On Mar 25, 9:11�am, "josef" <chuymv@n_o_s_p_a_m.gmail.com> wrote:
> I'm need your help
> I'm trying to use the coherence function using AR method. But the values
> obtained are greater than 1. I use the following equation:
>
> Cxy=abs(Pxy)^2/Pxx*Pyy
>
> where Pxx and Pyy are the obtained with the method AR. �Pxy is obtained as
> follows: �first, I use the cross correlation between the two signals. The
> result is evaluated with AR technique to obtain the Pxy
>
> I don't know if correct this. Someone can help me please
>
> Thank you for your attention
AR techniques - you mean solving the Yule-Walker equations I expect?
(having found the correlation coefficients first).
Yes should work but would be slow compared with FFT method (but more
smooth). How much greater than 1?
Hardy
Reply by josef●March 24, 20102010-03-24
I'm need your help
I'm trying to use the coherence function using AR method. But the values
obtained are greater than 1. I use the following equation:
Cxy=abs(Pxy)^2/Pxx*Pyy
where Pxx and Pyy are the obtained with the method AR. Pxy is obtained as
follows: first, I use the cross correlation between the two signals. The
result is evaluated with AR technique to obtain the Pxy
I don't know if correct this. Someone can help me please
Thank you for your attention