Matrix Methods for Estimating the Coherence Functions from Estimates of the Cross-Spectral Density Matrix
It is shown that the usual method for estimating the coherence functions (ordinary, partial, and multiple) for a general multiple-input! multiple-output problem can be expressed as a modified form of Cholesky decomposition of the cross-spectral density matrix of the input and output records. The res...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
1996-01-01
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| Series: | Shock and Vibration |
| Online Access: | http://dx.doi.org/10.3233/SAV-1996-3402 |