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.
243
questions
0
votes
1
answer
44
views
Remove sample from audio with different amplitudes
I have a piece of audio with a sample occurring within it multiple times. I wish to remove these occurances. However, the sample has slightly different amplitudes each time. Some of the samples occur ...
- 284
2
votes
1
answer
69
views
Relation and differences between correlation sequence and correlation matrix
Suddenly I am stuck at a question while studying Statistical signal processing:
What are the differences between correlation sequence and matrix (can be auto/cross), and how are the two related? When ...
- 33
0
votes
0
answers
38
views
Time domain expression of a stationary continous broadband signal and its autocorrelation
I want to find the auto-correlation of a stationary continous broadband signal.
The auto-correaltion is
$$f\star f=\int_{-\infty}^\infty f^*(t)f(t+\tau)\ \mathrm{d}t.\tag{*}\label{*}$$
The power ...
0
votes
2
answers
44
views
Adaptive Correlation Threshold for QPSK
A single-carrier QPSK signal passed through a fading channel is correlated in the receiver using standard complex-conj correlation with a known sequence. The received signal's amplitude fluctuates ...
1
vote
0
answers
29
views
How to sync two similar lists/waveforms with differently populated data in python?
I have two lists of sizes L1 - 22400(865*26) and L2 - 79000 with measurements of some environmental data. Data of both the lists are measured simultaneously. The L2 is a continuous measurement for ...
0
votes
1
answer
63
views
Wrong matched filter sidelobe level for linear chirp despite (invalid ?) energy normalization
I'm trying to reproduce the -13.2 dB sidelobe level typically observed for a linear chirp pulse (cf. for instance this MATLAB documentation page: ...
- 175
0
votes
0
answers
44
views
How can I calculate the probability of detection and false alarm rate of a correlation result assuming a given SNR threshold in AWGN?
I am transmitting an LFM chirp with fixed bandwidth $B$ and sample rate $f_{s}$, containing $N$ samples. The chirp is windowed with a Kaiser window, which generally has constant $\beta$ but can vary. ...
0
votes
1
answer
140
views
Cross Correlation Peak Value of Wideband signals - The Phase and Sample Offset are related but how
Two CDMA Codes or Gold Codes or PRN Sequencies, i.e. a pattern in time, are cross correlated in the time domain. However one of them is delayed compared to the other.
How is the phase argument of the ...
- 45
0
votes
1
answer
56
views
Cross-correlation of two processes generated from the same signal through different LTI systems
A problem in Statistical and Adaptive Signal Processing (problem 10.15) presents two WSS signals both generated from zero-mean white Gaussian noise with $\sigma_w = 1$. They are described by $v_1(n) = ...
1
vote
0
answers
108
views
second order cross correlation
I have two signal sequences $u$ and $y$, where the former is the input to a system and the latter is the output of the same system. I would like to find second-order correlation between the two ...
- 115
2
votes
1
answer
1k
views
Can white noise be correlated to a random signal
For an random signal $X$ (does not matter if it is correlated or uncorrelated), given lag $τ$. If white noise is added to this signal, then can the summation of them be a correlated signal? Also, even ...
- 25
0
votes
0
answers
44
views
Cross-quantilogram method
What is this method in general?
What is the main difference between the quantile cross-spectrum (QS) approach developed by Baruník and Kley (2019) and the cross-correlation function (QS) developed by ...
- 1
1
vote
1
answer
337
views
Proving that the autocorrelation of a signal is the convolution with its time-reversed complex conjugate
I need to prove the property $$f(x)⊕f(x)=f(x)⊗f^*(-x)$$ That is the autocorrelation of a function is the convolution with its time-reversed complex conjugate. I have constructed most of the proof but ...
- 19
0
votes
1
answer
84
views
How would the correlation coefficient between 2 images change if we rotated 1 image?
Suppose we have a image which is represented by a matrix
$
\begin{bmatrix}
a & b & c \\
d & e & f \\
g & h & i \\
\end{bmatrix}
$
and we want to find its correlation with ...
- 153
2
votes
1
answer
113
views
Correlation gives contradictory results
I am trying to find the correlation between the signals $u(t)$ and $\sin(t)[u(t)-u(t-2)]$
The correlation function $C(t) = \int^{\infty}_{-\infty} u(\tau+t)\sin(t)(u(t)-u(t-2))d\tau$
This is my ...
- 153
2
votes
0
answers
43
views
Average time-domain signal power from correlated Fourier transforms
Suppose I have real-valued continuous-time sequences $x_1(t), x_2(t), x_3(t)$ with Fourier transforms $X_1(\omega), X_2(\omega), X_3(\omega)$. I know that $X_3(\omega)=H(\omega)( aX_1(\omega)+bX_2(\...
- 349
0
votes
0
answers
43
views
Template Matching non-rectangular template in non-linear order
Question
Is there an existing algorithm that does cross correlation with two images, including a weight image?
In template matching, when should I prefer the sum of absolute errors vs cross ...
0
votes
2
answers
72
views
Correlating signals in real-time when the time-delay is larger than frame-time
What are some possible approaches to address the challenge of correlating two signals when the time delay ($T_d$) from the source to the microphone is greater than the microphone's frame time ($T_f$)? ...
0
votes
0
answers
28
views
Model validation- comparing signals
Let's say I am trying to validate a model. I have a signal from measurement and a signal from the simulation of the model. Simulation was done with the same initial and boundary conditions as ...
1
vote
0
answers
40
views
Could the conjugate derivatives of two independent random signals be uncorrelated?
Suppose there are two independent signals, $s(t-\tau)$ and $n(t)$, and they are doubtly uncorrelated so that $\mathbb{E}${$s(t-\tau)\times n(t)$}=0. I wonder if the equation
$\mathbb{E}${$\frac{\...
