—The minimum variance distortionless response

(MVDR) approach is very popular in array processing. It is also

employed in spectral estimation where the Fourier matrix is used

in the optimization process. First, we give a general form of the

MVDR where any unitary matrix can be used to estimate the

spectrum. Second and most importantly, we show how the MVDR

method can be used to estimate the magnitude squared coherence

function, which is very useful in so many applications but so few

methods exist to estimate it. Simulations show that our algorithm

givesmuchmore reliable results than the one based on the popular

Welch’s method.