A new Frequency Domain Measure of Causality based on Partial Spectral Decomposition of Autoregressive Processes and its Application to Cardiovascular Interactions

We present a new method to quantify in the frequency domain the strength of directed interactions between linear stochastic processes. This issue is traditionally addressed by the directed coherence (DC), a popular causality measure derived from the spectral representation of vector autoregressive (AR) processes. Here, to overcome intrinsic limitations of the DC when it needs to be objectively quantified within specific frequency bands, we...