Ieee Transactions on Signal Processing

| This paper introduces the generalized coherence (GC) estimate and examines its application as a statistic for detecting the presence of a common but unknown signal on several noisy channels. The GC estimate is developed as a natural generalization of the magnitude-squared coherence (MSC) estimate { a widely used statistic for non-parametric detection of a common signal on two noisy channels. The geometrical nature of the GC estimate is exploited to derive its distribution under the H 0 hypothesis that the data channels contain independent white gaussian noise sequences. Detection thresholds corresponding to a range of false alarm probabilities are calculated from this distribution. The relationship of the H 0 distribution of the GC estimate to that of the determinant a complex Wishart-distributed matrix is noted. The detection performance of the three-channel GC estimate is evaluated by simulation using a white gaussian signal sequence in white gaussian noise. Its performance is compared to that of the Multiple Coherence (MC) estimate , another nonparametric multiple-channel detection statistic. The GC approach is found to provide better detection performance than the MC approach in terms of the minimum signal-to-noise ratio on all data channels necessary to achieve desired combinations of detection and false alarm probabilities.