# 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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### 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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### 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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### 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, ...
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### 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 ...
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### 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......
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### 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 ...
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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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### 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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### 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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### 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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### 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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### 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 ...
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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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### 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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### Tied rank adjustment for Spearman Correlation

I have two 16 sample vectors, a and b as listed below: ...
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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 ...
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### 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 ...
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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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### 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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### 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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### 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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### 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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### 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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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 ...
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### 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, ...
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### 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 ...
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### 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 ...