Howtosignalprocessing
- How to calculate coherence?
- Can two different signals have the same Fourier transform?
- What is coherence function?
How to calculate coherence?
Coherence as a measure of confidence in transfer function H1
If a system is linear time-invariant with frequency response (Sxy(ω) = H(ω) Sxx(ω) ), then H(ω) = Sxy(ω)/Sxx(ω).
Can two different signals have the same Fourier transform?
Of course they can. Simply imagine that a signal is composed by two sine waves with different frequencies. Then you create new signals by i) first let the lower frequency be present for a certain time interval with length t, and in a second identical time interval only the second, higher frequency is present.
What is coherence function?
1. Ordinary coherence function. Ordinary coherence function is defined as the measure of the causal relationship between two signals with the presence of other signals. For a MIMO system, the coherence function is identical to that for a SISO system.
