Autocorrelation is the cross-correlation of a signal with itself.

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Determining the uncertainty of an autocorrelation

My problem should probably be built up from the beginning, so lets start there. I performed a certain experiment 25 times. Every time, the experiment consists of 5000 measurements, and each ...
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22 views

autocorrelation matrix for Linear predictive coefficients

I have wrote a matlab code for autocorrelation matrix ...
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17 views

Autocorrelation function of a discrete signal

For a certain experiment of which I have data, I want to calculate the autocorrelation of the measurements. For this I used the expression from http://en.wikipedia.org/wiki/Autocorrelation#Estimation, ...
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9 views

ACF and PACF Confidence Levels for ARMA

I'm trying to figure out where exactly to draw the confidence levels for the autocorrleation function (ACF) and the partial autocorrelation function (PACF) for an ARMA model. For PACF I found that a ...
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162 views

Algorithms for finding fundamental frequency based on ACF result

I am developing a software for fundamental frequency tracking. For this purpose, I have designed a function which calculates autocorrelation over the signal and a second function which, based on ...
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1answer
51 views

Autocorrelation of noise - negative correlation

I am investigating autocorrelation of electrical noise as part of an undergraduate experiment (as detailed in http://physlab.lums.edu.pk/images/a/ab/Correlation.pdf). I sampled noise voltages using an ...
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22 views

DPD auto and crosscorrelation [closed]

I am trying to learn signal processing and digital pre-distortion. http://www.altera.com/end-markets/wireless/advanced-dsp/predistortion/wir-digital-predistortion.html I am currently trying to auto ...
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19 views

peak-to-peak test between two signal

Suppose that we have different signals (Pulses). I would like to study which signal has deterministic peak-to-peak distant (lag). For example A=[1 0 0 1 0 0 0 1 0 0 1] and B=[1 0 0 1 0 0 1 0 0 1] and ...
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74 views

Matching two audio inputs (signals) [duplicate]

this is for an application in which passwords are stored in the form of audio inputs . In order to provide user access , the password(in audio form) will be matched with already stored password(audio ...
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36 views

Using Spectral Density To Compute The Autocorrelation Function

I have a spectral density function $S_{xx}$ and I want to compute the discrete autocorrelation function $r_{xx}[n]$ from it but I can seem to figure out how.I have $$ S_{xx} = 3e^{-2jw} + ...
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107 views

Applications of Correlation in Signal Processing

There have been discussions on the differences between convolution and correlation, autocorrelation, cross-correlation, et al. In spite of looking at the visualizations, and understanding the ...
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1answer
88 views

How to derive a rate (e.g. water dripping) from an audio file

I want to learn how to go about analyzing some audio files I have acquired. Let's say the files contain some sort of repeating sound (e.g., water dripping), and I want to derive the pattern of the ...
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112 views

Spectral Correlation Function estimation using FAM method — implementation help

I am trying to estimate the Spectral Correlation Function by the FFT Accumulation Method (FAM) in Matlab. The way I understand the FAM method is as this link (see page 6 & 7 for FAM tutorial). ...
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173 views

Choosing Codes or sequences with excellent Auto-Correlation properties

The Auto-Correlation function of Walsh-Hadamard codewords does not have a good characteristics. It can have more than one peak and thus, the Walsh-Hadamard codes do not have the best spreading ...
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80 views

How do we know that CTFT of the autocorrelation function is the PSD?

I know that the Fourier Transform of the autocorrelation function is the Power Spectral Density. But how can we arrive at such a result intuitively? Is it just a theorem?
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226 views

If an autocorrelation function of a process is a rectangular function, then is the process deterministic?

