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Coherence is a stastic to examine the relation between two signals.

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Is it possible to zero-pad series when using MSCOHERE in matlab?

The function fft allows one to zero-pad, and mscohere, after all works with auto and cross spectra, which, presumably, have all been calculated with fft. I haven't found any mention on zero-padding in ...
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Cross power spectral matrix from PSDs and coherence using matrix notation

I have a vector containing all the PSD of a series of signals $\underline{s} = \left[ |S_{x_1x_1}| |S_{x_2x_2}| |S_{x_3x_3}| ...\right]^T$ I also have a matrix $\gamma^2$ containing all the ...
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0answers
35 views

Simulating two signals with a desired coherence

I'm trying to simulate two frequency-domain signals with a desired coherence, and I'd like to check if my idea is right. To simulate two time-domain signals with a desired correlation, we can use the ...
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2answers
69 views

Why does the addition of noise improve coherence between two signals?

Taking a simple example of the coherence between two signals, each composed of two sinusoids of frequency 100 and 200 Hz, I expect the coherence to show two peaks in the spectrum located at precisely ...
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1answer
74 views

Should scipy.signal.coherence be 1 for single input and output signals?

I am trying to calculate the coherence between input and output signals. I thought I could work with a single input and a single output time series and calculate the coherence $\gamma^2$ between them. ...
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1answer
38 views

Optimal segment length for coherence estimation

I have a question about the computation of coherence between two signals with Welch's method. The two signals are relatively short (e.g. 256 samples) and I would like as correct an estimate of shared ...
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1answer
55 views

Averaging magnitude squared coherence across multiple time series

In a previous post, A. Donda had suggested that, in order to calculate the average magnitude squared coherence of more than one pair of time series (e.g. y1 and x1, and y2 and x2), one ought to follow ...
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0answers
275 views

Check similarity between 2 signals

Even if this topic is quite common here I still haven't found a complete answer to my problem. I have a script python that creates 2 sampled signals. The first signals is a sawtooth waveform and the ...
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1answer
201 views

Deciding for the correct way to calculate coherence time

I have to calculate the coherence time of an indoor environment. The signal I am sending is modulated with GFSK, the carrier frequency is about 2.4 GHz and my symbol time is 1 microsecond. During my ...
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1answer
171 views

confidence interval estimate for coherence

Is there any solution for estimating Confidence interval of coherence derived by Welch method with overlapping segments? Moreover, the window length is not same for all the observations, only the ...
2
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1answer
70 views

Multi-taper Coherence, With Tapers=1

I had a question regarding multi-taper estimated coherence. It appears when the number of tapers is set to 1, all coherency values, per frequency, are always 1. It's obvious solving for autospectra $...
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1answer
865 views

Compute phase coherence between two eeg signals

I have two EEG signals/channels and I would like to compute phase coherence in MATLAB. I have this paper: https://www.nature.com/npp/journal/v39/n5/full/npp2013330a.html but it does not say what Sij ...
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1answer
75 views

Is Spectral Coherence (MSC) dependent to the initial amplitude of the comparing signals?

Given the signals \begin{align} x(t) &= A_1\sin(\omega t)\\ y(t) &= A_2\sin(\omega t) \end{align} Do $A_1$ and $A_2$ play a role in the $C_{xy}$ coherence estimator? MATLAB's ...
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0answers
102 views

How to calculate phase coherence at a given frequency across subjects?

In my experiment, there are 15 subjects and all of them have the time series data. I want to examine the phase coherence between these 15 subjects at a certain frequency. How can I calculate it and ...
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0answers
89 views

Computing CSD and coherence from a set of measurements

I am sort of new to the area of signal processing, therefore my question may be too easy. However, I have been trying to find answers here on stackoverflow and on various places without finding what I ...
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3answers
903 views

What is meant by “correlation” when referring to spectral coherence

I've been reading that coherence measures the correlation between two waves as a function of frequency. I also read that difference in phase does not mean less coherence at a given frequency, and that ...
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1answer
339 views

Calculating spectral coherence coefficient (scc) - implementation help

I am trying to calculate the SCC of a cyclostationary signal. I have estimated the Spectral Correlation Function (scf) of the signal using FFT Accumulation Method (FAM). I implemented the following ...
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1answer
138 views

How to implement Cross Spectral Density [duplicate]

I am writing a program to compute the cross spectral density of an image, and a template image, which is the image I am trying to find in other image. Reading wiki1,wiki2,wiki3 from wikipedia, and ...
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1answer
132 views