- 27
3
votes
1
answer
62
views
Calculating transform for maximum decorrelation?
Suppose you have a set of $n$ sensors with overlapping sensitivities--like the cone cells of an animal retina, which is in fact the sort of system I am trying to model. Given the frequency-response ...
2
votes
0
answers
221
views
Ambiguity function volume
I find myself confused how two properties of the ambiguity function relate to one another.
The properties in question are (presented here from wikipedia, but similar formulas can be found in books by ...
- 21
3
votes
0
answers
134
views
Emergence - what constitutes a minimally coherent source that "just begins" to produce stationary interference patterns?
A superposition of two signals with different frequencies will never produce visible (i.e. stationary) interference patterns. Such waveforms will produce spatiotemporal beat patterns, but they rapidly ...
- 131
2
votes
1
answer
629
views
What does the covariance of a power spectral density between frequency points mean [duplicate]
I am struggling to understand the meaning of the covariance of PSD (Power Spectral Density) between two frequency points ($f_1$ and $f_2$).
The covariance of a function $s(t)$ in time domain $t$ is a ...
- 107
0
votes
1
answer
50
views
Calculating delay b/w signals using correlation
I am generating two signals of same frequency, i introduce a fixed delay in one of the signal and then try to find out the simulated delay using MATLAB 'gccphat' and 'finddelay' functions, but not ...
- 49
1
vote
1
answer
432
views
How can I check similarity of two different sinusoidal waveform model?
I am trying to establish a similarity index for two different signals. These signals are quite different in amplitude and signal length. Their waveform is sinusoidal, and frequencies are at a close ...
- 71
0
votes
0
answers
46
views
Finding correlation coefficient of two dependent random variables
I know when there are two independent random variables X and Y, the correlation coefficient is
But what if the two random variables are dependent, for example, Y-X and X+Y, how can I represent them ...
0
votes
2
answers
204
views
Why we need convolution in image processing?
To my understanding, there are two methods to do linear filtering. One is cross-correlation, and another is convolution. Convolution requires 'flipping' the kernel when you do the calculation.
I think ...
- 23
1
vote
1
answer
164
views
What exactly happens in correlation?
I have understood convolution and it seems almost same as correlation mathematical expression wise. But in terms of signal processing,both are different operations.
The difference between convolution ...
- 1,918
2
votes
1
answer
407
views
The difference between convolution and cross-correlation from image processing point of view
The difference between convolution and cross-correlation from a signal-analysis point of view
The above question gives very good information from signal processing point of view. But what about images?...
- 1,918
0
votes
2
answers
429
views
Extract a signal from noise, so I can view noise spectrum only?
I have a perfect modulated signal.
I have the same signal but with noise, this noise is from non linear amplification.
Is it possible, to extract the clean signal so it's just leaving the noise? The ...
- 45
3
votes
2
answers
354
views
Autocorrelation & Cross-Correlation -> Main uses in DSP??
Please help understanding the DSP usage of Autocorrelation & Cross-correlation
It seems this is strongly linked to calculating phase offsets, frequency offset for carrier recovery, symbol timing ...
- 109
0
votes
2
answers
494
views
Power spectral density and auto correlation function: Frequency vs time representation
I have a time correlated periodic signal $a(t)$ with $t=0,1,...,T$ and $a(t+T) = a(t)$ that has been sampled at rate $\Delta t$ and I analyse the signal using the PSD via FFT and the ACF. As far as I ...
1
vote
1
answer
456
views
Cross-correlation maximum in frequency domain
I need to compute the complex cross-correlation between two signals a and b and the take only the maximum value of the cross-correlation, regardless of the lag time where this occurs. I can do it ...
- 37
0
votes
1
answer
58
views
if I have 2 signals that are similar how will their cross correlation will look like?
I need to compare between 2 signals that both of them are different notes of the same musical instrument, so I thought maybe I can do it by Cross-Correlation but I dont really understand how to do it ...
3
votes
2
answers
109
views
Generalized correlation coefficients
Assume there are given two Gaussian random vectors $\boldsymbol{x}$ and $\boldsymbol{y}$ of equal length $N$ with corresponding means $\boldsymbol{\mu}_x$, $\boldsymbol{\mu}_y$ and covariance matrices ...
- 185
1
vote
1
answer
136
views
Plotting the real or absolute of correlation?
I had two vectors of data and I computed their correlation using corr(f,g) = ifft( fft(f) .* conj(fft(g)) ) / cov(f,g). I cannot figure out whether to use the real ...
- 23
0
votes
1
answer
164
views
Y axis Component of Rxy in MATLAB
I calculated the $R_{xy}$ by cross-correlating $x(n)$ and $y(n)$.
Now, in the MATLAB command window, I wish to construct the Y-axis component of $R_{xy}(n)$. I'm not sure how I'm going to do it. Is ...
0
votes
0
answers
21
views
How can I generate X Axis componant in R_xy in MATLAB?
Let's say I have cross-correlated $x(n)$ and $y(n)$ and got the $R_{xy}(n)$.
Now if I want to generate the x-axis component of $R_{xy}(n)$ in the command window of MATLAB. How can I do that? is there ...
-1
votes
1
answer
70
views
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?
- 59
1
vote
2
answers
638
views
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 ...
- 31
0
votes
0
answers
32
views
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 ...
- 13
1
vote
2
answers
530
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 ...
- 13
0
votes
0
answers
57
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 ...
- 1
0
votes
1
answer
221
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 ...
0
votes
0
answers
54
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 ...
- 677
2
votes
1
answer
269
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) = \...
- 726
0
votes
1
answer
400
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 ...
- 325
2
votes
3
answers
108
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 ...
- 21
3
votes
2
answers
498
views
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 ...
- 53.8k