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On the coherence function for stochastic systems

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Abstract

A practical implementation of the coherence function for evaluating the linear degree of a stochastic system is developed. It is applied to several well known linear and nonlinear systems.

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Authors and Affiliations

  1. Departamento de Estadística e Investigación Operativa, Universidad de Jaén, 23071, Jaén, Spain

    Nuria Ruiz-Fuentes & Juan Carlos Ruiz-Molina

  2. Departamento de Estadística e Investigación Operativa, Universidad de Granada, 18071, Granada, Spain

    Mariano J. Valderrama

Authors
  1. Nuria Ruiz-Fuentes
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  2. Juan Carlos Ruiz-Molina
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  3. Mariano J. Valderrama
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Additional information

This paper has been partially supported by projects BFM2000-1466 and BFM2000-1103 from Plan Nacional de Investigación Científica, Desarrollo e Innovación Tecnológico. Ministerio de Ciencia y Tecnología. Spain. The authors are grateful to the Associated Editor and two anonymous referees whose comments and suggestions were helpful in improving the final version of this paper.

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Ruiz-Fuentes, N., Ruiz-Molina, J.C. & Valderrama, M.J. On the coherence function for stochastic systems. Top 9, 281–291 (2001). https://doi.org/10.1007/BF02579087

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  • DOI: https://doi.org/10.1007/BF02579087

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