# 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 ...
8k 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 ...
21k 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, ...
3k 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 ...
10k 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, ...
13k 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 ...
22k 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 ...
11k 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.
383 views

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

Consider the 4 following waveform signals: ...
3k 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 ...
6k views

### Auto Correlation vs Cross Correlation vs Convolution and their applications

I know from wikipedia that auto correlation in done on the same signal while cross correlation is done on different signals.But what does this actually imply in terms of application.I can always apply ...
260 views

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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?
3k views

### How to get fundamental frequency of a signal using autocorrelation?

I am trying to get the fundamental frequency of a signal that only has a single pitch. I coded out the autocorrelation function using FFT and already got the autocorrelation result. Unfortunately, I ...
746 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 ...
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### Finding the Amplitude of a Sinusoid in Noise

I'm trying to solve for the amplitude and frequency of a sinusoid embedded in zero-mean gaussian white noise. I am supplied a sample file of a 40000 element array. I first took the autocorrelation ...
3k 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 ...
139 views