I am curently working with frequency response functions on the basis of 1 input data sample and 1 output data sample. As I would like to plot the coherence function, I need to compute the cross-spectral densities. Since I am new to this field, I would like to ask some of you experts whether it is correct to compute a power cross-spectral density (pcsd) as
pcsd_xy = psd_xx.*conj(psd_yy)
where psd = power spectral density. Is this correct? I know that MATLAB has commands which can solve this for me, but I would really like to programme it myself.
Thanks in advance.
Kind regards, Martin Ulriksen.