# 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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### Can white noise be correlated to a random signal

For an random signal $X$ (does not matter if it is correlated or uncorrelated), given lag $τ$. If white noise is added to this signal, then can the summation of them be a correlated signal? Also, even ...
128 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 ...
1 vote
249 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 ...
1 vote
132 views

### Proving that the autocorrelation of a signal is the convolution with its time-reversed complex conjugate

I need to prove the property $$f(x)⊕f(x)=f(x)⊗f^*(-x)$$ That is the autocorrelation of a function is the convolution with its time-reversed complex conjugate. I have constructed most of the proof but ...
250 views

### Extract a signal from noise, so I can view noise spectrum only?

I have a perfect modulated signal. I have the same signal but with noise, this noise is from non linear amplification. Is it possible, to extract the clean signal so it's just leaving the noise? The ...
32 views

### Cross-quantilogram method

What is this method in general? What is the main difference between the quantile cross-spectrum (QS) approach developed by Baruník and Kley (2019) and the cross-correlation function (QS) developed by ...
1 vote
78 views

I am trying to find the correlation between the signals $u(t)$ and $\sin(t)[u(t)-u(t-2)]$ The correlation function $C(t) = \int^{\infty}_{-\infty} u(\tau+t)\sin(t)(u(t)-u(t-2))d\tau$ This is my ...
56 views

### How would the correlation coefficient between 2 images change if we rotated 1 image?

Suppose we have a image which is represented by a matrix $\begin{bmatrix} a & b & c \\ d & e & f \\ g & h & i \\ \end{bmatrix}$ and we want to find its correlation with ...
36 views

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### Calculating transform for maximum decorrelation?

Suppose you have a set of $n$ sensors with overlapping sensitivities--like the cone cells of an animal retina, which is in fact the sort of system I am trying to model. Given the frequency-response ...
132 views

### Emergence - what constitutes a minimally coherent source that "just begins" to produce stationary interference patterns?

A superposition of two signals with different frequencies will never produce visible (i.e. stationary) interference patterns. Such waveforms will produce spatiotemporal beat patterns, but they rapidly ...
252 views

### What does the covariance of a power spectral density between frequency points mean [duplicate]

I am struggling to understand the meaning of the covariance of PSD (Power Spectral Density) between two frequency points ($f_1$ and $f_2$). The covariance of a function $s(t)$ in time domain $t$ is a ...
13k 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 ...
40 views

### Calculating delay b/w signals using correlation

I am generating two signals of same frequency, i introduce a fixed delay in one of the signal and then try to find out the simulated delay using MATLAB 'gccphat' and 'finddelay' functions, but not ...
2k 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 ...
1 vote
180 views

### How can I check similarity of two different sinusoidal waveform model?

I am trying to establish a similarity index for two different signals. These signals are quite different in amplitude and signal length. Their waveform is sinusoidal, and frequencies are at a close ...
44 views

### Finding correlation coefficient of two dependent random variables

I know when there are two independent random variables X and Y, the correlation coefficient is But what if the two random variables are dependent, for example, Y-X and X+Y, how can I represent them ...
1 vote
9k 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 ...
143 views

### Why we need convolution in image processing?

To my understanding, there are two methods to do linear filtering. One is cross-correlation, and another is convolution. Convolution requires 'flipping' the kernel when you do the calculation. I think ...
1 vote
104 views

### What exactly happens in correlation?

I have understood convolution and it seems almost same as correlation mathematical expression wise. But in terms of signal processing,both are different operations. The difference between convolution ...
11k views

### numpy.correlate and autocorrelation; audio signal

I want to calculate delay between an input and an output audio signal of my audio processing system. The input and output signals are available as signed 16 bit integers. To try out, I tried the ...
137 views

### Extract amplitudes

I have two mixed signals like $A_1f(t) + A_2g(t)$, where $f(t)$ and $g(t)$ are sinusoidal. I want to extract the amplitude infos. Directly I can not get the amplitudes (or I don't know how to). What I ...
270 views

### Autocorrelation & Cross-Correlation -> Main uses in DSP??

Please help understanding the DSP usage of Autocorrelation & Cross-correlation It seems this is strongly linked to calculating phase offsets, frequency offset for carrier recovery, symbol timing ...
1 vote
104 views

### 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 ...
459 views

### 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 ...
555 views

### 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 ...
736 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 ...
684 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 ...
513 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 ...
75 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 ...
312 views

### 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 ...
57 views

### 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 ...
52 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 ...
131 views

### 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 ...
1 vote
390 views

### 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 ...
215 views

### 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 ...
105 views

### 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 ...
133 views

### 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 ...
65 views

### 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?
520 views

### Using a Wiener Filter to Estimate a Transfer Function

As a follow on Estimate the Transfer Function of an Unknown System which os estimating a transfer function of an unknown system using a Wiener filter, How would you put a minimum MSE criteria on how ...
1 vote