Generalized Spectral Coherences for Complex-Valued Harmonizable Processes

Abstract

Complex-valued nonstationary random processes have nonvanishing complementary second-order moment functions. In this paper, we propose generalized dual-frequency and time-frequency coherence functions for harmonizable processes. The proposed generalized spectral coherences are based on widely linear estimators, and they result in coherence measures that combine Hermitian and complementary moment functions. We show that for analytic processes, and more surprisingly also for real-valued processes, additional second-order information becomes available through the generalized coherences. We offer illuminating geometrical interpretations of the proposed coherences through Hilbert space inner product formulations. Finally, we extend the theory to generalized cross-coherences between pairs of harmonizable processes