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Systems, Filters & ModelingWhat is the Relationship between FRF and Coherence?

What is the Relationship between FRF and Coherence?

The Frequency Response Function (FRF) describes how a system responds to an input at each frequency, while coherence quantifies how reliable that measured relationship is.

In short, FRF tells you “what the system does,” and coherence tells you “how much you can trust it.”

What is the Relationship between FRF and Coherence?

FRF (Frequency Response Function) 

The FRF is defined as

FRF (Frequency Response Function)

  • X(f)  input spectrum
  • Y(f)  output spectrum


It measures and reveals

  • how a system transforms an input into an output as a function of frequency
  • resonance frequency, damping, stiffness / mass effects 


Magnitude-squared Coherence Function 

Magnitude-squared coherence is defined as

Coherence Function

where,

  • Gxx  Power Spectral Density (one-sided)
  • Gxy  Cross Power Spectral Density (one-sided)


It measures and indicates

  • how much of the output is linearly related to the input at each frequency
  • indicates the quality and reliability of FRF measurements


Relationship Between FRF and Coherence 

Magnitude-squared coherence Indicates FRF Reliability

  • γxy2(f) ≈ 1 → FRF is reliable
  • γxy2(f) ≪ 1 → FRF is unreliable
  • High magnitude-squared coherence means the FRF accurately represents the system


Effect of Noise 

  • Output noise: contaminate Y(f), reduce magnitude-squared coherence
  • Input Noise: contaminate X(f), biases FRF estimation
  • Noise lowers magnitude-squared coherence value and degrades FRF accuarcy


Nonlinear Effects

  • FRF assumes a linear system
  • Nonlinearity introduces additional frequencies
  • Magnitude-squared coherence decreases
  • FRF no longer fully describes the system

Insufficient Averaging

  • Random variations remain
  • Cross-spectrum estimate unstable
  • Lower magnitude-squared coherence value
  • Noisy FRF


x(t) and y(t) for the analysis of FRF and coherehece

x(t) and y(t) signals for the analysis of FRF and coherence


FRF, Pahse Spectrum, CoherenceRelationship between coherence and FRF

Relationship between magnitude-squared coherence and FRF


Physical meaning at 100Hz

Around 100 Hz, the FRF exhibits a resonance peak accompanied by a rapid phase transition. This indicates the system’s natural resonance frequency, where energy is efficiently transferred and the vibration response becomes highly amplified. 

The slight drop in coherence near 100 Hz suggests increased sensitivity to noise or nonlinear effects around the resonance region.


Key Takeaways

High magnitude-squared coherence ( ≈ 1 ) → FRF is trustworthy

  • strong linear relationship
  • low noise
  • sufficient averaging


Low magnitude-squared coherence → FRF should be treated with caution 

  • noise present
  • nonlinear behavior
  • poor measurement conditions


Key Insight

The FRF describes the system behavior, while coherence indicates how accurately that behavior has been measured.  Always interpret FRF together with coherence to ensure meaningful and trustworthy results.


Conclusion 

The FRF and coherence are fundamentally linked in frequency-domain analysis.

  • FRF provides the system response
  • Magnitude-squared coherence evaluates its reliability


Suggested Further Reading

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