows: first, I use the cross correlation between the two signals. The result is evaluated with AR technique to obtain the Pxy I don't know if correct this. Someone can help me please Thank you for your attention
From: HardySpicer on 25 Mar 2010 09:05 On Mar 25, 9:11 am, "josef" <chuymv(a)n_o_s_p_a_m.gmail.com> wrote: > I'm need your help > I'm trying to use the coherence function using AR method. But the values > obtained are greater than 1. I use the following equation: > > Cxy=abs(Pxy)^2/Pxx*Pyy > > where Pxx and Pyy are the obtained with the method AR. Pxy is obtained as > follows: first, I use the cross correlation between the two signals. The > result is evaluated with AR technique to obtain the Pxy > > I don't know if correct this. Someone can help me please > > Thank you for your attention AR techniques - you mean solving the Yule-Walker equations I expect? (having found the correlation coefficients first). Yes should work but would be slow compared with FFT method (but more smooth). How much greater than 1? Hardy
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