# Questions tagged [autocorrelation]

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

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### What is the difference between convolution and cross-correlation?

I've found on multiple sites that convolution and cross-correlation are similar (including the tag wiki for convolution), but I didn't find anywhere how they differ. What is the difference between ...
7k views

### Does the autocorrelation function completely describe a stochastic process?

Is a stochastic process completely described by its autocorrelation function? If not, which additional properties would be needed?
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### What Does Make an Error Surface Convex? Is It Determined by the Covarinace Matrix or the Hessian?

I am currently learning about least-squares (and other) estimations for regression, and from what I am also reading in some adaptive algorithm literatures, often times the phrase "... and since the ...
1k views

### On using eigenvectors to estimate a signals' fundamental frequency, via MUSIC

Context: (Disclaimer: This is NOT a comm problem). I am trying to estimate the fundamental frequency of a real, periodic signal. This signal, was constructed by match filtering a raw signal, to that ...
18k views

### Efficiently calculating autocorrelation using FFTs

I'm trying to calculate an autocorrelation on a platform where the only accelerated primitive I have available is the (I)FFT. I'm having a problem though. I prototyped it in MATLAB. I am, however, ...
2k views

### Recommendation for book - Writing DSP code in C

I am looking for some good book, that simply show how you actually write a code in C, to do all the main DSP methods . FFT. Low-pass and high-pass filters. Auto-correlation. Noise processing. And ...
12k views

### How to 'whiten' a time domain signal?

I am trying to understand how exactly to implement what is known as a 'pre-whitening' filter or simply a 'whitening' filter. I understand that the purpose is to make it have a delta as its ...
19k views

### Autocorrelation in audio analysis

I'm reading up on Autocorrelation, but I'm not sure I understand exactly how it works and what output I should expect. Am I right in thinking that I should input my signal to the AC function and have ...
9k views

### Why does the autocorrelation get its peak at zero?

I know that zero shifting in the autocorrelation function is equal to its energy, yet, I would like to understand why the peak is at zero.
7k views

### Covariance vs Autocorrelation

I'm trying to figure out if there is a direct relationship between these concepts. Strictly from the definitions, they appear to be different concepts in general. The more I think about it, however, ...
361 views

### Designing a feature vector for discriminating between different sonic waveforms

Consider the 4 following waveform signals: ...
2k views

### What is an AMDF?

The wikipedia page for Average Magnitude Difference Function/Formula (AMDF) appears to be empty. What is an AMDF? What are AMDF's properties? What are AMDF's strengths and weaknesses, as compared ...
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### How do we know that CTFT of the autocorrelation function is the PSD?

I know that the Fourier Transform of the autocorrelation function is the Power Spectral Density. But how can we arrive at such a result intuitively? Is it just a theorem?
469 views

### Can this be considered wide sense stationary?

I was discussing this problem with one of my classmates. The picture shows a recording of the heart rate during before and after sleep. Can the whole process be considered wide sense stationary? (I ...
2k views

### Choosing Codes or sequences with excellent Auto-Correlation properties

The Auto-Correlation function of Walsh-Hadamard codewords does not have a good characteristics. It can have more than one peak and thus, the Walsh-Hadamard codes do not have the best spreading ...
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### Algorithms for finding fundamental frequency based on ACF result

I am developing a software for fundamental frequency tracking. For this purpose, I have designed a function which calculates autocorrelation over the signal and a second function which, based on ...
312 views

### What is the autocorrelation equivalent of the spectrogram called?

I'm very knowledgeable about the differences between the Fourier transform, and the autocorrelation; mainly that one converts the time domain to the frequency domain, and the other finds periodicities ...
1k views

### Advice on autocorrelation via FFT

I have been creating an application in Java that transforms an audio signal and writes it to a midi file. At first I tried using autocorrelation to find the fundamental frequency. However, I have ...
335 views

### Remove the extra peaks by lag

Suppose that we have some peaks of a signal and we know the time lag between dominant peaks. How is it possible to remove the extra peaks by applying time lag ? Lets say it in MATLAB ...
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### How to construct Polyphase (Frank) codes in MATLAB

I have written a piece of code in MATLAB to generate Frank codes - Pastebin link for pulse compression. I know that Frank codes are stepped frequency approximations to Linear Frequency modulation(LFM)...
187 views

### How can define an indicator which measures the degree of similarity between two signals?

The similarity of two signals is calculated by cross correlation. But, how to define an indicator which quantitatively measures the degree of similarity between two signals? Thanks.
868 views

### Guitar pitch detection with autocorrelation

This link provides code for an autocorrelation-based pitch detection algorithm but says: Cons: Not as accurate, doesn't work for inharmonic things like musical instruments, this implementation has ...