Questions tagged [correlation]
Correlation or Cross-Correlation is a measure of similarity of two waveforms as a function of a time-lag applied to one of them.
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Is it possible to use a genetic algorithm for finding the correlation among time series
I am working on an optimized method for measuring the similarity between 2 signals, Is it possible to use a genetic algorithm for finding the correlation among time series?
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How to interpret values of the autocorrelation sequence?
I know that (auto)correlation indicates the "degree of predictability" of a variable with respect of another. However, this is a vague notion. I know that a blank process should have an ...
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How to find segment with specific speed on the signal in comparison with reference signal?
How do I find a segment on the signal where the signal speed is 2 times the speed of the same segment on a reference signal?
Which features describe this?
On attached image can see "change of ...
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2answers
128 views
Difference between reference and measurement signal?
Which differences can we find on various signals? We assume that we have a reference signal (determined theoretically) and measured signal.
Which methods exist for determining the similarities ...
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37 views
Auto/cross correlation for data set with multiple realizations
Context
For an assignment, I need to find the correlation matrix of a dataset with 100 random variables and 1000 realizations for each. (It's a stock market example).
Problem
I don't understand how ...
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1answer
55 views
MATLAB: How to compute the similarity of two signals and get the correct consistency or coherence metric
I was wondering about the consistency metric. Generally, it allows us to deduce the parity or similarity between two signals, right? If so, if the probability is higher (from 0.5 to 1), does it means ...
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38 views
Estimating Correlation Matrices
I am trying to obtain the correlation matrices of two random signals. Both of them, $ X $ and $ Y $, are white Gaussian Noise, with unitary variance. However, they are correlated, with correlation ...
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1answer
83 views
Correlation and the Fourier transform
In the book Fundamentals of Music Processing: Audio, Analysis, Algorithms, Applications by Meinard Müller, the coefficients $d_\omega$ and $\phi_\omega$ are defined as
where $\cos_{\omega,\phi}(t) = \...
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Correlation metric for time series with non-constant proportionality
I'm looking for a robust metric to express the similarity between two time series having the same behavior, as simplified below. When one increases, the other increases (same for decreasing or being ...
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1answer
99 views
Estimate the time delay of two signals
I am having 2 sets of data data1 and data2 .I wanted to find the delay between the two datasets.
Assume data1=[1 2 3 4 5 6 7 8 9 10] and data2=[0 0 0 0 1 2 3 4 5 6].From the data I know that, data2 is ...
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3answers
91 views
Identify which of the three signals is closest to a sinusoidal curve
I have some acceleration values from a sensor. These values are reported as x, y and z components of the acceleration. As can be seen in the attached figure, it is clear that the z signal has a clear ...
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Correlation: A Magnitude or Power quantity?
I am confused about the units we would refer to with a correlation result in that if it would be a magnitude or power quantity (and therefore specifically when using ratios in dB would we use 10Log or ...
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When is the Correlation Coefficient Ergodic
Given Wide Sense Stationary (WSS) processes X and Y that are ergodic to the mean and autocovariance. Under what conditions is the correlation coefficient ergodic to the mean? ie: $lim_{T->\infty} \...
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100 views
Calculating cross-correlation using Walsh-Hadamard transform
I am trying to implement MLS method of measuring impulse responses. There is an article describing the method: http://www.commsp.ee.ic.ac.uk/~mrt102/projects/mls.... As I understand, to get an impulse ...
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14 views
Calculate ACF in C++?
I would like to manually reproduce the method that authors of an article used in their research (DOI: 10.1038/s41598-017-02750-9 (Page 8. top)). It is mentioned as "ACF", so I wrote ...
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1answer
32 views
correlation matrix for complex white noise does not equal to identity matrix?
I generate 8 time series of gaussian white noise and want to compute the correlation matrix at a frequency bin between them. The following is the matlab code I use
...
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1answer
62 views
autocorrelation of multiple signals
Problem: I am looking at an adaptive filtering application where the eigenvaluespread of the autocorrelation matrix $R$ is important for the convergence of the algorithm. For a single channel system ...
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1answer
89 views
Why there is static noise and voice distortion after convolving it with impulse response?
