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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Correlation using fft and xcorr and plot both answers (Matlab) [closed]

I am trying to calculate autocorrelation using fft and xcorr and plot the grafhic with both cases. ...
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941 views

Triple correlation in MATLAB

How can I calculate a triple correlation between 3 signals A,B,C (each has 2 million samples)? I know xcorr do it for 2 signals by FFT each signal, multiplication and iFFT back. Since xcorr cannot do ...
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Echo cancelling using autocorrelation function

I was given a problem, but I couldn't solve. I did some researches but I still didn't figure it out. Here is the problem: An audio signal $ s(t) $ is generated by a speaker reflects in a wall with ...
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How to measure the time dependent correlation of two signals

I have two signals (time series) shown in the plot below. Just by looking at the figure, we can see that the two main peaks of both signals are very closely aligned (correlated), however the red ...
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6k views

Auto Correlation vs Cross Correlation vs Convolution and their applications

I know from wikipedia that auto correlation in done on the same signal while cross correlation is done on different signals.But what does this actually imply in terms of application.I can always apply ...
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1answer
266 views

Finding Correlation response in fourier domain

Lets say I have a system that is trying to find a small image (assume all images are grayscale) within in an image by using correlation. So this system has the baseline image, and I input 5 different ...
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150 views

PSD and $\lim_{T\rightarrow \infty} \frac 1 {2T} \int_{-T}^T x(t)\bar y(t)\,dt$

From Wikipedia, I taken a definition of power spectral density: For continued signals that describe, for example, stationary physical processes, it makes more sense to define a power spectral ...
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1answer
168 views

Power Spectrum Analysis

In order to find a peak or max response in the fourier domain as in the spatial domain, I have been studying bartlett's method, welch's method, and the blackman-tukey method for more accurate power ...
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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 ...
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480 views

Correlation between two graphs in Matlab

I am trying to make a system that detects footsteps. First I filter and decimate the original signal, then I make a convolution between the filtered signal and a single footstep, then I extract the ...
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1answer
112 views

Can we decompose a correlated random variable into correlated plus uncorrelated?

Assume a random sequence $ Y_k = X_k \cdot H_k + W_k $ where $X_k$ is a deterministic quantity, $H_k$ is a correlated random sequence, $W_k$ is Additive White Gaussian random sequence. Can we ...
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Looking for an algorithm that computes “Similarity” between two signals

I'm new in this forum! ... and I'm not an expert in signal processing! ... So I hope to find help here:-) I was wondering if someone could point me to an algorithm/technique that is used to compare ...
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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 ...
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1answer
145 views

What is spatial correlation?

What does the spatial correlation of a signal say about it?How is it different from autocorrelation? `
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85 views

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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1answer
265 views

Image registration / fusion optimal similarity metrics

I have a theoretical question about optimal similarity metrics for comparing data sets. In reading this linked paper, pp. 488-489 [1], I read the following 2 interesting statements. On page 488: ...
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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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1answer
315 views

Problems filtering image with prewitt

I'm trying to filter an image vertically to get the edges, in MATLAB, but I get very different results from convultion and correlation. CODE: ...
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6answers
1k views

Find Short Clip of Audio Within Longer Clip Of Audio

I need help figuring out a way to automatically synchronize two audio files that are both different recordings of the same source. More info below. This example is from a concert, where there is only ...
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1answer
1k views

Correlation between Sin and Square wave

I would like to know how $\frac T2$ came for time period in the image below.Because I think the frequncy is 1 so time period should be 1.Is that correct? or can anyone help me.. The article from ...
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4answers
592 views

Similarity between two Signals: cycle by cycle

I need to find the similarity between two signals, i.e., measured signal and the reference signal(e.g. a simple sinusoidal signal). What I mean by similarity is, if there is any decentralized glitch ...
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1answer
129 views

Image correlation confidence measure

I am trying to calculate the disparity between stereo image pairs. I'm using what appears to be the standard approach of correlating between a window of pixels from one image and a sliding window ...
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798 views

Why does a phase shift in the frequency domain not produce a time delay in the time domain?

