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.

Filter by
Sorted by
Tagged with
1
vote
1answer
86 views

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 $r$ ...
0
votes
2answers
562 views

Why correlation property of $\mathcal Z$-transform contains a time reversal operation

I'm reading through Digital Signal Processing, Proakis and Manolakis, third edition. I've reached section 3.2: Properties of $\mathcal Z$-transform. One property is the convolution: $$x(n) = x_1(n)\...
0
votes
4answers
103 views

What is definition of independent random variable

I wan't to ask that if E{X}=0 E{Y}=0 and E{XY}=0 then how can I verify if the two random variables are independent or not. X , Y are both continuous random variables {I am not able to recall ...
0
votes
3answers
181 views

Phase shifting a noisy signal

I have a signal of the form $s(t)=A(t) \sum \cos(\omega_i(t)t +\phi_0) + n(t)$, where $n$ is gaussian noise. I can only read the signal+noise and thus can not separate them. I want to phase shift ...
0
votes
1answer
68 views

Kronecker delta instead of dirac delta as correlation function of white noise

From my understanding, if you have a sample $x_{t_1},\dots,x_{t_n}$ of $X_{t_1},\dots,X_{t_n}$ which are iid $N(0,1)$, then $x_{t_1},\dots,x_{t_n}$ is a sample path of Gaussian white noise. However, ...
0
votes
1answer
82 views

Signals Cross Correlation from Their Power Spectral Densities?

For two real valued signals $f$ and $g$ with their corresponding power spectral densities $|F(k)|^2$ and $|G(k)|^2$ Is there a way to get an intuition of how correlated $f$ and $g$ are just by looking ...
0
votes
1answer
15k 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, ...
0
votes
2answers
232 views

image correlation without fft

I want to stitch 2 images by crosscorrelation measure, but I don't want to use fft. I tryed this but something seems to be wrong.any suggestions? ...
0
votes
1answer
46 views

How to verify if my cross-correlation algorithm works?

So I have a signal generator which can produce two separate signals. I use a spectrum analyzer to read these signals, and can interface with Python. I wrote a Python code which takes in these two ...
0
votes
1answer
80 views

Practical question about DFT in Matlab

Please consider this piece of code: ...
0
votes
1answer
77 views

Efficient correlation of a low duty cycle training sequence

Is there a way to efficiently correlate a training sequence that is N samples long, framed at M samples where M >> N, with L occurrences of such frames (see below). For the pedants, the training ...
0
votes
2answers
100 views

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)...
0
votes
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 ...
0
votes
1answer
37 views

Autocorrelation - Understanding reduced correlation at periodic time shifts using np.correlate (versus statistical autocorrelation)?

I'm going through the Think DSP by Allen B. Downey, and I'm struggling to understand a specific aspect of np.correlate and how it differs from statistic autocorrelation. The question is at the bottom, ...
0
votes
1answer
39 views

Dependence of correlation peak height on GPS C/A signal's SNR, noise floor level (dBFS), correlation period length and ADC resolution

Assuming correlation at 2X the chip rate (2046 chips per period) and 500 Hz frequency search bins. There are probably additional variables here that I'm missing and I'm not sure how to quantify a ...
0
votes
1answer
41 views

high & low pass correlated dither noise question

I read a pretty cool article the other day: https://www.digido.com/ufaqs/dither-noise-probability-density-explained/ It says that if you have two dice (A and B) that you can roll both dice and then......
0
votes
2answers
84 views

What is the betwwen [i,j] and [u,v] in explinations of correlation and convolution (picture attached)?

I don't know how to write 'summation' symbol here hence posting the picture. Can someone explain to me the difference between i,j and u,v in this explanation of correlation and convolution? I know ...
0
votes
1answer
15 views

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? ...
0
votes
1answer
180 views

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 ...
0
votes
1answer
101 views

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 ...
0
votes
1answer
525 views

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 ...
0
votes
1answer
28 views

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 ...
0
votes
2answers
244 views

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 ...
0
votes
1answer
1k views

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, ...
0
votes
1answer
309 views

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 ...
0
votes
1answer
164 views

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 ...
0
votes
1answer
2k views

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 ...
0
votes
1answer
135 views

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 ...
0
votes
1answer
932 views

Tied rank adjustment for Spearman Correlation

I have two 16 sample vectors, a and b as listed below: ...
0
votes
1answer
319 views

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 ...
0
votes
1answer
319 views

How do I calculate the eigenvalues of a covariance matrix which contains harmonic functions

I have read that $ce^{-\frac{\phi_i-\phi_j}{\rho}}$ is a harmonic function of the form $e^{-in\phi_i}$, and therefore it's eigenvalues are one of the Fourier components of $(|\phi_i-\phi_j|)$. My ...
0
votes
1answer
116 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 ...
0
votes
5answers
671 views

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 ...
0
votes
2answers
94 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 ...
0
votes
1answer
317 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: ...
0
votes
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 ...
0
votes
4answers
609 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 ...
0
votes
1answer
1k views

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 ...
0
votes
1answer
98 views

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. ...
0
votes
2answers
253 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 ...
0
votes
0answers
7 views

Correlated fading channel: transmit and receive antenna correlation matrices

I am trying to create a non-i.i.d channel: correlated Rayleigh fading channel. $$ H= R_H \cdot H_o,$$ where $H_o$ is i.i.d. channel ( uncorrelated) and $ R_H$ is a channel correlation matrix, is ...
0
votes
2answers
48 views

Autocorrelation function and correlation integral

I am confused by the definition of autocorrelation function. It is originally defined as the expected value $$R_{XX}(\tau) = E[(X(t)X(t+\tau)] = \langle X(t)X(t+\tau)\rangle\tag{1}$$ where $\langle\...
0
votes
0answers
15 views

argmax of the cross correlation

I want to find the shift between 2 signals $\sin a$ and $\sin b$ where (with Matlab code) $$ a = \{0, 1,2,3,4\} $$ $$ b = a +1 $$ $$ \implies b = \{1,2,3,4,5\} $$ then $$ \arg\max \sin a = 2 $$ and ...
0
votes
1answer
29 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 ...
0
votes
1answer
37 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 ...
0
votes
1answer
53 views

What is the explanation for the inverse FFT of a cross-correlated signal being shifted by some amount in the time domain?

I created two signals in the time domain: signal A which is a square wave, and signal B which is a right-angled triangle wave, as shown in the picture below. I took the FFT of these signals, ...
0
votes
0answers
21 views

How can I calculate time gap in different waves

I want, calculate the time gap between two signals .but that signal has frequently changed the frequency range. I want to combine with these two signal including phase shift I have a circuit for ...
0
votes
1answer
70 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 ...
0
votes
0answers
19 views

How can I get better results from Phase Correlation

I am using Phase Correlation to register 3D data. There's a clear distinction in the y direction so the resulting shifts seem to be correct. But since there is a lot of similarity in the x direction ...
0
votes
0answers
35 views

Are there methods to measure how the change in one signal will affect another signal?

I have two distinct signals and I would like to compute their correlation. However, I think that just computing the crosscorrelation does not work here, since the signals are from different sources — ...