I have been working on the decorrelation of audio signals while following this paper :
The Decorrelation of Audio Signals and Its Impact on Spatial Imagery
So far I have generated impulse responses in ...
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1answer
33 views
Do we assume modulating and carrier signal uncorrelated in AM modulation?
I am new to communication and studying amplitude modulation. Let us assume an amplitude modulated wave given by
$$\big(m(t)+ A\big) \cos(2\pi f_c t)$$
Now we have formula for efficiency as
$$ \eta=\...
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0answers
51 views
NaN values with correlation metrics
I am using the Peak to Correlation Energy (PCE) Metric to measure the similarity between two images using MATLAB. In some cases, the PCE value obtained is NaN. How can I solve this problem?
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21 views
Couting exact number of mutiplications in Separable filters with Zero Padding
I'm convolving an Image $I$ of dimension $2\times 3$ with a kernel of size $2 \times 2$ and counting the exact number of multiplications.My image and kernel are given as follows
$$
I=\left[\begin{...
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0answers
48 views
Can i increase the SNR of the signal by increasing the processing gain by correlation?
If I am having a 13 bit pattern and sending it at IF frequency on the transmit side. On the receive side after IF conversion I am sending it to ADC. After digitizing the signal and removing the IF by ...
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1answer
48 views
How to measure correlation between 1 bit samples and theoretical original waveform?
I'm investigating quantization error.
I have an analogue waveform that looks like this and is of theoretically infinite resolution:-
I've sampled it as (8 bit oscilloscope readings & 0b1) to ...
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1answer
121 views
Linear correlation of two vectors?
We had a lecture on digital watermark detection using linear correlation. Here it was explained that the linear correlation of two vectors is equal to their scalar product divided by the dimension. So,...
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2answers
233 views
Comparing two small audio files (e.g., hand clap) Android
Dears,
I am new in signal processing and I am dealing with an Android application that should do some audio files (having the same "small" duration) comparison in real time.
My main focus is ...
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1answer
61 views
Is there any way to align temporally two signals in spectrogram?
I am keen to know that If I have two signals say :
Farend_signal (y[n]) and Nearend_signal (x[n])
and x[n] also contains an echo of y[n] with some delay.
Is there any technique to align these two ...
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2answers
210 views
Applying Circular Cross Correlation in MATLAB
I have searched Google for circular cross correlation using Matlab, and I have found it only for one dimensional signals.
Could you please help me implementing circular cross correlation between two ...
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1answer
66 views
Spatial multiplexing MIMO, antenna critical spacing, antenna isolation
How does antenna isolation affect single user spatial multiplexing MIMO performance in an antenna array? Text books talk about a critical antenna spacing of 1/2 of the wavelength provided that the ...
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1answer
49 views
nature of output of the addition of white noise with colord noise
I want to know that the addition of a uncorrelated time series x with a correlated time series, say y generates a time series ...
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1answer
77 views
Proving that FFT (and by extension any correlation based estimator) is unbiased
I have a pretty simple question which i should have been able to answer. Just wanted to check if people here have a better solution to it.
I am trying to establish that FFT as a frequency estimator (...
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51 views
Comparing mechanical signals with different length
I couldn't find any solution for this that would work for me
I'm working in python.
I have two similar signals that I can plot Force x Angle. (problem simplified)
One plot (angle x force) has length ...
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1answer
34 views
How does Correlation for 1D Signals work?
On page 2 of the slide, I don't understand the example. Like $j$ and $s$ are both on the x-axis, what does j+s mean? The filter is $(f(−1), f(0), f(1)) = (−0.5, 0, 0.5)$. How can we use it? Could ...
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correlation matrix vs. correlation function?
Can someone help me understand the difference between a 1-dim autocorrelation function and a 2-dim autocorrelation matrix of a random process aka time series?
My Leon-Garcia textbook defines CX(τ) and ...
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1answer
33 views
Are ACF plots sufficient to detect white noise assuming probable existence of non linear associations?
ACF plots use autocorrelations tests to determine associations in time series. Autocorrelations, however, only measure linear associations. To my understanding, certain non-linear associations can ...
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1answer
358 views
How does DCT decorrelate images?
I've read in multiple places that DCT decorrelates Toeplitz matrices and images usually have Toeplitz structure. Can you explain with an example how DCT decorrelates a Toeplitz matrix?
