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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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 ...
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correlation psd and wave
Given a the discrete spectra of a generical parameter $p(f_{m},x_{n})$ placed along a line regoularly spaced. For every frequency $f_{m}$ I do (with a nested cycle) for every wavenumber $f_{m}$ the ...
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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 ...
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Given a correlation between A and B, can I calculate bounds on the correlation between A and C times A and B?
Lets say I have three vectors, A, B, and C. I know the correlation between A and B, which makes it intuitive that this gives a bound on the product of the correlations $r_{B,C} \cdot r_{A,C}$. For ...
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Rank of (Estimated) Correlation Matrix for Frequency Estimation
Many subspace frequency estimators perform an estimate of the data correlation matrix as a first step. Assume a signal model of the form
$$\boldsymbol{s} = \boldsymbol{H}(\boldsymbol{f})\boldsymbol{a} ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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What is the calibration method of this stereo camera?
I have a stereo camera setup from "QuantifiCare" Company that specifies for 3D reconstructing image of a human face just by 3 images. Everything is working well but I like to know the method ...
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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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