|WikiProject Statistics||(Rated Stub-class, Mid-importance)|
|WikiProject Mathematics||(Rated Stub-class, Mid-importance)|
the dimensionality of this expression seems wrong. should the denominator have squared variables? also, using the magnitude in the denominator will destroy any cross-phase information between the two variables.
in signal processing, coherence is defined as:
gxy^2 = |<Gxy>|^2 / [ <Gxx><Gyy> ]
where Gxy is a cross spectrum and Gxx, Gyy autospectra
thus the magnitude, nor the square of Gxx and Gyy are used.
Random Data 2nd Edition, Bendat & Piersol, John Wiley & Sons, 1986 page 137
- For a moment I thought the above was right. But look closely. The quantity given here is dimensionless. I think that was intended. Michael Hardy 22:27, 9 March 2006 (UTC)