# 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 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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### 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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### 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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### 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 , 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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 ...
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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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 ...
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### Cross correlation with FFT and fftshift

When I calculate the cross correlation between two vectors with the following code ...
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### MACE correlation filter - any suggested values of of u?

I am trying to understand the MACE correlation filter as per the paper Mahalanobis, A., Kumar, B.V.K.V., Casasent, D.: Minimum average correlation energy ﬁlters. Appl. Opt. 26, 3630–3633 (1987) ...
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### Need help understanding convolution indexing

Ok, this is leaving me increasingly frustrated. This builds on a previous question here but I am still not getting the indexing, although I learned from that question all the same. Case 1: First ...
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### minimum sampling rate for very short duration signals

I understand that sampling rate should be twice the signal bandwidth for successful reconstruction. But what I don't get is how this translates in the time domain. For example, I have a sine wave ...
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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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### How do you find signal similarity when one signal has zero values? Correlation alternative?

I'm using cross-correlation to look for a Barker code in a BPSK signal. It occurred to me that if I send out a zero DC valued signal proceeding the barker code, it won't affect the correlation ...
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Let's say I have two images that are parts of the same bigger image, cut using two masks (for simplicity, let's assume that the masks are just rectangles of the same size). The images are presumed to ...
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### Normalized Square Error vs Pearson correlation as similarity measures of two signals

Which measure should be considered better and when ? I tested both the measures on some data that I have and I got mixed results i.e. some are showing better results with Pearson and some with the ...
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### Phase Correlation - Poor Performance on Noisy/Blurred Images?

I have successfully tested 1D phase correlation algorithm to determine vertical shift between two synthetic images. When I moved to real images, however, it is not able to detect translation at all (...