Correlation or Cross-Correlation is a measure of similarity of two waveforms as a function of a time-lag applied to one of them.

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Practical advices for applying phase correlation in image registration task

I'm using OpenCV to detect shift between 2 images, here is sample code (based on cv::phaseCorrelate function): ...
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13 views

Windowing the sequence to compute Correlation

I want to compute the Correlation Functions of the input and output time-domain sequence, ...
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1answer
41 views

How to find the time instant where my sent signal and received signal can synchronize?

I am having two .wav files, one is modulated wave that is made into a .wav file and another is a recieved .wav file which is recorded from microphone while playing first modulated .wav file. So now ...
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19 views

Can correlation be used for face recognition?

I read about the use of correlation 1D signals and how can it be used to find if a signal occurs in another signal. Can this principle, used for radar systems, be extended to facial recognition ? ...
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34 views

Synchronization of two audio tracks via Mel-frequency cepstral coefficients (MFCCs)

I am trying to solve the (common) problem of synchronizing (i.e. measuring the delay between) two audio tracks recorded from different sources during a conference talk (about 1h of audio). One track ...
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30 views

correlation vs. coherence of cortical signals

Does anyone have a simple explanation of the difference between the correlation and coherence of cortical signals? From what I understand, they are both a measure of the similarity between two signals ...
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3answers
41 views

Phase shifting a noisy signal

I have a signal of the form $s(t)=A(t) \sum \cos(\omega_i(t)t +\phi_0) + n(t)$, where $n$ is gaussian noise. I can only read the signal+noise and thus can not separate them. I want to phase shift ...
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2answers
123 views

Signal correlation vs Pearson correlation between signals

I have some data which are the sets of values uniformly distributed along some measure (simple example - along the time intervals). I tested both the coefficients and found the difference, some times ...
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38 views

Pearson correlation of neural responses with it's linear estimation

I am trying to understand the following fact from this article (page 13): How can single neurons predict behaviour Suppose I have a linear estimation of a stimulus: $ \hat{s} = \mathbf{w}^T(\mathbf{r}...
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1answer
48 views

How to implement Cross Spectral Density [duplicate]

I am writing a program to compute the cross spectral density of an image, and a template image, which is the image I am trying to find in other image. Reading wiki1,wiki2,wiki3 from wikipedia, and ...
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2answers
87 views

Why is autocorrelation used without normalization in signal processing field?

According to the wikipedia(Link), autocorrelation has two definition. In statistics, the definition of the autocorrelation between times $s$ and $t$ is like the following: $$\displaystyle R(s,t) = \...
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28 views

Eigenvalues of correlation matrix which have the form of an harmonic function [duplicate]

As a continuation to this question, I took the matrix $C_{2 \times 2}$ which is: $$C=\left[ \begin{array}{} a& ace^{-\frac{|\phi_1-\phi_2|}{2}}\\ ace^{-\frac{|\phi_1-\phi_2|}{2}} &...
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43 views

How do I calculate the eigenvalues of a covariance matrix which contains harmonic functions

I have read that $ce^{-\frac{\phi_i-\phi_j}{\rho}}$ is a harmonic function of the form $e^{-in\phi_i}$, and therefore it's eigenvalues are one of the Fourier components of $(|\phi_i-\phi_j|)$. My ...
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How does correlation work in an image?

The discrete function for correlation over 2 dimensions is $$ C(x,y) = \sum\limits_{p=1}^{x_{res}} \sum\limits_{q=1}^{y_{res}} f(p,q)h(p+x, q+y)$$ where x,y is a coordinate in the image, f is the ...
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1answer
36 views

explanation of correlation of stationary stochastic processes

I have some doubts about correlation in stationary stochastic processes. I know that the expectation of a random variable is $$E(x)=\int_{-\infty}^{+\infty} a f_x(...
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1answer
52 views

Correlation using fft and xcorr and plot both answers (Matlab) [closed]

I am trying to calculate autocorrelation using fft and xcorr and plot the grafhic with both cases. ...
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206 views

Triple correlation in MATLAB

How can I calculate a triple correlation between 3 signals A,B,C (each has 2 million samples)? I know xcorr do it for 2 signals by FFT each signal, multiplication and iFFT back. Since xcorr cannot do ...
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1answer
84 views

Echo cancelling using autocorrelation function

I was given a problem, but I couldn't solve. I did some researches but I still didn't figure it out. Here is the problem: An audio signal $ s(t) $ is generated by a speaker reflects in a wall with ...
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2answers
152 views

How to measure the time dependent correlation of two signals

I have two signals (time series) shown in the plot below. Just by looking at the figure, we can see that the two main peaks of both signals are very closely aligned (correlated), however the red ...
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1answer
601 views

Auto Correlation vs Cross Correlation vs Convolution and their applications

I know from wikipedia that auto correlation in done on the same signal while cross correlation is done on different signals.But what does this actually imply in terms of application.I can always apply ...
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1answer
98 views

Finding Correlation response in fourier domain

Lets say I have a system that is trying to find a small image (assume all images are grayscale) within in an image by using correlation. So this system has the baseline image, and I input 5 different ...
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2answers
80 views

PSD and $\lim_{T\rightarrow \infty} \frac 1 {2T} \int_{-T}^T x(t)\bar y(t)\,dt$

From Wikipedia, I taken a definition of power spectral density: For continued signals that describe, for example, stationary physical processes, it makes more sense to define a power spectral ...
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1answer
75 views

Power Spectrum Analysis

In order to find a peak or max response in the fourier domain as in the spatial domain, I have been studying bartlett's method, welch's method, and the blackman-tukey method for more accurate power ...
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32 views

Correlation of an image in the Fourier Domain

I have been reading up on correlation in the frequency domain, and I just had two questions which I could not find in the book I was reading nor online: [1] So correlation is the same as a normalized ...
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1answer
72 views

Finding dependence between two sparse signals

I am new to signal processing and would really appreciate your help. happy to provide more context/details. In my research, I have a system that has many sensors $X_1, \ldots, X_N$ and using this ...
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144 views

Correlation between two graphs in Matlab

I am trying to make a system that detects footsteps. First I filter and decimate the original signal, then I make a convolution between the filtered signal and a single footstep, then I extract the ...
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1answer
43 views

Can we decompose a correlated random variable into correlated plus uncorrelated?

