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Minimum in Coherence function and PSDs.

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amirand2003

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Minimum in Coherence

Hi,

I have a question about the relation between minimum in coherence function and PSDs.

Suppose we have two random signals 1 and 2. We have calculated S11, S22 and S12 which are the one-sided PSDs. We have also calculated the coherence function (G) as :

G=|S12|²/(S11*S22)

I have plotted the S11, S22 and G in one diagram. I can see that minimum in G is somehow related to the minimum in S11 or S22, but I can not prove it.

Can anyone help?
 

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