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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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
34 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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47 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
20 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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58 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
38 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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41 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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40 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, ...
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1answer
155 views
convolution vs correlation? [duplicate]
What is difference between convolution and correlation?In simple words or in a nut shell?
As far as i am able to study is that Convolution is a mathematical operation used to express the relation ...
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17 views
How can I calculate time gap in different waves
I want, calculate the time gap between two signals .but that signal has frequently changed the frequency range. I want to combine with these two signal including phase shift I have a circuit for ...
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1answer
59 views
Does this make sense for cross-correlation in frequency domain?
If I have a signal A at 2 kHz and signal B mixed at 2 kHz + 3kHz, and then i take the FFT of them both, and then cross-correlate them many times, the 3kHz peak should disappear? Since this peak is not ...
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1answer
42 views
How to verify if my cross-correlation algorithm works?
So I have a signal generator which can produce two separate signals.
I use a spectrum analyzer to read these signals, and can interface with Python.
I wrote a Python code which takes in these two ...
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50 views
How to extract information about each constituent 'wave' of a signal?
I have a vector containing wind speeds sampled at 1Hz over ten minutes.
I have applied a lowpass filter of 0.25Hz to get only the wind speeds I am interested in.
I now want to use MATLAB to ...
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18 views
How can I get better results from Phase Correlation
I am using Phase Correlation to register 3D data. There's a clear distinction in the y direction so the resulting shifts seem to be correct. But since there is a lot of similarity in the x direction ...
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100 views
Understanding correlation in image processing using examples
I have been trying to understand the intuition behind the correlation. I understand from this guide that correlation is a way to detect a known waveform in a noisy background. I have seen from this SO ...
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1answer
160 views
What is the time reversal convolution
Given a signal $r(t)$ which is a result of convolution between signal $x(t)$ and a channel $h(t)$ as below :
$r(t) = h(t)*x(t); $
what I know, the time reversal convolution can be process as ...
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19 views
Pearson correlation coefficient vs mutual information
I recently computed both the pearson coefficient and the mutual information of two time series as well as the corresponding error bars, and what I find out in the end is a significant level of ...
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34 views
Are there methods to measure how the change in one signal will affect another signal?
I have two distinct signals and I would like to compute their correlation. However, I think that just computing the crosscorrelation does not work here, since the signals are from different sources — ...
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25 views
Decorrelation for Adaptive Feedback Cancellation: How does it work?
I am going through lecture slides on adaptive feedback cancellation right now, and several decorrelation measures are mentioned.
As I understand, these are important in order to avoid a bias in filter ...
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38 views
Find repeating sequences in audio file
I have a long audio file (12+ hours). I know that there are some unknown small (2 minutes each or thereabout, it varies) repeating (not bit by bit: it is recorded with a mic) chunks in it, repeating ...
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80 views
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129 views
Correlation of independent random processes
Suppose $X(t)$ and $Y(t)$ be two independent random processes. Is $E(X(t_1)Y(t_2))$ necessarily zero?
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74 views
Validating Jakes model in Rayleigh Fading channels
I am trying to validate the Jakes model by comparing the autocorrelation function given by $ \rho(\Delta t ) = J_{0}(2 \pi f_{d} \Delta t)$, where $ f_{d} $ is the maximum Doppler shift, $ J_{0} $ is ...
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4answers
94 views
What is definition of independent random variable
I wan't to ask that if
E{X}=0
E{Y}=0
and E{XY}=0
then how can I verify if the two random variables are independent or not.
X , Y are both continuous random variables {I am not able to recall ...
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1answer
255 views
Maximum cross-correlation coefficient value for time delay estimation
I am using cross-correlation for time delay estimation of two synchronized recordings ($x_1$ and $x_2$) of a fixed sound source from two different locations.
I understand that the delay is associated ...
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1answer
35 views
high & low pass correlated dither noise question
I read a pretty cool article the other day:
https://www.digido.com/ufaqs/dither-noise-probability-density-explained/
It says that if you have two dice (A and B) that you can roll both dice and then......
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13 views
Combine correlating input signals to generate multiple output signals
Choosing a descriptive title was quite hard, as I am not sure how to describe my problem accurately.
I have a mechanical system fitted with several sensors (Strain Gauges and motion Sensors). There ...
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39 views
How can i calculate a matrix of correlation?