Assume a random sequence $ Y_k = X_k \cdot H_k + W_k $ where $X_k$ is a deterministic quantity, $H_k$ is a correlated random sequence, $W_k$ is Additive White Gaussian random sequence. Can we ...
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5answers
144 views

Looking for an algorithm that computes “Similarity” between two signals

I'm new in this forum! ... and I'm not an expert in signal processing! ... So I hope to find help here:-) I was wondering if someone could point me to an algorithm/technique that is used to compare ...
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2answers
72 views

Extract amplitudes

I have two mixed signals like $A_1f(t) + A_2g(t)$, where $f(t)$ and $g(t)$ are sinusoidal. I want to extract the amplitude infos. Directly I can not get the amplitudes (or I don't know how to). What I ...
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1answer
55 views

What is spatial correlation?

What does the spatial correlation of a signal say about it?How is it different from autocorrelation? `
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36 views

Measuring typical seperation between patches using 2D Fourier Transform

I need to extract information about the typical distance between the black patches in an image like the one I attached here. Typical distance would be the the most frequent separation between two ...
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1answer
111 views

Image registration / fusion optimal similarity metrics

I have a theoretical question about optimal similarity metrics for comparing data sets. In reading this linked paper, pp. 488-489 [1], I read the following 2 interesting statements. On page 488: ...
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33 views

improve delay detection between two signals

Hi there I'm trying to measure time delay of one percussive event recorded by two contact mikes on a glass surface. I decided to check the cross correlation (via FFT) and detect the index of the max ...
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1answer
151 views

Problems filtering image with prewitt

I'm trying to filter an image vertically to get the edges, in MATLAB, but I get very different results from convultion and correlation. CODE: ...
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6answers
295 views

Find Short Clip of Audio Within Longer Clip Of Audio

I need help figuring out a way to automatically synchronize two audio files that are both different recordings of the same source. More info below. This example is from a concert, where there is ...
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1answer
93 views

Correlation between Sin and Square wave

I would like to know how $\frac T2$ came for time period in the image below.Because I think the frequncy is 1 so time period should be 1.Is that correct? or can anyone help me.. The article from ...
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4answers
183 views

Similarity between two Signals: cycle by cycle

I need to find the similarity between two signals, i.e., measured signal and the reference signal(e.g. a simple sinusoidal signal). What I mean by similarity is, if there is any decentralized glitch ...
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1answer
85 views

Image correlation confidence measure

I am trying to calculate the disparity between stereo image pairs. I'm using what appears to be the standard approach of correlating between a window of pixels from one image and a sliding window ...
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309 views

Why does a phase shift in the frequency domain not produce a time delay in the time domain?

Suppose I have an input signal which represents a vehicle front suspension response that has been measured using an accelerometer. It is seen that the measured rear suspension response is effectively ...
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1answer
143 views

Measuring the similarity of two waveforms [closed]

I have two approximately sine truncated waveforms of different amplitudes and I want a numerical measure of how similar they are to each other. I am sending a sonic pulse train whose multiple ...
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1answer
341 views

Cross-Correlation : Comparing two signals or finding the location of a target

I read across places that cross-correlation of two signal (a radar sending a signal and receiving it back) one can detect the location (distance) of a target from a point and that cross-correlation ...
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377 views

Correlation : Cross correlation why we need to multiply the samples

I understand what books states about cross-correlation of signals and their mathematical representation: For continuous functions f and g, the cross-correlation is defined as: $(f \star g)(\tau)\ \...
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1answer
44 views

Timing synchronization in limited channel

I need measure timing of an signal that is send through a noise band limited channel (wireless). By measure timing, I mean measure as exactly as possible when the signal has arrived at the receiver. ...
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3answers
469 views

What does it mean exactly when two parts of a signal are correlated?

I stumble quite often upon the notion that two or more parts of a signal are correlated to describe semi-formally that they belong together. For example in image processing, two pixels on an edge ...
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1answer
90 views

Correlation meter

I have three questions regarding the correlation meters used in audio. How are they calculated? I have heard correlation is performed by convolving one signal with the time flipped version of a ...
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354 views

What is obtained from the cross correlation plot?

Let’s assume that we have two audio signals, x(t) and y(t) affected by the noise as shown below. And we would like to cross-correlate these two signals and the cross-correlation plot is shown as ...
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1answer
243 views

calculate relative error of two signals [duplicate]

I'm new to dsp.stackexchange and digital signal processing. I'm required to develop an app to measure the similarity of two signals.for an example I need to compare breathing of a man whether it is ...
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2answers
84 views

Minimum Samples Per Chip?

Is there a 'Nyquist Criteria' for the minimum samples per chip that are needed for a correlator? I've heard 2, but will 1 work? What are the implications of having less than the minimum (in the ...
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105 views

What type of correlation is this equation?

In a book [1], gives an equation (equation 5.31 in the book) for estimating frequency offset in OFDM systems proposed by Classen. the procedure is: first, two OFDM symbols, $y_l [n]$ and $y_{l+D} ...
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4k 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, ...