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Collapse of the Cross-spectral Function



Craig W. Nelson, Archita Hati, David A. Howe


Cross-spectral analysis is a mathematical tool for extracting the power spectral density of a correlated signal from two time series in the presence of uncorrelated interfering signals. We demonstrate and explain a set of amplitude and phase conditions where the detection of the desired signal using cross-spectral analysis fails partially or entirely in the presence of a second uncorrelated signal. Not understanding when and how this effect occurs can lead to dramatic under-reporting of the desired signal.
Proceedings Title
Proceedings of 2014 IEEE International Frequency Control Symposium
Conference Dates
May 19-22, 2014
Conference Location
Conference Title
2014 IEEE International Frequency Control Symposium


anti-correlation, collapse, cross-spectrum, phase inversion, power spectral density


Nelson, C. , Hati, A. and Howe, D. (2014), Collapse of the Cross-spectral Function, Proceedings of 2014 IEEE International Frequency Control Symposium, Taipei, -1 (Accessed March 4, 2024)
Created May 22, 2014, Updated February 19, 2017