# Questions tagged [autocorrelation]

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

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### 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 ...
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### 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 ...
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### Correlation Using FFT / IFFT (Convolution in Frequency Domain) in Java

I try to find about the delay between two audio files using Cross Correlation in Java. I've already done this algorithm so far that i get a idea about how many samples is the delay. FFT x1 -> Zero ...
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### 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 ...
809 views

### 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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### 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)...
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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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### 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 ...
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### Correlation of independent random processes

Suppose $X(t)$ and $Y(t)$ be two independent random processes. Is $E(X(t_1)Y(t_2))$ necessarily zero?
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### perfect sequences

I have heard somewhere that sequences with perfect autocorrelations and crosscorrelations do not exist. I have been searching for an insight into this claim, but have not been successful. Can anyone ...
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### Correlation meter

I have three questions regarding the correlation meters used in audio. How are they calculated? I have heard correlation is performed by convolving one signal with the time flipped version of a other,...
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### What is the set of most predictable or in other words most self-correlated signals?

Which signals or set of signals is the most predictable or in other words most self-correlated (autocorrelation)? I think one of them is $x(t)=c$, for all $t$, where $c$ is a scalar constant. The ...
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### Cross-correlation peak

How get cross-correlation peak and based on it calculate correlation score for similarity of two audio samples. SO far I've FFT two samples complex conjugate second multiply results IFFT cross-...
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### Effect of Windowing Function on Autocorrelation Function

I need to compute FFT components and autocorrelation of a discrete signal. When I do not use any window function before taking FFT of the signal I get a reasonable AC function from FFT that includes ...
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### Understanding Pitch Detection with Autocorrelation Methods

I've been reading through A Smarter Way to Find Pitch, describing its pitch detection algorithm using autocorrelation. I've been having trouble understanding the accuracy claims. It says: MPM runs ...
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### Finding the auto-correlation sequence $r_{xx}[k]$ for an AR(2) process

Consider the following recursive difference equation of a LTI system, where $v[n]$ is a white noise, zero-mean process with $\sigma_v^2 = 1$. $x[n] = v[n] + 0.75x[n-1]-0.25x[n-2]$ I want to ...
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### Linear Predictive coding vs AR modeling

I'm looking for a suitable explanation of the circumstances in which the LPC error polynomial for a discrete time process x[n] is replaceable with an error polynomial categorized under the AR model? I ...
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### Help in interpreting the auto correlation graph

I want to check if a time series is (a) random (b) independent. For these I am using the autocorrelation (AC). Autocorrelation refers to the correlation of a time series with its own past and future ...
491 views

### Autocorrelation - cyclic vs acyclic

In terms of signal analysis (especially frequency decomposition) would it be bad to use cyclic autocorrelation (AC) instead of acyclic/linear AC? My use case: I'm trying to characterize events in a ...
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### what is equal to the FT of the Autocorrelation function

I am trying to make my own demonstration in order to find what is equal to the FT of the Autocorrelation function. The autocorrelation function in some book about turbulence is defined as: r($\tau$)=...
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### Autocorrelation of signal with offset

If I have a stationary signal $x(t)$ with zero mean and with an auto correlation $r_{xx}(\tau)$, then what is the auto correlation of $y(t)=x(t)+b$ ? My calculations so far: \begin{align} r_{yy}(\...
223 views

### Pitch detection, YIN, pYIN

So here is the "seminal" YIN paper: Cheveigne A, Kawahara H. - YIN, a fundamental frequency estimator for speech and music and the new, improved probabilistic YIN: Mauch M, Dixon S. - PYIN: A ...
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### How to visualize the autocorrelation matrix and it's properties

Having a hard time wrapping my head around autocorrelation matrix as it applies to a spectral estimation problem like MUSIC or ESPRIT. If the signal vector contains a summation of sinusoids in noise, ...
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### Spectral Correlation Function estimation using FAM method — implementation help

I am trying to estimate the Spectral Correlation Function by the FFT Accumulation Method (FAM) in Matlab. The way I understand the FAM method is as this link (see page 6 & 7 for FAM tutorial). ...