Signal Processing

BASIC DESCRIPTIVE PROPERTIES -COHERENCE FUNCTION

2nd Semster 2022-2023 S. H. MOMENI 1

Single-Input/Output Relationships
CASE 2. No Output Noise; Uncorrelated Input Noise

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Single-Input/Output Relationships

For Case 2, the ordinary coherence function is

It follows that 2xy(f) < 1 when Gmm(f) > 0

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Single-Input/Output Relationships
Guu(f) and Gmm(f) can be determined from x(t) and y(t).

Thus, for Case 2, the ordinary coherence function can decompose a measured input spectrum into
its uncorrelated signal and noise components.
divides the frequency response function H1(f) for Case 1 by the frequency response function
H2(f) for Case 2, the result is the coherence function,

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Single-Input/Output Relationships
Example: H1 or H2?

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Single-Input/Output Relationships
CASE 3. Both Noises Present; Uncorrelated with Each Other and with the Signals

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Single-Input/Output Relationships
Here, H(f) cannot be determined from the measured x(t) and y(r) without a knowledge or
measurement of the input noise.

Using only x(t) and y(t), it is not possible to decompose Gxx(f) or Gyy(f) into their separate signal
and noise components.

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Single-Input/Output Relationships
For Case 3, the ordinary coherence function is

where c1(f) and c2(f) are the noise-to-signal ratios given by

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Single-Input/Multi-Output Relationships
Single-Input/Two-Output Model (with output noise)

Assuming that the noise terms n1(t) and n2(t) are incoherent (uncorrelated) with each other and
with the input signal x(t).

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Single-Input/Multi-Output Relationships

The coherence function between the output records is given by

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Single-Input/Multi-Output Relationships
where the last equality occurs because

Two cases can be considered

x(t), y1(t) and y2(t) can be measured simultaneously
Only y1(t) and y2(t) can be measured simultaneously

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Single-Input/Multi-Output Relationships
CASE 1. x(t), y1(t) and y2(t) Can Be Measured Simultaneously
For this case

Then one can determine

Thus all quantities in previous equations can be found.

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Single-Input/Multi-Output Relationships
CASE 2. Only y1(t) and y2(t) Can Be Measured Simultaneously
For this case, H1 and H2 cannot be determined
If H1 and H2 are known from other considerations, such as theoretical ideas, input signal can be
obtained from

If H1 and H2 are not known from other considerations, one can still compute Gy1y1, Gy2y2 and Gy1y2.
So, 2y1y2 can be determined.
A high value coherence indicates that y1(t) and y2(t) can come from an unmeasured common
source x(t) via unknown linear transformations and that extraneous output noise is small
compared to the signal terms.
A high coherence value does not indicate a causal relationship between y1(t) and y2(t).

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