Bicoherence: Difference between revisions

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(Created page with 'The following applies to the analysis of data or signals :<math>X_i(t)\,</math> The standard cross spectrum is the Fourier transform of the correlation :<math>C_1(t_1) = \left…')
 
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:<math>b^2(\omega_1,\omega_2) = \frac{\left \langle |B(\omega_1,\omega_2)|^2 \right \rangle}
:<math>b^2(\omega_1,\omega_2) = \frac{\left \langle |B(\omega_1,\omega_2)|^2 \right \rangle}
{\left \langle |X_1(\omega)|^2\right \rangle\left \langle |X_2(\omega_1) \hat X_2(\omega_2)|^2\right \rangle}</math>
{\left \langle |\hat X_1(\omega)|^2\right \rangle\left \langle | \hat X_2(\omega_1) \hat X_2(\omega_2)|^2\right \rangle}</math>


The normalization is such that 0 &le; ''b<sup>2</sup>'' &le; 1.
The normalization is such that 0 &le; ''b<sup>2</sup>'' &le; 1.
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:<math>\frac{1}{N_{tot}} \sum_{\omega_1,\omega_2}{b^2(\omega_1,\omega_2)} </math>
:<math>\frac{1}{N_{tot}} \sum_{\omega_1,\omega_2}{b^2(\omega_1,\omega_2)} </math>


where ''N<sub>tot</sub>'' is the number of terms in the sum.  
where ''N<sub>tot</sub>'' is the number of terms in the sum.


== Interpretation ==
== Interpretation ==

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