Group delay based magnitude square coherence estimation by an ARMA model

  • Narasimhan S
  • Reddy G
  • Plotkin E
 et al. 
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Abstract

In this paper, a new method of estimation of the magnitude square coherence function (MSC) by an ARMA model is proposed. The estimation is achieved by modeling the periodogram estimate of the MSC and the ARMA model has been realized by the pole-zero decomposition property of the group delay function (GDF). Its performance has been found to be superior to that of the periodogram MSC estimate in terms of normalized sum of the sample mean square error (NSSMSE) and maximum sample root mean square error (RMSE). Further, its performance is comparable with those of the existing ARMA based estimation methods and requires less computations. The proposed ARMA-MSC estimation is simple and does not involve any explicit solution of a system of equations. © 1995.

Author-supplied keywords

  • ARMA
  • Coherence function
  • Group delay function
  • Rational modeling

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