Coherence function

Estimation of the coherence with the MVDR method.

This program is a new way to estimate the coherence function. It's based on the MVDR and is much more reliable than the classical Welch's method implemented in MATLAB.

There are 2 programs: the main program called coherence_MVDR.m and and an example, called illustrate.m, that calls the main function to show how it works. There also included 2 papers that we published on this algorithm.