Complex Coherence Constraint for the Definition of the Spectral Density Matrix

Abstract

The cross spectral density (CSD) for a multiple-input/multiple-output (MIMO) random vibration is typically defined by the complex coherence consisting of the modulus and the phase. The purpose of this paper is to present a constraint for the complex coherence to allow the CSD to be defined more easily. The study of the complex coherence constraint is based on Cholesky decomposition of the spectral density matrix (SDM). The complex coherence must be bounded in the interior or on the boundary of a constraint circle to ensure a physically realizable random vibration. This paper proposes a new approach to define the complex coherences of the SDM by using recursive formulas based on the constraint circle.