Signal Processing

BASIC DESCRIPTIVE PROPERTIES-COHERENCE FUNCTION

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

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Ordinary Coherence Functions
Assuming Gxx(f) and Gyy(f) are both different from zero, the coherence function between
the input x(t) and the output y(f) is a real-valued quantity defined by

It follows that
For a constant-parameter linear system,

Hence, for the ideal case of a constant-parameter linear system with a single clearly
defined input and output, the coherence function will be unity.
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If the coherence function is greater than zero but less than unity:
a) Extraneous noise is present in the measurements.
b) The system relating x(t) and y(t) is not linear.
c) y(t) is an output due to an input x(t) as well as to other inputs.

For linear systems:

• The coherence function 2xy(f) can be interpreted as the fractional portion of the mean
square value at the output y(t) that is contributed by the input x(t) at frequency f.
• The quantity [1 - 2xy(f)] is a measure of the mean square value of y(t) not accounted for
by x(t) at frequency f.

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Example. Consider an airplane flying through a patch of atmospheric turbulence.
Let the input x(t) be vertical gust velocity in (m/s) as measured with a probe extending
forward of the airplane, and the output y(t) be vertical acceleration in G's measured with
an accelerometer at the center of gravity of the airplane.

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Relationships
Auto-spectra of gust velocity and
response acceleration of airplane.

NASA Langley Research Center,

Hampton, Virginia, under
Contract NAS 1-8538.

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Relationships
Coherence function between gust velocity
And response acceleration of airplane.

The value of this coherence function indicates

how much of one record is linearly related to
the other record. It does not necessarily
indicate a cause-and-effect relationship
between the two records.

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Coherence functions are preserved under linear transformations.

• Suppose one desires the coherence function between x(t) and y(t) where these two
quantities cannot be easily measured.

• Assume, one can measure two other quantities x1(t) and y1(t).

• From physical considerations, it can be stated that x1(t) has a perfect linear
relationship to x(t) and y1(t) has a perfect linear relationship to y(t).

• The coherence function between x1(t) and y1(t) will give the desired coherence
function between x(t) and y(t).

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Models with Extraneous Noise
Consider models where extraneous noise is measured at the input and output points to a
linear system H(f).
u(t): true signal at input
v(t): true signal at output
m(t): extraneous noise at input
n(t): extraneous noise at output

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The measured input and output records are

Auto-spectral and cross-spectral density functions

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Case 1. No input noise; uncorrelated output noise
Case 2. No output noise; uncorrelated input noise
Case 3. Both noises present; uncorrelated with each other and with the signals

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Single-Input/Output Relationships
CASE 1. No Input Noise; Uncorrelated Output Noise

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Gvv(f) can be calculated from x(t) and y(t) even though v(t) cannot be measured.

Also, Gnn(f) can be calculated without measuring n(t).

In practice, this is by far the most important case because:
• One can often define inputs and minimize input noise
• But one will have no control over the output noise, which is due to nonlinear operations
or the contributions from other unmeasured inputs.

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For Case 1, the ordinary coherence function is

because

Note that 2xy(f) < 1 when Gnn(f) > 0

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