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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Physical interpretation of 4th-order correlations
BACKGROUND:
Let's say we have samples of a random process $X(t)$ at two different times, $t_1$ and $t_2$, denoted $X(t_1), X(t_2)$. The values of $X(t)$ represent some voltage-like quantity (i.e. a ...
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Two different definitions of cross-correlation
I have come across two different definitions of the cross-correlation function:
$$
R_{XY}(\tau) = \int_{-\infty}^{+\infty} x(t) y(t+ \tau) dt
$$
and
$$
R_{XY}(\tau) = \int_{-\infty}^{+\infty} x(t)...
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1answer
15 views
How can faux correlated data be generated for testing or training?
There are one or two questions here that ask how to assess data correlation. The data tends to be empirical.
Is there some tool or standardised technique for generating correlated data from scratch? ...
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1answer
61 views
What level of correlation coefficient suggests correlation?
In Python (and Numpy), I recently did:-
a = np.random.randint(0,256,1000)
b = np.random.randint(0,256,1000)
and when I calculate the correlation coefficient $r$ ...
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2answers
38 views
How to interpret correlation angle from frequency domain
Since the coefficient of one frequency could be seen the length of the signal projects on that frequency basis.
And the length is
$$|a|\cos\theta= \frac{a\cdot b}{|b|} $$
If I divide the ...
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0answers
25 views
Simulating 1D correlated Gaussian noise
I have some sensor which shows a Gaussian error distribution around the true value. I can simulate uncorrelated measurements via a list of RNG samples from a normal distribution with known mean and ...
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1answer
51 views
Correlation of a signal
I have one sample for a signal. This sample is a vector of length 384. I need to calculate the correlation matrix for this signal,So I need many samples for the same signal.
How can i generate these ...
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0answers
17 views
Confidence measure for GPS CA Code Acquistion
As a follow-on to this question, how do GPS receivers decide if they've successfully acquired the coarse acquisition (CA) code for a GPS satellite?
If it's based on post correlation SNR, what's the ...
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1answer
61 views
Correlation between slightly misaligned images
I am matching camera images of projection screens with rendered pages of PDF documents using Pearson's and Spearman's correlation coefficient. When the images (3, 4, 5) are aligned, this works fine in ...
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1answer
34 views
BER performance of fractional equalizers for colored noise
I am trying to compare the BER performance of fractional and symbol spaced equalizers for channel equalization in colored noise scenario. I have found from simulation that for positively correlated ...
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1answer
32 views
How we can show that 2 correlated videos are similar?
Can I tell that different versions of the same video are correlated to each other?
and if so, how can I show this correlation? for example,
high-quality and poor-quality versions of the same video.
...
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19 views
Positive definites of correlation functions
Say I you have two time series, $x_k, k=1,2$ generated from two, possibly correlated, complex gaussian processes. The lag 0 and 1 auto-correlation estimate for the two time series is denoted $R_{0,k}, ...
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On the confidence intervals of matrix autocorrelation
Considering the case of signal autocorrelation in 1D, I've read that the distribution of the correlation coefficients $r$ of a white noise (independent and identically distributed random variable) ...
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0answers
93 views
Matrix cross correlation in python
I'm currently performing matrix cross correlation in python using :
C = scipy.signal.correlate2d(A,A)
where A is a 2D matrix, typically a picture. As you can ...
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1answer
57 views
Correlation peformed by convolution
Background: The question here is related to images in particular and not signal/waveforms.
I have been reading a lot of answers about the difference between convolution and correlation but I am stuck ...
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2answers
161 views
How can I align these two signals? Cross correlation isn't working properly
I have two radios sampling simultaneously, and I am trying to time-align their two signals (they will always start sampling at slightly different times with random delays due to hardware differences). ...
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25 views
How do i estimate the momentary white noise out of three signals sampled at different frequency and phase?
I have three signals sampled at different three frequencies $Fs_1, Fs_2, Fs_3$.
They all suffer from the same white noise source.
I allow my self, if needed, to sample at a higher frequency than ...