I want to implement my own music algorithm detecting an angle of arrival of non-stationary signal and I need to make a matrix of correlation of this signal. I have problem because I don't know how to ...
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1answer
21 views
Can somebody explain SDF and MACE to me?
I can't find any information on SDF and MACE save for a vague exert in Kinser's Image Operators books. Therefore I am dumbfounded. I can't understand what they do and what's their role in composite ...
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1answer
71 views
Signals Cross Correlation from Their Power Spectral Densities?
For two real valued signals $f$ and $g$ with their corresponding power spectral densities $|F(k)|^2$ and $|G(k)|^2$ Is there a way to get an intuition of how correlated $f$ and $g$ are just by looking ...
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1answer
160 views
Cross Correlation, how can any signals except the trivial cases be uncorrelated?
I have been working on a problem where I am trying to subtract two Power Spectral Densities (PSD's) from one another in the following way. $$|F(k) - G(k)|^2 = |F(k)|^2 - |G(k)|^2$$
Which is only ...
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1answer
87 views
What kind of power spectrum implies uncorrelation in time?
I am new in signal processing field, and actually I just need some basic tools for what I am working on. I've learnt that the autocorrelation function is the inverse Fourier transform of the signal's ...
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34 views
Aperiodic Correlation function using FFT Method
Periodic correlation function between two binary sequences say x and y can be computed using FFT. corr_value = ifft(fft(x).*conj(fft(y));
Can some one please help on how to compute aperiodic ...
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60 views
Time delay estimation of signals increasingly decorrelated
The problem may be summarized as follows: I have a stochastic signals and I want to measure an increasing delay, as depicted in the following picture. The picture represents the signal as it is being ...
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1answer
164 views
What is the Fastest Way Ever to Do 2D Correlation?
Here is what i gathered so far:
Any sliding window classification, image filtering or similar can be fastly done by a FFT (flip the signal and do convolution).
Also, if the template/filter kernel is ...
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2answers
72 views
What is the betwwen [i,j] and [u,v] in explinations of correlation and convolution (picture attached)?
I don't know how to write 'summation' symbol here hence posting the picture.
Can someone explain to me the difference between i,j and u,v in this explanation of correlation and convolution?
I know ...
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1answer
77 views
Efficient correlation of a low duty cycle training sequence
Is there a way to efficiently correlate a training sequence that is N samples long, framed at M samples where M >> N, with L occurrences of such frames (see below). For the pedants, the training ...
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0answers
139 views
What is the difference between using corrcoef to compare two signals by column, and as whole matrices?
I have two matrices, which represent acceleration readings of the same event from two seperate sensors, and I would like to calculate the correlation coefficients so that I may get a measure of how ...
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1answer
200 views
How to get the background noise of microphone?
I am working on the automatic volume control for television which should take care of background noise. For this, I need to first find out the background noise. I have read in research papers that we ...
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1answer
80 views
Detection complex vectors by using correlation
I sent out a complex vector $x_i \in \{x_1,...x_n \}$ and receive a vector $y$.
I use correlation $y^Hx_i$ to detect which $i$ was sent.
If $y$ is corrupted by AWGN channel, the optimum rule should ...
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0answers
46 views
Co-prediction of signals
Is there any plausible method to estimate or predict one signal, on the basis of known value of another signal, provided the two signals bear a strong correlation?
For instance, the audio amplitude ...
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1answer
89 views
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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2answers
98 views
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
$$
R_{XY}(\tau) = \int_{-\infty}^{+\infty} x(t)...
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1answer
15 views
How can faux correlated data be generated for testing or training?
There are one or two questions here that ask how to assess data correlation. The data tends to be empirical.
Is there some tool or standardised technique for generating correlated data from scratch? ...
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1answer
83 views
What level of correlation coefficient suggests correlation?
In Python (and Numpy), I recently did:-
a = np.random.randint(0,256,1000)
b = np.random.randint(0,256,1000)
and when I calculate the correlation coefficient $r$ ...
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2answers
62 views
How to interpret correlation angle from frequency domain
Since the coefficient of one frequency could be seen the length of the signal projects on that frequency basis.
And the length is
$$|a|\cos\theta= \frac{a\cdot b}{|b|} $$
If I divide the ...
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1answer
161 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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1answer
99 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
46 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
35 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.
...