Suppose I have an input signal which represents a vehicle front suspension response that has been measured using an accelerometer. It is seen that the measured rear suspension response is effectively ...
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1answer
493 views

Measuring the similarity of two waveforms [closed]

I have two approximately sine truncated waveforms of different amplitudes and I want a numerical measure of how similar they are to each other. I am sending a sonic pulse train whose multiple ...
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Cross-Correlation : Comparing two signals or finding the location of a target

I read across places that cross-correlation of two signal (a radar sending a signal and receiving it back) one can detect the location (distance) of a target from a point and that cross-correlation ...
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Correlation : Cross correlation why we need to multiply the samples

I understand what books states about cross-correlation of signals and their mathematical representation: For continuous functions f and g, the cross-correlation is defined as: $(f \star g)(\tau)\ \...
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1answer
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Timing synchronization in limited channel

I need measure timing of an signal that is send through a noise band limited channel (wireless). By measure timing, I mean measure as exactly as possible when the signal has arrived at the receiver. ...
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3answers
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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 ...
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Correlation meter

I have three questions regarding the correlation meters used in audio. How are they calculated? I have heard correlation is performed by convolving one signal with the time flipped version of a other,...
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2answers
695 views

What is obtained from the cross correlation plot?

Let’s assume that we have two audio signals, x(t) and y(t) affected by the noise as shown below. And we would like to cross-correlate these two signals and the cross-correlation plot is shown as ...
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1answer
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calculate relative error of two signals [duplicate]

I'm new to dsp.stackexchange and digital signal processing. I'm required to develop an app to measure the similarity of two signals.for an example I need to compare breathing of a man whether it is ...
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2answers
238 views

Minimum Samples Per Chip?

Is there a 'Nyquist Criteria' for the minimum samples per chip that are needed for a correlator? I've heard 2, but will 1 work? What are the implications of having less than the minimum (in the ...
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1answer
170 views

What type of correlation is this equation?

In a book [1], gives an equation (equation 5.31 in the book) for estimating frequency offset in OFDM systems proposed by Classen. the procedure is: first, two OFDM symbols, $y_l [n]$ and $y_{l+D} [...
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14k views

Autocorrelation function of a discrete signal

For a certain experiment of which I have data, I want to calculate the autocorrelation of the measurements. For this I used the expression from Wikipedia, which reads Here, $n$ is the dataset's size, ...
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ACF and PACF Confidence Levels for ARMA

I'm trying to figure out where exactly to draw the confidence levels for the autocorrleation function (ACF) and the partial autocorrelation function (PACF) for an ARMA model. For PACF I found that a ...
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1answer
133 views

Extracting common signal from 4 sets of observations

I am working on a signal processing assignment where I need to find out one common time domain signal from 4 observation. The math is like this: \begin{array}{lcl} y_1(t) & = & a_1(t)*x(t) + ...
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1answer
39 views

Finding correct values based on information from two arrays

Consider the following scenario: Say, one machine is sending out a beep signal every 10 seconds in a very noisy environment. I have two sensors which detects these beeps independently. Device A is ...
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1answer
444 views

Using a Wiener Filter to Estimate a Transfer Function

As a follow-on to this question about estimating a transfer function of an unknown system using a Wiener filter, How would you put a minimum MSE criteria on how well the estimated filter weights ...
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2answers
225 views

Decompose stereo signal

Basically the same as this question, but it was never really answered: Stereo sound separation into three sources Imagine I have a really trivial signal: Left: 100Hz tone + 200Hz tone + 500Hz tone ...
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1answer
155 views

Wave Correlation?

I have an image processing application that is different than anything that I've done before, and am looking for suggestions on how to approach. Here is a basic description of the problem: Given a ...
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1answer
525 views

Cross-correlation of time compressed 1D signal

If I ave 2 otherwise identical 1D signals that are phase shifted from each other then cross-correlation is a perfect way to identify the time lag between the 2 signals. Now supposing I double the ...
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1answer
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Ambiguous results of phase correlation in pattern recognition

We are using phase correlation to find pattern on image and what we get is 15% of results is spurious. Ours pattern has 32x32 pixels and image for research has 32x512 pixels. So we put Pattern to ...
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1answer
543 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 ...
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2answers
12k views

Applications of Correlation in Signal Processing

There have been discussions on the differences between convolution and correlation, autocorrelation, cross-correlation, et al. In spite of looking at the visualizations, and understanding the formula ...
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2answers
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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 ...
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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 ...
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1answer
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What is the set of most predictable or in other words most self-correlated signals?

Which signals or set of signals is the most predictable or in other words most self-correlated (autocorrelation)? I think one of them is $x(t)=c$, for all $t$, where $c$ is a scalar constant. The ...
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1answer
3k views

What is spatial correlation and spatial convolution?

What does the term spatial correlation and spatial convolution mean with respect to digital image processing ?
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39k views

Difference between correlation and convolution on an image?

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 ...
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1answer
17k views

Cross correlation with FFT and fftshift

When I calculate the cross correlation between two vectors with the following code ...