Talk:Coherence (statistics)

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the dimensionality of this expression seems wrong. should the denominator have squared variables? also, using the magnitude in the denominator will destroy any cross-phase information between the two variables.

in signal processing, coherence is defined as:

gxy^2 = |<Gxy>|^2 / [ <Gxx><Gyy> ]

where Gxy is a cross spectrum and Gxx, Gyy autospectra

thus the magnitude, nor the square of Gxx and Gyy are used.

Random Data 2nd Edition, Bendat & Piersol, John Wiley & Sons, 1986 page 137

For a moment I thought the above was right. But look closely. The quantity given here is dimensionless. I think that was intended. Michael Hardy 22:27, 9 March 2006 (UTC)[reply]