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Cross Spectra and Coherence

August 10, 2019 by

The cross spectrum and coherence are used to study the relationship between two signals in the frequency domain. In this lesson you will learn the definitions of cross spectra and coherence, and the relationship between correlation and the cross spectrum. You will also learn why the coherence is one at all frequencies when the signals that are related by linear time-invariant systems. Coherence and cross spectra are essential tools for characterizing relationships between random signals.

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