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2answers
98 views
How can I synchronize signal from an LED and TTL pulses better?
I would like to synchronize my video and voltage data using Python.
I sent $150\text{ ms}$ long TTL pulses to a computer recording the voltage data, at the same time as to an LED in the field of view ...
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1answer
41 views
Calculation of Correlation Matrix
In the description of any Beamforming Technique for microphone array signal processing there is a usage of the co-relation matrix.
What is the use of calculating such a co-relation matrix in such ...
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0answers
143 views
How to do cross correlation in real time?
I want to measure the signal similarities between two time domain signals a and b in real time. I do not know where to start. I think cross correlation might help but not sure how. Please guide me :-)
...
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1answer
21 views
Investigating correlation for unequal signal lengths
I have measurements from two tablet sensors. The first sensor measures the touch pressure applied to the tablet and the second sensor is the acceleration of the tablet (in z direction). The sensor ...
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0answers
17 views
Relationship between signal amplitude and input output correlation
I have a linear system with input $ x(t) $ and output $ y(t)$ given by $$ y(t) = \int_0^\infty K(t')x(t-t')dt', $$ where $K(t)$ is a known kernel, with some parameters.
The functional form of $K(t)$ ...
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Relationship of the cross correlation and the amplitude of the signal
I would like to characterise the maximum amplitude $|x(t)|$ (or similar quantity $|x(t)|$ or $|x(t)|^2$) of the following linear system
$$ x(t) = \int_0^\infty K(t')S(t-t')dt',$$
where $ S(t) $ is ...
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1answer
73 views
Designing an efficient curve-matching algorithm
I'm currently designing a curve-matching algorithm and as I already explored many ideas I'm requesting your help. So, if you got some advices about how to handle this problem, feel free to answer!
...
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39 views
Best correlation technique in image processing
I want to find displacement between two images (one is the original image and the another one is the deformed version of that image).
Can I do this by using correlation techniques?
If so, then which ...
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1answer
230 views
DoA estimation using microphone array
I am using an array of 4 microphones in a square formation. My goal is to estimate the direction (azimuth only) of incoming speech sound.
The array looks like this:
I have recordings from the array ...
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0answers
107 views
Cross spectral density versus coherence
I am working with connectivity between different (EEG) signals and I'm trying to understand why people use coherence (the normalized version of the cross spectral density) as a measure of ...
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1answer
602 views
Why do we need to conjugate complex signals in autocorrelation and cross correlation
Why is it necessary to conjugate $f(t)$ while performing auto correlation or cross correlation with respect to $g(t)$, if $f(t)$ and $g(t)$ are complex signals?
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2answers
136 views
Difference between $\mathbb{E}[\mathbf{x} \mathbf{x}^{\rm{H}}]$ and $\mathbb{E}[(\mathbf{x}-\boldsymbol{\mu}) (\mathbf{x}-\boldsymbol{\mu})^{\rm{H}}]$
Let us have a random vector $\mathbf{x} \sim \mathcal{CN} (\boldsymbol{\mu}, \boldsymbol{\Sigma})$ with $\boldsymbol{\mu} \neq \mathbf{0}$. What can we say about the relationship between the elements ...
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1answer
92 views
Why MATLAB only allows cpsd and mscohere between vectors with the same length?
I am studying the applications of finding coherence in the frequency spectrum between two signals for pattern recognition. I have a recording that is way longer than the sampled signal that I want to ...
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1answer
319 views
Why correlation is not associative in the context of image processing?
I can see most of the places it says "convolution is associative, while correlation, in general, is not".
Denote $*$ convolution operator, let's say you have an image $f$, which you need to convolve ...
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0answers
63 views
Fastest PC configuration for FFT [closed]
I'm currently implementing rotation-invariant phase correlation algorithm, which is a variant of phase correlation algorithm (https://en.wikipedia.org/wiki/Phase_correlation) to estimate relative ...
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1answer
477 views
what does it mean to have a decorrelated colour space?
