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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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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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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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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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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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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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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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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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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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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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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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 ...
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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). ...
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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 obtain these data using Bonsai and Open Ephys for an open field exploration experiment.) I sent $150\text{ ms}$ long TTL pulses ...
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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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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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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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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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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 ...
Douglas Barth's user avatar
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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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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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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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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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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 ...
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Array Signal Processing: What are snapshots in Direction of Arrival estimation?

I do have an overview of basic radar signal processing chain [Data cube, 3 stages of FFT, Range, Range-Doppler map, coherent/non-coherent integration, coarse DoA etc.]. I am now trying to understand ...
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Question about correlation of two signals

I'm working on some practice examples and in one of them I'm asked to find the convolution and the correlation of some signal pairs given. I know that correlation , given two signals x(n),g(n), is ...
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Recovering a DSSS signal with poor clock synchronization

I've run a lot of simulations and it seems like DSSS is just as noise resistant as people say it is. Resistant from jamming and even it seems some fading and narrow-band interference. I'm doing this ...
Charles Lohr's user avatar
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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 ...
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Correlation of two signals at different sample rate

I have a signal $X$ and I want to find signal $Y$ in $X$, I can achieve this by cross-correlation. Signal $X$ is sampled at $8000\textrm{ Hz}$, and $Y$ signal is sampled at $44100\textrm{ Hz}$. My ...
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Correlation (or something similar) analysis between data with different sampling rates

I tried to do correlation analysis on the data with different sampling rates. For example, I have two sensors, A and B. Each sensor collects data with different sampling rates, e.g., A: 10Hz, B: 1Hz. ...
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Find Preamble (pattern) in signal, using Corelation

I have a signal which always has the same preamble (4x 0xAA - 10101010...). I also have a signal with additive noise, and I want to find my preamble in that a noisy signal using corelation. U used ...
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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 ...
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Angle of arrival (AOA) estimation using FMCW radar using MUSIC algorithm

I am working with FMCW phased array radar with only upchirps. The range doppler matrix is obtained using the two dimensional fast Fourier transform on multiple chirps. I want to obtain the angular ...
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Is there any difference between using convolution and correlation for finding edges with Sobel?

I know that Sobel is a filter for edge detection and we should use convolution to find edges, but is there any difference if we use correlation instead of convolution? I think Sobel tries to find a ...
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Correlation : How is correlation analogous to dot product?

Till now I know correlation tells about similarity. I was watching a video lecture on image similarity in which I came to know that correlation is analogous to dot product. And hence correlation of ...
No Sound's user avatar
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Matching guitar signal with tablature, near real-time algorithms?

I'm looking for candidate algorithms that might work for a use-case comparable to Rocksmith's analysis system. To compare a clean electric guitar signal with a tablature reference. A higher latency ...
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3 answers
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How do I know quantitatively if the correlation of two time series is significant?

I computed the correlation coefficient of two time series of daily observations, x and y, but noticed that the more sampling ...
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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 ...
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What is meant by "correlation" when referring to spectral coherence

I've been reading that coherence measures the correlation between two waves as a function of frequency. I also read that difference in phase does not mean less coherence at a given frequency, and that ...
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correlation coefficient between these two signals [closed]

hello there can anyone tell me how to find correlation coefficient between these two signal using equation?? i don't know how to find correlation coefficient between these two signals. i checked ...
Beginner's user avatar
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Correlation between a lowfrequent and a fast signal

I need to evaluate the correlation between some measured signals. Those signals are for example current, temperatures at various points, vehicle speed and torque from an electric motor in a vehicle. I ...
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Cross Correlation [closed]

I have two signals which I obtained from a State Estimator and the one the measured one "actual signal obtained from the nodes. I need to compare between the two signals how similar they are . or if ...
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Tied rank adjustment for Spearman Correlation

I have two 16 sample vectors, a and b as listed below: ...
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Cross-correlation or cross-covariance of non-zero mean signals

Cross-correlation for uniformly sampled signals is defined as [1] $$(f \star g)[n]\ \stackrel{\mathrm{def}}{=} \sum_{m=-\infty}^{\infty} f^*[m]\ g[m+n].$$ Cross-covariance for wide-sense stationary (...
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Correlated Noise

I have a vector of samples $Y[n]$. Then a fraction of delayed version of this vector added to itself: $$Y_\text{noisy}[n] = Y[n]+ aY[n-m]$$ The term $Y[n-m]$ considered as a correlated noise. How ...
Sasi Jo's user avatar