A Comment on “Transient Detection With Cross Wavelet Transforms and Wavelet Coherence”
Saralees Nadarajah · IEEE Transactions on Signal Processing · 2008
An explicit expression is derived for the probability density function (pdf) of the square magnitude of the normalized cross wavelet spectrum for the self-normalized Morlet cross wavelet spectrum (NCM) detector considered for Plett. The expression involves the well-known Gauss hypergeometric function.