Frequency-Space Auto-Spectrum and Cross-Spectrum

The frequency-space (fs) auto-spectrum is defined as

Figure 1. EQUATION_DISPLAY
G(x;ω)=g*(x;ω)g(x;ω)
(499)

where g* is the complex conjugate of g.

The frequency-space (fs) cross-spectrum is

Figure 2. EQUATION_DISPLAY
G(x1,x2;ω)=g*(x1;ω)g(x2;ω)x1S,x2S
(500)

Defining the “finite Fourier transform” for the kth sample time block of length T:

Figure 3. EQUATION_DISPLAY
g(x;f,T)=01h(x,t)eiωtt
(501)

The one-sided cross-spectral density between random processes at any two points in space x1,x2 is defined as

Figure 4. EQUATION_DISPLAY
G(x1,x2;f)=limT2TEgk*(x1;f,T)gk(x2;f,T)
(502)

The corresponding one-sided auto-spectral density of the random signal at a single point is:

Figure 5. EQUATION_DISPLAY
G(x,x;f)=limT2TEgk*(x;f,T)gk(x;f,T)=limT2TE|gk(x;f,T)|2
(503)

where E represents the expectation operator averaging over all indices k. The expectation is important to obtain the coherence between the two random processes, which are defined below.

Since the cross spectral density is in general complex, it is convenient to convert to magnitude and phase. Magnitude is defined as:

Figure 6. EQUATION_DISPLAY
|G(x1,x2;f)|=[ReG(x1,x2;f)]2+[ImG(x1,x2;f)]2
(504)

and phase is defined as:

Figure 7. EQUATION_DISPLAY
θ(x1,x2;f)=atan(ImG(x1,x2;f)]ReG(x1,x2;f)])
(505)

The coherence is the measure of how much of the random signal at position x exhibits that time-averaged phase correlation with the random signal at position x. Coherence is defined as

Figure 8. EQUATION_DISPLAY
γ2(x1,x2;f)=|G(x1,x2;f)|2G(x1,x1;f)G(x2,x2;f)
(506)