Calculating incoherency in compressive sensing

CS is based on a choice of a sensing basis $\Phi$ relative to a representation basis $\Psi$. There are many well known pair matrices for $\Phi$ and $\Psi$ like random Gaussian and FFT, and also they ...
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3answers
2k views

Phase locking value / phase synchronization

I have pairs of EEG signals filtered to give me just alpha bands. For a machine learning problem I have found that calculating the phase locking value between the alpha signals of these 2 channels ...
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3answers
766 views

Coherence vs. Magnitude Squared Coherence

currently I am writing my masther thesis. The theory part is about the turbulent wind field generation, where the coherence (not magnitude squared) is used: $$\text{coh}(f) = \frac{|P_{xy}|}{\sqrt{P_{...
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3answers
294 views

Synchronicity of two signals

I am trying to determine the synchronicity between two oscillating signals. I was attempting to do this by making use of the cross correlation between the two signals and looking at the maximum value. ...
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1answer
814 views

Issues with the smoothing operator in coherence estimation using the complex Morlet (Gabor) wavelet

The goal I wish to compute the coherence estimate using the continuous wavelet transform (CWT) of a real-valued signal with the complex Morlet (a.k.a. Gabor) wavelet. I compute the cwt of the signal ...
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3answers
128 views

Determining how similar a signal is to a sine wave

HeartMath Institute calculates a coherence score for heart rate variability by giving a score to how sinusoidal wave-like the instantaneous heart rate signal is. http://store.heartmath.org/s.nl/ctype....
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56 views

High temporal precision in coherence?

I am new to signal processing, and I am a bit confused by the use of coherence in academic literature. In several articles in neuroscience, coherence between signals (eg. EEG signals) is determined at ...
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1answer
705 views

How to average coherences estimated using Welch's method in MATLAB

I'm trying to estimate the average coherence of discontinuous snippets of a signal in MATLAB. For Welch's spectrum estimates, the following works: ...
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2answers
1k views

Statistical significance of coherence values

I have two signals sampled at $100\textrm{ Hz}$ during $3\textrm{ seconds}$. So I have $300$ sample points at each signal series. I want to calculate coherence values between these two time series ...
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1answer
234 views

Using spectral coherence for computing similarity between time series data

I don't really know anything about signal processing. I need to find similairty between two 1-dimensional time series. I read somewhere that spectral coherence could be used to find similarity between ...
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1answer
86 views

Is there an analogue of coherence between data sets related by a non-linear transformation?

Calculating the coherence (sometimes called magnitude squared coherence) between two signals indicates the presence or lack thereof of a linear transformation between the two signals. Is there an ...
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1answer
4k views

How can I compute a time-frequency cross-spectrum in MATLAB?

MATLAB has a spectrogram function for the time-frequency analysis of a single signal. It also has a cpsd function for estimating the cross-frequency spectrum for two signals. However, cpsd averages ...
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1answer
3k views

Magnitude-squared Coherence calculation inconsistence

I have to calculate the magnitude-squared coherence (MSC) between two signal. However, using a routine that uses only one taper (or no tapers at all) my result is always 1, despite the signals are ...
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0answers
127 views

Coherence of a single function given a single frequency

I have a signal sampled from a hardware, s. I would like to compute the coherence of the sampled signal given a single frequency, ...
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1answer
201 views

How to Tell How Likely a Signal Is Present in Another One (Variance Unknown)?

I know this is probably a simple question, but I haven't been able to find a satisfactory answer anywhere... Say you have a time series signal of finite length N. Call it $y[n]$. It looks like a ...
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1answer
342 views

Algorithm to estimate coherence when measuring a transfer function with a swept sine

I use a swept sine to measure a transfer function, multiplying the reponse by the in phase and quadrature excitation to get a complex response at each frequency. Can you suggest an enhancement to this ...
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1answer
7k views

Is autospectrum the same as power spectrum density?

In my slides about signal processing, there is one that mentions the same thing as the beginning of this and this answer, namely that the Fourier transform of a signal, squared is the power spectrum ...
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2answers
1k views

Is a wavelet-based correlation measure worth any additional computational overhead?

I have used both correlation and coherence as measures of correlation between signals. I was thinking that a time-frequency approach would give me the best of these worlds. My question is whether ...
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1answer
305 views

How to discern the distribution function of mean-squared coherence values?

This probably walks a fine line between Cross Validated and this site, but I think the practical application of it lies more on the signal processing side. I have had the occasion to record some EEG ...