Robust coherence analysis in the frequency domain

  • Ta-Hsin Li
  • Published 2010 in 2010 18th European Signal Processing Conference

Abstract

In this paper, a new cross periodogram, called Laplace cross periodogram, is introduced for robust coherence analysis of multiple time series in the frequency domain. It is derived by replacing the ordinary Fourier transform that defines the ordinary cross periodogram with what we call the Laplace-Fourier transform obtained from trigonometric least-absolute… (More)

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