I'm working on the problem of colour transfer between images. In the literature there's a common practice that consists in performing the transformations on images in what is called a decorrelated ...
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2answers
183 views
Is there anything called uncorrelated filter?
I understand to an extent various filter like low pass filter, high pass filer, Wiener filter Kalman filter etc. I also understand some of this filter will decorrelate/uncorrelate the signal. The ...
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1answer
544 views
Obtaining impulse response by means of cross-correlation between input and output
Having a system with an input (sound emitter) that is defined as a unit-variance white noise sequence, and I get the output (sound receiver) so I can measure cross-correlation functions between them, ...
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1answer
84 views
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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1answer
342 views
Array Signal Processing: What are snapshots in Direction of Arrival estimation?
I do have an overview of basic radar signal processing chain [Data cube, 3 stages of FFT, Range, Range-Doppler map, coherent/non-coherent integration, coarse DoA etc.].
I am now trying to understand ...
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1answer
160 views
Question about correlation of two signals
I'm working on some practice examples and in one of them I'm asked to find the convolution and the correlation of some signal pairs given. I know that correlation , given two signals x(n),g(n), is ...
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1answer
106 views
Recovering a DSSS signal with poor clock synchronization
I've run a lot of simulations and it seems like DSSS is just as noise resistant as people say it is. Resistant from jamming and even it seems some fading and narrow-band interference. I'm doing this ...
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1answer
2k views
How to normalize output of $\tt scipy.signal.correlate$
I have 2 different signals and I'm trying to cross-correlate then using Python 2.7 and scipy.signal.correlate. How do I normalize my results (such that the max ...
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1answer
2k views
Correlation of two signals at different sample rate
I have a signal $X$ and I want to find signal $Y$ in $X$, I can achieve this by cross-correlation. Signal $X$ is sampled at $8000\textrm{ Hz}$, and $Y$ signal is sampled at $44100\textrm{ Hz}$.
My ...
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1answer
190 views
Correlation (or something similar) analysis between data with different sampling rates
I tried to do correlation analysis on the data with different sampling rates.
For example, I have two sensors, A and B. Each sensor collects data with different sampling rates, e.g., A: 10Hz, B: 1Hz.
...
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1answer
1k views
Find Preamble (pattern) in signal, using Corelation
I have a signal which always has the same preamble (4x 0xAA - 10101010...).
I also have a signal with additive noise, and I want to find my preamble in that a noisy signal using corelation.
U used ...
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1answer
125 views
convolve to differentiate black and white colors
a figure for instance of size 500*500 has half above part with black and below half white should result in a white line where the
white meets the black (something like a single line at line 250 with ...
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1answer
866 views
Angle of arrival (AOA) estimation using FMCW radar using MUSIC algorithm
I am working with FMCW phased array radar with only upchirps. The range doppler matrix is obtained using the two dimensional fast Fourier transform on multiple chirps.
I want to obtain the angular ...
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1answer
417 views
Is there any difference between using convolution and correlation for finding edges with Sobel?
I know that Sobel is a filter for edge detection and we should use convolution to find edges, but is there any difference if we use correlation instead of convolution? I think Sobel tries to find a ...
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1answer
3k views
Correlation : How is correlation analogous to dot product?
Till now I know correlation tells about similarity. I was watching a video lecture on image similarity in which I came to know that correlation is analogous to dot product. And hence correlation of ...
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1answer
117 views
Matching guitar signal with tablature, near real-time algorithms?
I'm looking for candidate algorithms that might work for a use-case comparable to Rocksmith's analysis system. To compare a clean electric guitar signal with a tablature reference.
A higher latency ...
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3answers
159 views
How do I know quantitatively if the correlation of two time series is significant?
I computed the correlation coefficient of two time series of daily observations, x and y, but noticed that the more sampling ...
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1answer
3k views
Cross correlate a 2D array
I have a 2D array of eeg data with shape (64,512) - 64 electrodes, 512 timepoints
I want to calculate the maximum cross correlation (irrespective of lag/time shift) between every single electrode, so ...
