Estimation of coherence and time delay with ARMA models

Magnitude squared coherence (MSC) and time delay are two important quantities needed for passive detection and localization of a radiating source using several sensors. This paper presents a novel approach to estimating the MSC and time delay from the outputs of two sensors. It first models the MSC as the product of the transfer functions of two autoregressive moving-average (ARMA) filters. The ARMA coefficients are then determined by a least squares, matrix pseudoinverse solution to the estimation equation. Time delay estimation follows as a byproduct, since both phase and MSC estimates are now available. Simulation results obtained from this modeling approach are compared against those estimated from the traditional periodograms. In the majority of cases studied, the ARMA approach appears to be superior, giving smaller bias and variances in both MSC and time delay estimations.