Multiple Coherence Function

Multiple Coherence Function Based on Multiple input theory

Description

For a system having multiple inputs x and outputs y, the partial coherence is the coherence computed between any individual input and the output when the effect of all other inputs is removed from the output by a linear least squares prediction. This coherence obeys the usual inequality, and will reveal the existence of a linear relationship between a particular residual input and the output even when the relationship is not apparent from the ordinary coherence function

• Required Products: Signal Processing Toolbox
• MATLAB release: MATLAB 7.1.0 (R14SP3)
• Other requirements: tested on Windows.

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Is this script correct?

[n.a. n.a.]

I could not get a sensible result with this script. I get coherence values greater than 1 or less than 0.

[Le Fristoker]

I found the little mistake :) that explained the coherence bigger than 1! Here is how you can solve the problem (cost me weeks but at leat I understand what I am doing now):

just after line "GYX{ii,1}=Cyx;" please ADD another line "GXY{ii,1}=conj(Cyx);"

then, CHANGE this line "GY = [GYY ;GYX]" to this one: "GY = [GYY ;GXY]"

please refer to this to understand why: section 5.4.4 (about multiple coherence and the matrix formulation, see the definition of matrix Syxx) [Random Data: Analysis and measurements procedures, Bendat and Piersol]