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I'm working on different sensors data, the question is this: I have two signals (coming from two different sensors measuring two different phisical charactheristcs of the same "object"). I know for a fact that there is a certain amount of time delay between the two signals, but beyond that, I just want to know how is the correct procedure to correlate the two signals in order to have a proper idea of the similiarity of the signals. Moreover: Can I modify the signal sens1 in order to predict (if in real time or in order to get in post-processing) the signal sens2? Is any specific tool or package in python to easily do this type of comparison?

Thaks a lot in advance,

BR signals example

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For measuring the similarity between two temporal signals, you can try using Dynamic Time Warping (DTW). DTW constructs a distance matrix between the two signals and tries to find minimum distance the two signals. If the two signals are identical, then distance is zero.

The answer to your second questions depends on the signal model used to generate these signals. It is not clear from the question how the signals from sensor #1 and #2 are generated.

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  • $\begingroup$ HI Maxtron, thanks for the help; I'm taking some time to look at the DTW technique, it seems to be useful in my case. I still have a doubt: should I use some preprocessing before the use of the DTW algorithm? For example, my signals have so different values in amplitude, is this a possible issue in the DTW tecnique? Which are the right steps to proper apply this class of algorithms? $\endgroup$ – Luca R Sep 13 at 7:43
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    $\begingroup$ I don't know what type of system you are modeling here. So, I cannot suggest the best preprocessing strategy. $\endgroup$ – Maxtron Sep 13 at 15:21

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