# 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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### 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 ...
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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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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 ...
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### Measuring typical seperation between patches using 2D Fourier Transform

I need to extract information about the typical distance between the black patches in an image like the one I attached here. Typical distance would be the the most frequent separation between two ...
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### improve delay detection between two signals

Hi there I'm trying to measure time delay of one percussive event recorded by two contact mikes on a glass surface. I decided to check the cross correlation (via FFT) and detect the index of the max ...
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### Calculation of the correlation of two sinusoidals

First of all I apologize for the long question. I am working with a 3-axis accelerometer and a 3-axis gyroscope and I need to calculate the correlation between the different signals (acceleration in x,...
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### Evaluating auto correlation strength (Gamma)

I'm working on Cognitive Radio in TV Band Spectrum. I need to sense the presence of signal in a particular spectrum. I have to sample the incoming signal (say 1000 samples) and I have to find the ...
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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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### 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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### 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 ...
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### Template Matching non-rectangular template in non-linear order

Question Is there an existing algorithm that does cross correlation with two images, including a weight image? In template matching, when should I prefer the sum of absolute errors vs cross ...
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### Model validation- comparing signals

Let's say I am trying to validate a model. I have a signal from measurement and a signal from the simulation of the model. Simulation was done with the same initial and boundary conditions as ...
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### 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 ...
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### 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 ...
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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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### 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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### 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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### 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 ...