# Questions tagged [autocorrelation]

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

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### Autocorrelation of random walk

I want to analyze the auto-correlation of a received power signal that I captured. Unfortunately, I cannot publish the data but I found the same problem arises for a random walk, that's why I used the ...
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### The autocorrelation vector of frequency data

I am trying to find the correlation of audio frequency data resulting from an FFT with itself. It would be interesting to hear what you all think on the following question : Should one use the complex ...
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### Frequency representation of relaxation processes

I simulated a discrete sample of a variable whose autocorrelation function (ACF) should theoretically be composed of a sum of exponential-like functions. My goal is to represent it in the frequency ...
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### Given an AR signal, find its PSD, its autocorrelation function

I am studying discrete-random signal processing, Could anyone tell me by an example or reference what it means by the following? Given an AR signal, find its PSD (power spectral density), its ...
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### What is the meaning of WSS [duplicate]

I’m wondering what it means for a signal to be wss. I know that the statistics of a wss signal does not change over time because it’s mean is time - invariant, but what it means for the ...
1 vote
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### How to interpret values of the autocorrelation sequence?

I know that (auto)correlation indicates the "degree of predictability" of a variable with respect of another. However, this is a vague notion. I know that a blank process should have an ...
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### Find some signal x[n] whose auto-correlation function is R[k] [closed]

I want to write a MATLAB code for generating a random message signal 𝑥[n] where its autocorrelation function is: R[k] = sinc^2 [1/4 k] where k is an integer. (Hint: Generate a process where ...
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### Noise model as Sinc function

In "Fundamentals of signal processing: estimation theory", example 3.13 Kay has used a model of band-limited Gaussian noise with a uniform PSD and a sinc autocorrelation function. I expected ...
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### Beep Signal for Latency Calculation

I want to play audios on two mobiles with sync. But mobile phones are not in sync. I am trying to find two Mobile phones playing latency so I can pad latency on each phone so they can play together. ...
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### Symmetries of analyticity / zero self-correlation

I seek to understand symmetry properties of analytic sequences, without referring to frequency domain: what criteria must a complex sequence $x[n]$ satisfy to be analytic? Framed alternatively, such a ...
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I am studying shot noise characteristics from this source: Here the author writes that autocorrelation function is given by: $$R_I(\tau)=\bar{h}*h*R_Z(\tau)$$ where $R_Z(\tau)=q^2(\lambda^2+\lambda \... -1 votes 1 answer 210 views ### Relation between bandwidth and amplitude of auto correlation of chirp signal I am trying to understand the properties of chirp signals and their characteristics. I plotted the autocorrelation of a chirp signal in MATLAB. How can I compute the relation between the amplitude of ... 0 votes 2 answers 97 views ### Should upsampling impact the amplitude of an autocorrelated signal? I want to autocorrelate a signal using numpy's correlate method. Let us consider a 10 minutes long signal sampled at 2,000SPS: ... • 109 0 votes 1 answer 56 views ### Restrictiveness of the condition that different signals give same autocorrelation sequence I'm having a set of N real data points that correspond to the autocorrelation sequence at N different lags. Suppose I know that the original set of data from which the autocorrelation was computed ... 0 votes 0 answers 149 views ### Create a Range Doppler Map using "Arbitrary" phase coded Waveforms This is my first questions I am asking to this community! I want to understand how to create a Range-Doppler Map (RDM) for a phase/frequency coded radar return using an arbitrary waveform generator (... 2 votes 1 answer 144 views ### Method to generate binary sequences with desired cross-correlation and autocorrelation properties I am looking for a method to generate two binary sequences of length$N$with the following properties: Very good cross-correlation for all shifts. Good enough autocorrelation for all shifts except ... • 21 3 votes 1 answer 514 views ### Allan Variance vs Autocorrelation - Advantages I am currently studying oscillator stability and have come across the Allan variance. I gather that it was developed as an alternative to the standard variance as it doesn't necessarily converge for ... 1 vote 0 answers 23 views ### How to select the ARMA model parameters? I have a series of data containing 120,000 points. The mean of each N(=60) point is zero. I want to forecast the next 60 points using the ARMA model. My question is, specificaly, how to choose the ... • 11 1 vote 1 answer 201 views ### Extremes of integral of the autocorrelation theorem I am trying to apply the correlation theorem (here attached) to this definition of correlation of a finite continuous signal$g(t)$:$\rho(\tau)=\frac{1}{T} \int_{t_{0}}^{ t_{0}+T}g(t)^{.}g(t+\tau)dt ...
I’m stuck on this demonstration. It says: If $x'$ is held constant, $dx=dy$ How can $x’$ be constant? Shouldn't $x’$ be a variable?