A necessary and sufficient non-negative definiteness condition for the cross-spectral density (CSD) is provided. It is also shown that any genuine CSD can be expanded in terms of the so-called pseudo-modes of the source, understood as coherent contributions, not orthogonal to one another, that, superposed in an uncorrelated way, give rise to the CSD. Their evaluation is analyzed by means of an illustrative example.
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Martı́nez-Herrero et al. (2009) studied this question.
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