# Questions tagged [autocorrelation]

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

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### Division by zero in Levinson–Durbin recursion?

I am doing a LPC analysis of a speech signal using the autocorrelation method. To calculate the LPCs I am using the Levinson–Durbin recursion. In my literature the error is initialized with the first ...
264 views

### Ambiguity function of multiple sines

I was reading through the Ambiguity function, and I was wondering if it's possible to calculate analytically (or numerically) the ambiguity function of a sum of sine waves. In case of a single sine ...
2k views

### Improving an auto-correlation based guitar pitch detector

I've seen many questions on this forum regarding pitch detection for musical instruments (commonly guitar), and spent a while reading through the answers to create a basic implementation of auto-...
360 views

### Uses of peaks in audio auto-correlation

Do you know of any algorithms for audio processing that make use of peaks in auto-correlation function? I am currently involved in research on mapping methodology for dynamic algorithms. I came ...
624 views

### Kalman Filter Estimate vs ACF Least Squares Estimate

I am currently reading Chapter 5, Applications to the Gas Markets, in Stochastic Modelling of Electricity and Related Markets by Benth, Benth and Koekebakker, World Scientific, 2008. In the ...
60 views

### What data should be collected to determine the autocorrelation sequence?

For a current project I need to implement an algorithm that needs the autocorrelation sequence of the channel, as part of a key step. We're measuring the frequency utilisation in our local area - ...
914 views

### Evaluating the autocorrelation function of a telegraph signal to get exponential decay?

I've been driving myself absolutely crazy trying to do autocorrelation analysis on some data that I've got. I've read from multiple sources that the ACF of a random telegraph signal / random ...
57 views

### Negative bias in sample auto-correlation of uncorrelated time-series

I am using the following definition for the sample auto-correlation: $AC_x(l)=∑_{i=1}^{N-l}(x_i-μ)(x_{i+l}-μ)$ ; $μ=\frac{1}{N}∑_{i=1}^Nx_i$ I have noticed that this definition introduce a ...
11 views

### Effect of filtering on Energy of a Digital Signal

I am trying to detect (not remove) noise from the digital signal to get meaningful information out of it. The signal I need is in the frequency range of 0.1 Hz to 10 Hz. Anything beyond this is just ...
116 views

### Definitions of PSD, ESD and Autocorrelation

This question is going to encompass multiple areas and may not have a single answer but here it goes. I'm trying to conceptualize 3 different concepts and how they relate to each other. These 3 ...
117 views

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### Confusion about PSD and RMS

Let's say I have a noise power-spectral-density (PSD) which is not flat and ranges from 0 to $f_1$ Hz in frequency. As we know, the total area under the PSD is equal to the total average power of the ...
86 views

### Image Interpolation Using the Yule Walker Equations

I have been studying about the Yule-Walker equations for prediction of a time series data from knowledge of past values of the series. Is there any way I can use the same in an image to exploit the ...
107 views

### Subtracting audio signal emitted - trying to use spectral subtraction to localize moving objects

I am a Software Engineer without much signal processing background and currently spending and experimenting to get use to it. My scenario: Assume a speaker and a microphone array. A speaker emits an ...
33 views

### Is there a closed form solution for a temporal calibration of two different signals?

Given two signals $f_1(t),f_2(t+dt)$ where $t$ is time and $dt$ is the time delay between the two signals, is there any closed-form solution with respect to $dt$? what are the efficient global ...
### Find autocorrelation of exponential signal $a^nu[n]$
I need to find the autocorrelation of the following discrete signal $$x[n]=a^nu[n]$$ So I tried finding the convolution of $x[n]$ and $x[-n]$. \begin{align} \phi_{xx}[n]&=\sum_{m=-\infty}^\...