| Term: | Coherence |
| Definition: |
The coherence, Cxy, between two signals x(t)and y(t) is a real-valued function. The square of the coherence is definedby using: Cxy^2 = |Gxy(f)|^2 / Gxx(f)Gyy(f) where Gxy(f) is equal to thecross-spectral density between two time series denoted as x and y,respectively, and Gxx(f) and Gyy(f) are equal to the auto-spectral densitiesof the same two time series. Values of Cxy 2 always lie in the range betweenzero and one, 0 = Cxy 2 = 1, in accordance with the Cauchy-Schwarzinequality. |