# Questions tagged [autocorrelation]

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

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### Calculation of eigendecomposition of a signal in its Fourier domain?

I want to find the eigendecomposition of a 3-dimensional discretely sampled signal $X$, where each sample $X_{i,j,k}$ is treated as a vector $\langle i, j, k\rangle$ (with the origin at the middle of ...
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### What does $x^*$ mean in autocorrelation

Suppose $x[n]$ is a sequence of length $N$. Following formual defines circular autocorrelation sequence of $x[n]$: $$r_{xx}[m] = \sum_0^{N-1}x[n]x^*[n-m \mod N]$$ What does $x^*$ mean in this equation?...
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### Calculate autocorrelation of a sinus

I am a beginer in signal processing. I am currently studying a signal $s(t) = \cos(h(t))$, and I have to calculate its autocorellation. Since $h(t)$ is periodic of period $T_s$, I calculated the value ...
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### Contradictory results from power spectral densities and autocorrelation in shot noise

I have a white noise generator circuit which involves a Zener diode meant to undergo breakdown across a resistor $R1$, and am trying to compare power spectral densities and autocorrelation of the ...
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### Does a signal and its autocorrelation ever have the same Fourier spectra?

My understanding is that Fourier power spectra give the frequencies and corresponding intensities/amplitudes contained within a signal. In certain techniques, such as molecular dynamics, it is common ...
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### How to calculate the coefficients of Auto regression model of multiple data?

I have ACF of a time series data, I want to interpolate the ACF using AR model for which I need to calculate the coefficient of the AR model The problem is I have (6000x6000) matrix of ACF and I cant ...
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### Auto-correlation of C/A code with 30dB noise

I've a C# program that generates a GPS C/A code consisting of -1s and +1s. Auto correlating the code with rotated versions of itself shows that the peak is 1023 and the next maximum value is 63 which ...
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### Autocorrelation Computation with MATLAB

I have done the computation of the autocorrelation of a sequence (vector), here called "frame", and I have plotted it. Here the code: The resulting graph is: I do not understand the position of the ...
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### Stereo echo cancellation for stationary source locations: why does adaption stagnate?

In a stereo echo cancellation system, the echo path for the far-end-signal in the near-end room is estimated by an adaptive filter. Since the same signal is transmitted by two similar far-end paths, ...
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### Impulsive autocorrelation sequence

I am looking for a proof that a finite length sequence can only have an impulsive autocorrelation sequence if the sequence is a single impulse itself, ie.: assume $s[n]$ is nonzero for $n=0,1,2,3$ ...
What is the autocorrelation of $x(t) = \delta(t)$? Can you explain to me how to calculate it?