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cohere

(/tools/hpmatlab/toolbox/signal/cohere.m)

Function Synopsis

[Cxy, f] = cohere(P1, P2, P3, P4, P5, P6, P7)

Help text

 COHERE  Coherence function estimate
	Cxy = COHERE(X,Y,NFFT,Fs,WINDOW) estimates the coherence of X and Y
	using Welch's averaged periodogram method.  Coherence is a function
	of frequency with values between 0 and 1 that indicate how well the
	input X corresponds to the output Y at each frequency.  X and Y are 
	divided into overlapping sections, each of which is detrended, then 
	windowed by the WINDOW parameter, then zero-padded to length NFFT.  
	The magnitude squared of the length NFFT DFTs of the sections of X and 
	the sections of Y are averaged to form Pxx and Pyy, the Power Spectral
	Densities of X and Y respectively. The products of the length NFFT DFTs
	of the sections of X and Y are averaged to form Pxy, the Cross Spectral
	Density of X and Y. The coherence Cxy is given by
	    Cxy = (abs(Pxy).^2)./(Pxx.*Pyy)
	Cxy has length NFFT/2+1 for NFFT even, (NFFT+1)/2 for NFFT odd, or NFFT
	if X or Y is complex. If you specify a scalar for WINDOW, a Hanning 
	window of that length is used.  Fs is the sampling frequency which does
	not effect the cross spectrum estimate but is used for scaling of plots.

	[Cxy,F] = COHERE(X,Y,NFFT,Fs,WINDOW,NOVERLAP) returns a vector of freq-
	uencies the same size as Cxy at which the coherence is computed, and 
	overlaps the sections of X and Y by NOVERLAP samples.

	COHERE(X,Y,...,DFLAG), where DFLAG can be 'linear', 'mean' or 'none', 
	specifies a detrending mode for the prewindowed sections of X and Y.
	DFLAG can take the place of any parameter in the parameter list
	(besides X and Y) as long as it is last, e.g. COHERE(X,Y,'none');
	
	COHERE with no output arguments plots the coherence in the current 
	figure window.

	The default values for the parameters are NFFT = 256 (or LENGTH(X),
	whichever is smaller), NOVERLAP = 0, WINDOW = HANNING(NFFT), Fs = 2, 
	P = .95, and DFLAG = 'linear'.  You can obtain a default parameter by 
	leaving it off or inserting an empty matrix [], e.g. 
	COHERE(X,Y,[],10000).

	See also PSD, CSD, TFE
	ETFE, SPA, and ARX in the Identification Toolbox.

Cross-Reference Information

This function calls
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