# Questions tagged [autocorrelation]

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

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### How to preprocess such signals?

I am interested in denoising accerelation measurements, recorded in ambient vibration tests. Such tests consist in recording the vibrations of a mechanical structure, say a table for example. So say I ...
441 views

### Normalized autocorrelation of a sum of two signals

I obtained the autocorrelation function of a sum of two signals: as but I want to know what is the normalized autocorrelation of above equation?
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### Golay complementary sequences in 802.11ad

The Golay complementary sequences consist of two sequences of the same length $N$ such that there acyclic autocorrelation sequences have sidelobes equal in magnitude but opposite in sign. So, when the ...
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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 ...
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### 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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### AutoCorrelation Matrix vs Covariance Matrix for the MUSIC Algorithm [closed]

What is the difference between an autocovariance matrix and autocorrelation matrix?
268 views

### Autocorrelation function

For what signal applies, that its autocorrelation function at point $0$ is zero, i.e. $R_f(0) = 0\ ?$ I know that autocorrelation is (RootMeanSquare)^2 and for $R_f(0)$ this equals:  R_f(0) = \frac{...
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### Derivation of PSD of sampled bandlimited random process

When a bandlimited random process whose PSD \begin{equation} S(\omega) = \begin{cases} \frac{N_0}{2} & -10B<\omega<10B\\[2ex] 0 & \text{otherwise.} \end{cases} \end{equation} is ...
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### Get a power spectral density from real random data

I am using real data of wind, which is a random one to get the power spectral density of these values. How can I do to get this PSD in matlab, and Can I get an analytical expression for this psd. ...
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### Correlation : Cross correlation why we need to multiply the samples

I understand what books states about cross-correlation of signals and their mathematical representation: For continuous functions f and g, the cross-correlation is defined as: \$(f \star g)(\tau)\ \...
226 views

### How to implement Cross Spectral Density [duplicate]

I am writing a program to compute the cross spectral density of an image, and a template image, which is the image I am trying to find in other image. Reading wiki1,wiki2,wiki3 from wikipedia, and ...