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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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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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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Comparision between the shapes of two waveforms using coherency / correlation

I am trying to compare the shapes of two switching waveforms ... and I woud like to check whether they have the same peaks, rise times and shape... Is it possible to compare how similar they are ...
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how to find the dependence between two sparse signals?

Hi and thank you for your help. 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 ...
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83 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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31 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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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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23 views

strange occasional periodic pattern in phase correlation output

I am working on a pattern recognition algorithm where a template is to be searched in a query image (Standard phase correlation stuff). However, in my correlation output I get some strange periodic ...
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65 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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39 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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40 views

Difficulties with derivative of convolutions in Fourier domain

I am trying to solve a minimization problem in the DFT domain. I have a formula where both dot products and convolutions are involved. Capital letters are the DFT of 2d images, the overline denotes ...
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35 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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69 views

Image Registration / Fusion Optimal Similarity Metrics

I have a theoretical question about optimal similarity metrics for comparing data sets. In reading the linked pdf, I read the following 2 interesting statements: "In the ... scenario in which A and ...
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41 views

Mutual Information as a general Similarity Metric

What is the most general similarity metric between 2 (or more) variables? For example, using the correlation coefficient assumes there is a linear relationship between the two variables. Using ...
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21 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
74 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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73 views

Convolution / Correlation correct implementation in java

I have a java programm which is manipulating an RGB picture which comes in a 3dimensional matrix. I tried to implement an apply Convolution and an apply Correlation function, which applies a kernel ...
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188 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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64 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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53 views

Dynamic time warping with correlation as the cost function

I want to compare two signals using dynamic time warping, to find a time-mapping between two signals but I am not quite getting the expected result. Question 1 Can you set the dynamic time warping ...
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4answers
140 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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66 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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222 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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95 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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190 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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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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31 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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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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71 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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290 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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134 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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66 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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91 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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1k 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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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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72 views

Extracting common signal from 4 sets of observations

I am working on a signal processing assignment where I need to find out one common time domain signal from 4 observation. The math is like this: \begin{array}{lcl} y_1(t) & = & a_1(t)*x(t) + ...
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33 views

Finding correct values based on information from two arrays

Consider the following scenario: Say, one machine is sending out a beep signal every 10 seconds in a very noisy environment. I have two sensors which detects these beeps independently. Device A is ...
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1answer
259 views

Using a Wiener Filter to Estimate a Transfer Function

As a follow-on to this question about estimating a transfer function of an unknown system using a Wiener filter, How would you put a minimum MSE criteria on how well the estimated filter weights ...
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2answers
104 views

Decompose stereo signal

Basically the same as this question, but it was never really answered: Stereo sound separation into three sources Imagine I have a really trivial signal: Left: 100Hz tone + 200Hz tone + 500Hz tone ...
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84 views

Wave Correlation?

I have an image processing application that is different than anything that I've done before, and am looking for suggestions on how to approach. Here is a basic description of the problem: Given a ...
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223 views

Cross-correlation of time compressed 1D signal

If I ave 2 otherwise identical 1D signals that are phase shifted from each other then cross-correlation is a perfect way to identify the time lag between the 2 signals. Now supposing I double the ...
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507 views

Ambiguous results of phase correlation in pattern recognition

We are using phase correlation to find pattern on image and what we get is 15% of results is spurious. Ours pattern has 32x32 pixels and image for research has 32x512 pixels. So we put Pattern to ...
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116 views

Detecting a frequency pattern in the frequency domain

I am looking to detect a combination of frequencies in the frequency domain. For example, here is my spectrum: And I'm trying to detect the pilot tone. I have the FFT of the pilot tone: which ...
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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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Incoherence property - Compressive Sensing

Compressive Sensing is built on 2 properties: 1) the sparsity of the representation basis relative to the sampling basis and 2) the incoherence between the singular vectors from each of the 2 bases in ...
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numpy.correlate and autocorrelation; audio signal

I want to calculate delay between an input and an output audio signal of my audio processing system. The input and output signals are available as signed 16 bit integers. To try out, I tried the ...
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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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1answer
1k views

What is spatial correlation and spatial convolution?

What does the term spatial correlation and spatial convolution mean with respect to digital image processing ?
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1answer
8k views

Difference between correlation and convolution on an image?

Could you please clearly explain what is the difference between correlation and convolution that is down by a filter on an image? I mean in terms of signal processing definition I know that ...
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6k views

Cross correlation with FFT and fftshift

When I calculate the cross correlation between two vectors with the following code ...