Rl. Kirlin et al., MAXIMUM-LIKELIHOOD REAL PART OF COHERENCE BETWEEN 2 NOISY SENSOR OUTPUTS WITH ZERO-DELAY SIGNAL INPUTS, IEEE transactions on signal processing, 42(7), 1994, pp. 1852-1855
We seek, in particular at low signal-to-noise ratio, the coherence bet
ween the outputs of two sensors that receive a signal with zero time-o
f-arrival difference but whose outputs include additive independent no
ises. This situation arises when the spectrum of a source is being inv
estigated in a laboratory situation. The coherence measure may be used
as a detection statistic for power at any FFT or DFT frequency; it ma
y also be used indirectly as a signal power estimator since it is a fu
nction of SNR, and noise power is known. Because of the zero delay dif
ference, ideal complex coherence has a zero imaginary part, and direct
estimation of the real part seems appropriate. The maximum likelihood
estimator for this and the corresponding Cramer-Rao Bound are derived
. Extensive simulations verify the derivations. The small-difference a
pproximation to the maximum likelihood solution gives a significant im
provement in efficiency. Both the maximum likelihood solution and its
small-coherence approximation give computational advantages over the c
onventional coherence estimator.