I would like to clarify one doubt regarding autocorrelation function $R_x (\tau)$ of a process $X(t)$. Suppose $R_x (\tau) = \Pi (\tau)$, where $\Pi (\tau)$ is the rectangular function. Then is the ...
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88 views

Remove the extra peaks by lag

Suppose that we have some peaks of a signal and we know the time lag between dominant peaks. How is it possible to remove the extra peaks by applying time lag ? Lets say it in MATLAB ...
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36 views

Train Pulse Recognition in Medium Voltage Networks

I just started a project in the Smart Grids area. It involves the recognition and quick extinction of earth faults in a medium voltage system. The system works automatically and pretty much gets rid ...
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1answer
43 views

What is the set of most predictable or in other words most self-correlated signals?

Which signals or set of signals is the most predictable or in other words most self-correlated (autocorrelation)? I think one of them is $x(t)=c$, for all $t$, where $c$ is a scalar constant. The ...
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61 views

Random signal modeling with Matlab

I want to build a detector of sorts. Say I have a bunch of signals and they all share some patterns, like some peaks in frequency or something more complicated that I can't bother to calculate by ...
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115 views

How are the time scales of an exponential decaying autocorrelation related to the duration of peaks?

I'm reading a biology article (full text here) that analyzed the variation of a cell parameter over time at different stimulus intensities (calcium concentration). The frequency of peaks increases at ...
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1answer
104 views

Autocorrelation of a stochastic process which is a sum

Let's say that a stochastic process is defined as $$X(t) = \sum_{n = -\infty}^{+\infty} X_n * f(t- nT)$$ where $X_n$ is the $n$-th symbol among independent random symbols. I have proved that ...
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83 views

What is the best pitch (frequency detector) for a Voice Activity Detection Algorithim?

I am programming a Voice Activity Detection algorithm. After researching several methods, I implemented a simple method that determines whether or not the person is speaking based off the RMS of the ...
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1answer
262 views

Autocorrelation - Stochastic vs deterministic processes

On one hand, there is the statistical definition: $R_x(\tau) = \frac{\operatorname{E}[(X_t - \mu)(X_{t+\tau} - \mu)]}{\sigma^2}$ and on the other hand, there is this other definition (e.g. see ...
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138 views

Speech discrimination from animal sound

i am looking for discrimination of speech from animal sound if you take a 150ms frame of speech and bird as shown below, what feature can i extract from them so that i can effectively state the ...
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1answer
379 views

AutoCorrelation using FFT of power spectrum

I have a chunk of data (samples) that need to do autocorrelation using FFT method. All data are real and lies between -1 and +1. What I have done follows: Zero pad the window with the length equals ...
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173 views

Fourier transform of Autocorrelation function, what am I missing here? (Power spectrum)

Given this problem I know that the autcorrelation and power spectrum are fourier pairs, so when taking taking fourier transform of Rxx, one should end up with Sxx However, when I take the ...
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1answer
130 views

How to choose a phase for the deconvolution of an autocorrelation?

Say I have a function, $C=C\left(x\right)$, whose fourier transform is denoted by $c=c\left(k\right)$, i.e. $C\left(x\right)=\sum_{k=-\infty}^{\infty}c\left(k\right)\chi\left(x\right)$, where ...
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85 views

Simplification of a convolution-like expression

I am trying to further reduce the following expression (if there's a nicer way to write it): $\sum_{k=-\infty}^{+\infty}\sum_{p=-\infty}^{+\infty} \sum_{l=-\infty}^{+\infty} w(k) ...
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93 views

What happens to signal, if we offset periodic auto-correlation?

suppose $x_n$ is an $N$-point sequence with periodic auto-correlation $$ c_n=\sum_m x_m x_{(n+m) mod N} $$ How to find $N$-point sequence $y_n$ with periodic auto-correlation $d_n = c_n - A$, where ...
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56 views

Evaluating auto correlation strength (Gamma)

I'm working on Cognitive Radio in TV Band Spectrum. I need to sense the presence of signal in a particular spectrum. I have to sample the incoming signal (say 1000 samples) and I have to find the ...
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1answer
36 views

What data should be collected to determine the autocorrelation sequence?

