# Questions tagged [autocorrelation]

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

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### Time-domain cross-correlation with padded signals [closed]

I have a frequency domain cross-correlation implementation written in C (based on: https://github.com/dMaggot/libxcorr). It uses the library FFTW3 and this is the gist of it: ...
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### Weighted Sum of Auto Correlation - Lower Bound

Given a vector $v$ with elements ${\left\{ {v}_{n} \right\}}_{n = - \infty}^{\infty}$ and denoting ${v}_{n}^{\left( k \right)} = {v}_{n - k}$, namely, a shifted vector by $k$ elements (Mind ...
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### Finding System transfer function, $H(z)$ or, equivalently, its impulse response, $h[n]$

I just started on DSP and I have a question that I would like to ask. I have a zero-mean uncorrelated wide sense stationary discrete-time random process {$x[n]$, $n$ is a set of integers}. $x[n]$ is ...
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### Fourier Transform gives unexpected results: signal reversal and conjugation

As far as I understand the math you can reverse a real valued signal by Fourier transformation, taking the complex conjugate of the result and inverse Fourier transformation, i.e. \begin{equation} \...
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### 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.
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### Dependence of $\tt n$ in $\tt fft(data,n)$ in auto correlation of data

The followings are results of autocorrelation of an 'image'(1*) (subplot 221) using xcorr, n point ...
254 views

### Should I observe a signal multiple times for MUSIC algorithm?

In a paper Multiple emitter location and signal parameter estimation, the well-known MUSIC algorithm starts by calculating covariance (autocorrelation, whatever) matrix with: where overlines stand ...
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### Finding the deterministic autocorrelation function (ACF) from its power spectrum

The power spectrum of a stationary discrete-time random signal is $$\Phi_{xx}(e^{j\omega})=\begin{cases} 1 & |\omega|<\pi/2 \\ 0 & \pi/2 <|\omega| \le\pi \end{cases}$$ (a) ...
309 views

### Auto Correlation for Time Frequency Analysis

Given a signal $x(t)$, how do I implement a form of autocorrelation function defined as $a(t,T) = x(t-T)x(t+T)$, where $T$ is an arbitrary constant? (a fast implementation would be ideal) Edit: ...
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### AutoCorrelation Matrix vs Covariance Matrix for the MUSIC Algorithm [closed]

What is the difference between an autocovariance matrix and autocorrelation matrix?
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### How is the energy of $x_1\cdot x_2$ related to the energies of $x_1$ and $x_2$?

Let's say first signal x1 = [1 2 3 4], second signal x2 = [0.08 0.77 0.77 0.08] (Hamming window), third signal ...
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### Finding phase of fundamental from autocorrelation

I have some code, shown below that I have been using to find the fundamental of a guitar string. After this function is called, I go thru the real buffer and find the peak, whose location gives me ...
702 views

### Determining the autocorrelation sequence from an AR model

I have the following equation: $$x(n)=\frac{14}{24}x(n-1)+\frac{9}{24}x(n-2)-\frac{1}{24}x(n-3)+w(n)$$ where, $w(n)$ is a stationary white noise process with variance $\sigma^2_w$ Now, I want to ...
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### Calculation of an autocorrelation function

A sample of a random process is given as: $$x(t) = A\cos(2\pi f_0t) + Bw(t)$$ where $w(t)$ is a white noise process with $0$ mean and a power spectral density of $\frac{N_0}{2}$, and $f_0$, $A$ ...
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### Evaluating the spectral density of generated noise through the autocovariance

I'm working on generating noise signals $X(t)$ (with $t \in \left[0,T\right]$ with step size $\delta t$) with a prescribed power spectral density $S_{XX}(f)$ and I'm figuring out how well I am ...