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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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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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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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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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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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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142 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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32 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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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
14 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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53 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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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
70 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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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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Why is correlation involved? - Axis Rescaling for a 2D axes - brightfield illumination microscopy of blood cells
for 1D axis rescaling, you use a FOV calculation
len_pixel=total_magnification * len_specimen_in_pixel
len_specimen_in_pixel=len_pixel/total_magnification
and then to get the axes rescaled, you do ...
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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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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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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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67 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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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
162 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
65 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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35 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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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
$$
R_{XY}(\tau) = \int_{-\infty}^{+\infty} x(t)...
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1answer
15 views
How can faux correlated data be generated for testing or training?
There are one or two questions here that ask how to assess data correlation. The data tends to be empirical.
Is there some tool or standardised technique for generating correlated data from scratch? ...
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1answer
78 views
What level of correlation coefficient suggests correlation?
In Python (and Numpy), I recently did:-
a = np.random.randint(0,256,1000)
b = np.random.randint(0,256,1000)
and when I calculate the correlation coefficient $r$ ...
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2answers
51 views
How to interpret correlation angle from frequency domain
Since the coefficient of one frequency could be seen the length of the signal projects on that frequency basis.
And the length is
$$|a|\cos\theta= \frac{a\cdot b}{|b|} $$
If I divide the ...
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1answer
104 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
90 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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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.
...
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1answer
328 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
156 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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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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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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130 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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26 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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1answer
160 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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1answer
458 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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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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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
159 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
561 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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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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935 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
211 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
996 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
101 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 ...
