Partial coherence in multivariate random processes |
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Authors: | CJ Dodds JD Robson |
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Institution: | Department of Mechanical Engineering, The University, Glasgow G12 8QQ, Scotland, USA |
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Abstract: | The ideas of residual spectral density and partial coherence are developed in general terms by using the known spectral response relationships for multivariate random processes, and avoiding specific reference to least-squares prediction. An alternative approach is presented in which an analogous block diagram facilitates the analysis of higher-order partial coherence functions, and brings fresh insight to the problem. |
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