Cross Spectra and Coherence
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Question 1 of 4
1. Question
The cross spectrum for two widesense stationary random processes is the discretetime Fourier transform of
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Question 2 of 4
2. Question
If the cross spectrum is large at a given frequency, the corresponding sinusoidal components of the two signals
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Question 3 of 4
3. Question
The magnitudesquared coherence at a given frequency indicates the degree of correlation between the sinusoidal components of the signals at that frequency.
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Question 4 of 4
4. Question
If one signal is the input to a linear timeinvariant system and the other signal is the output, the magnitudesquared coherence between the signals is
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