Example for DFT:...
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1answer
57 views
packet encoder RF packets by using LPF for determining if it's zero or one [closed]
I'm transmitting RF packets with frequency 868MHZ ,
symbol rate (it's the same as bit rate) is 50KBaud , and Im sampling them by a dongle (fs=20480KHZ) to capture those RF packets, the captured ...
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1answer
55 views
Deciding if the received packet is valid or not valid [closed]
I have sampled RF wireless packets as IQ samples file, those RF packets has patterns like preamable|syncword|data|crc , I'm doing cross correlation with my constant syncword (after I did the ...
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121 views
Find Syncword (pattern) in signal, using Correlation
I have a signal which always has the same syncword ([93 0b 51 de] in hexa).
I also have a signal with additive noise(attacing it, and I want to find my syncword in that a noisy signal using corelation(...
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1answer
31 views
Correlated fading channel: transmit and receive antenna correlation matrices
I am trying to create a non-i.i.d channel: correlated Rayleigh fading channel.
$$ H= R_H \cdot H_o,$$
where $H_o$ is i.i.d. channel ( uncorrelated) and $ R_H$ is a channel correlation matrix, is ...
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3answers
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Autocorrelation function and correlation integral
I am confused by the definition of autocorrelation function. It is originally defined as the expected value
$$R_{XX}(\tau) = E[(X(t)X(t+\tau)] = \langle X(t)X(t+\tau)\rangle\tag{1}$$
where $\langle\...
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1answer
56 views
Correlation of discrete time periodic sequences
So I was reading this textbook - Digital Signal Processing by Proakis and Manolakis. The authors define the cross-correlation operation for 2 energy signals $x(n)$ and $y(n)$ in section 2.6.1 as:
$$ ...
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1answer
85 views
Correlations of matrix
I have a matrix of 10 column, each column has measurements at different times. I have a second matrix also of 10 columns, each consisting of measurements at different times.
I want to carry out cross ...
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68 views
How to find if the signals are in sync or out of sync with each other?
Considering these are two signals over time, black and red.Following are some of the properties
Every Second a new data point is added over time . There is no control on the generation of the ...
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1answer
58 views
Determine reflections from received signal
I have a reference signal $r(t)$ and the correlation between that reference signal and the received signal : $C_{XR}(\tau)$. The signal I receive contains reflections on walls. I have to build a ...
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1answer
159 views
Kronecker delta instead of dirac delta as correlation function of white noise
From my understanding, if you have a sample $x_{t_1},\dots,x_{t_n}$ of $X_{t_1},\dots,X_{t_n}$ which are iid $N(0,1)$, then $x_{t_1},\dots,x_{t_n}$ is a sample path of Gaussian white noise.
However, ...
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1answer
129 views
Autocorrelation - Understanding reduced correlation at periodic time shifts using np.correlate (versus statistical autocorrelation)?
I'm going through the Think DSP by Allen B. Downey, and I'm struggling to understand a specific aspect of np.correlate and how it differs from statistic autocorrelation. The question is at the bottom, ...
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68 views
Solving nonlinear Fourier relation
I'm trying to solve the following nonlinear cross-correlation problem for the time-domain signal $f(t)$:
$S(\omega) = \overline{\mathcal{F}\left[f(t)\right]} \mathcal{F}\left[f^n(t)\right]$
with $n&...
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1answer
81 views
Dependence of correlation peak height on GPS C/A signal's SNR, noise floor level (dBFS), correlation period length and ADC resolution
Assuming correlation at 2X the chip rate (2046 chips per period) and 500 Hz frequency search bins.
There are probably additional variables here that I'm missing and I'm not sure how to quantify a ...
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48 views
Detect orthogonal sequence with fading
For a set of $N$ orthogonal sequences $\textbf{A}^i = \{a_1^i,a_2^i,...,a_M^i\}, i =1 ..N$, the detection of these sequences can be done by calculating the inner product (dot product) of receive ...
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165 views
What is the explanation for the inverse FFT of a cross-correlated signal being shifted by some amount in the time domain?
I created two signals in the time domain: signal A which is a square wave, and signal B which is a right-angled triangle wave, as shown in the picture below.
I took the FFT of these signals, ...