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dc.contributor.authorBortel, R.
dc.contributor.authorSovka, Pavel
dc.date.accessioned2014-12-16T09:35:41Z
dc.date.available2014-12-16T09:35:41Z
dc.date.issued2014-12cs
dc.identifier.citationRadioengineering. 2014, vol. 23, č. 4, s. 1241-1247. ISSN 1210-2512cs
dc.identifier.issn1210-2512
dc.identifier.urihttp://hdl.handle.net/11012/36584
dc.description.abstractIn this paper we investigate the invariance of the null distribution of the multiple coherence (MC) to the statistics of the examined signals. We show that when the MC is computed between a group of signals x_i[n], i=1,...,K and a signal y[n], the null distribution of the MC is independent of the distribution of x_i[n] and y[n] if at a given frequency the joint distribution of the spectra of the segments of x_i[n] and y[n] is rotationally symmetric with respect to the rotation of the spectra of the segments of x_i[n] or y[n]. The significance of this result lies in the improvement of the multiple coherence analysis. Hitherto, the null distribution of the MC was known only for signals with the multivariate Gaussian distribution; therefore, an MC estimate could be evaluated for its statistical significance only in this limited case. With the results presented in this paper, it will be possible to evaluate the statistical significance of MC estimates for much wider class of signals.en
dc.formattextcs
dc.format.extent1241-1247cs
dc.format.mimetypeapplication/pdfen
dc.language.isoencs
dc.publisherSpolečnost pro radioelektronické inženýrstvícs
dc.relation.ispartofRadioengineeringcs
dc.relation.urihttp://www.radioeng.cz/fulltexts/2014/14_04_1241_1247.pdfcs
dc.rightsCreative Commons Attribution 3.0 Unported Licenseen
dc.rights.urihttp://creativecommons.org/licenses/by/3.0/en
dc.subjectMultiple coherenceen
dc.subjectnull distributionen
dc.subjectinvarianceen
dc.titleInvariance of the Null Distribution of the Multiple Coherenceen
eprints.affiliatedInstitution.facultyFakulta eletrotechniky a komunikačních technologiícs
dc.coverage.issue4cs
dc.coverage.volume23cs
dc.rights.accessopenAccessen
dc.type.driverarticleen
dc.type.statusPeer-revieweden
dc.type.versionpublishedVersionen


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