Description: —The minimum variance distortionless response
(MVDR) approach is very popular in array processing. It is also
employed in spectral estimation where the Fourier matrix is used
in the optimization process. First, we give a general form of the
MVDR where any unitary matrix can be used to estimate the
spectrum. Second and most importantly, we show how the MVDR
method can be used to estimate the magnitude squared coherence
function, which is very useful in so many applications but so few
methods exist to estimate it. Simulations show that our algorithm
givesmuchmore reliable results than the one based on the popular
Welch’s method.
File list (Check if you may need any files):
coherence_MVDR.m
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