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.

Filter by
Sorted by
Tagged with
1
vote
0answers
28 views

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 ...
19
votes
1answer
39k views

Difference Between Correlation and Convolution in the Context of Image Processing

Could you please clearly explain what is the difference between correlation and convolution that is done by a filter on an image? I mean in terms of signal processing definition I know that ...
1
vote
1answer
544 views

Detecting a frequency pattern in the frequency domain

I am looking to detect a combination of frequencies in the frequency domain. For example, here is my spectrum: And I'm trying to detect the pilot tone. I have the FFT of the pilot tone: which zoomed ...
0
votes
1answer
31 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 ...
0
votes
1answer
45 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, ...
3
votes
2answers
758 views

Time Alignment of 2 Sensors Sampling the Same Signal with Different Hardware Delays

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). ...
0
votes
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, ...
2
votes
0answers
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&...
0
votes
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 ...
0
votes
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 ...
0
votes
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 ...
1
vote
1answer
199 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 ...
1
vote
0answers
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 ...
0
votes
1answer
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, ...
0
votes
0answers
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 ...
1
vote
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 ...
2
votes
2answers
341 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 obtain these data using Bonsai and Open Ephys for an open field exploration experiment.) I sent $150\text{ ms}$ long TTL pulses ...
0
votes
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 ...
1
vote
0answers
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 ...
1
vote
1answer
201 views

Correlation Performed 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 ...
0
votes
0answers
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 ...
5
votes
1answer
440 views

Finding dependence between two sparse signals

I am new to signal processing and would really appreciate your help. happy to provide more context/details. In my research, I have a system that has many sensors $X_1, \ldots, X_N$ and using this ...
2
votes
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 ...
0
votes
1answer
150 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 ...
3
votes
4answers
97 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 ...
1
vote
1answer
149 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 ...
1
vote
0answers
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 ...
0
votes
0answers
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 — ...
0
votes
0answers
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 ...
0
votes
0answers
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 ...
0
votes
1answer
80 views

Practical question about DFT in Matlab

Please consider this piece of code: ...
0
votes
1answer
72 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 ...
2
votes
1answer
126 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?
0
votes
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 ...
5
votes
1answer
251 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 ...
0
votes
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......
0
votes
0answers
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 ...
0
votes
0answers
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 ...
0
votes
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 ...
3
votes
2answers
4k views

Compressive Sensing - Incoherence Property

Compressive Sensing is built on 2 properties: 1) the sparsity of the representation basis relative to the sampling basis and 2) the incoherence between the singular vectors from each of the 2 bases in ...
1
vote
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 ...
2
votes
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 ...
0
votes
0answers
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 ...
10
votes
3answers
2k views

What Does It Mean Exactly When Two Parts of a Signal Are Correlated?

I stumble quite often upon the notion that two or more parts of a signal are correlated to describe semi-formally that they belong together. For example in image processing, two pixels on an edge ...
1
vote
0answers
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 ...
1
vote
1answer
163 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 ...
0
votes
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 ...
0
votes
1answer
476 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 ...
0
votes
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 ...
0
votes
0answers
136 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 ...