For a current project I need to implement an algorithm that needs the autocorrelation sequence of the channel, as part of a key step. We're measuring the frequency utilisation in our local area - ...
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60 views

Measure of harmonicity in a time-series

I'm analyzing speech signal for identifying voiced and unvoiced regions. Voiced regions are supposed to have a "pitch", which can be estimated using auto-correlation function (ACF). Basically, one ...
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46 views

Iterative Auto and Cross Correleation Estimates

I'm looking for literature or other information that covers iteratively estimating the auto- and cross-correlation vectors and the auto-correlation matrix. Initially, I can assume the signal is ...
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365 views

Cross-correlation peak

How get cross-correlation peak and based on it calculate correlation score for similarity of two audio samples. SO far I've FFT two samples complex conjugate second multiply results IFFT ...
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1answer
217 views

Evaluating the autocorrelation function of a telegraph signal to get exponential decay?

I've been driving myself absolutely crazy trying to do autocorrelation analysis on some data that I've got. I've read from multiple sources that the ACF of a random telegraph signal / random ...
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47 views

Finding a region where a function is periodic

I am looking for a method to find the region where a function is periodic. So, for example, I have a function that is periodic in some places and not in others, I would want to know the range of x ...
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77 views

Transfering the concept of time delay to image processing

I've just come across a paper that interrelates the covariance matrix of time discrete signals to their autocorrelation function (or a time-delay, respectively), i.e. $$\mathbf{C} = ...
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1answer
151 views

Find the time lag for a wave

suppose that we have a wave which has some peaks in some indexes like 2,12,25,... and otherwise zero. I want to extract the time lag or lags between peaks of a signal. could anyone help me ?
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492 views

How to get fundamental frequency of a signal using autocorrelation?

I am trying to get the fundamental frequency of a signal that only has a single pitch. I coded out the autocorrelation function using FFT and already got the autocorrelation result. Unfortunately, I ...
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62 views

Proving a cyclostationary processes signal

Suppose a random signal $x(t)=\sum\limits_{n=-\infty}^\infty Z_n \delta(t-n\tau)$, where $ z_n = Z$ and $Z$ is a random variable with equal probability to be $+-1$, is passing through a low pass ...
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147 views

Autocorrelation Jitter

I'm doing autocorrelation (via fft) on pure, synthetic generated sinusoids and getting unexpected jitter in the results. The jitter depend on where in the sine the signal buffer is started. I get ...
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1answer
72 views

Assumptions for Hurst exponent calculation

Are there any general assumptions for the calculation of the Hurst exponent? Does the signal need to be stationary, for example? Does it depend on the method? What about the length of the time ...
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3answers
657 views

Why does the autocorrelation get its peak at zero?

I know that zero shifting in the autocorrelation function is equal to its energy, yet, I would like to understand why the peak is at zero.
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262 views

How identify echo patterns in audio samples

How do I estimate if in recorded sound samples is present an echo caused from walls reflection ? (maybe there are multiples echoes: delayed, attenuated versions of the signal itself). I'm recording ...
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1answer
358 views

Generating good synchronization sequences

As part of my work I am putting together a simple bursty BPSK communication system. I want to make the demodulation easy, so I am going to put a synchronization sequence at the beginning of each ...
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1answer
108 views

When might looking at rising edges perform better than cross-correlation?

A simple question as the title indicates: Let us assume that we have two signals, measured from two different sensors that are close together. (For this application, the sensors are measuring ...
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1answer
375 views

Effect of Windowing Function on Autocorrelation Function

I need to compute FFT components and autocorrelation of a discrete signal. When I do not use any window function before taking FFT of the signal I get a reasonable AC function from FFT that includes ...
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350 views

Autocorrelation of power spectrum

Anyone have an idea of how I can implement autocorrelation of power spectrum of one image? I tried using: autocorrel = ifft( | fft(power spectrum) | ^ 2 ); but ...
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What is the difference between convolution and cross-correlation?

I've found on multiple sites that convolution and cross-correlation are similar (including the tag wiki for convolution), but I didn't find anywhere how they differ. What is the difference between ...