Signal Processing

Questions tagged [cross-correlation]

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115 views

Difference between reference and measurement signal?

Which differences can we find on various signals? We assume that we have a reference signal (determined theoretically) and measured signal. Which methods exist for determining the similarities ...
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25 views

2D space and 1D time evolution of a random field

I also asked this on math stack-exchange, but it is also relevant for the signal processing community. I want to develop a 2D random field and its change with time with constant velocity. My process: ...
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35 views

MATLAB filter and conv Functions

I'm trying to get familiar with MATLAB's filter and conv functions. To start, I created a signal that was 1000 zeroes followed by a 13 sample long Barker code. I then convolved it with the same Barker ...
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36 views

Auto/cross correlation for data set with multiple realizations

Context For an assignment, I need to find the correlation matrix of a dataset with 100 random variables and 1000 realizations for each. (It's a stock market example). Problem I don't understand how ...
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1answer
38 views

xcorr MATLAB is not giving accurate result in case of noisy signals

I've a signal $x(n)$. I've generated its delayed copy named $x1(n)$ and applied xcorr function of MATLAB to find out the delay. It gives accurate delay. Now I ...
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31 views

What is the effect on the cross-correlation of two windowed signals?

I've been trying to determine the effect of performing the cross-correlation operator on two windows signals. For example: suppose we have two Sinc functions. The Sinc function is defined as $\frac{...
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1answer
103 views

scipy cross-correlation: interpretation

I want to compute the phase shift between two 1-D signals of same frequency, but before I'm trying to compute the time shift between. The cross-correlation function seems to be ideal for that but I'm ...
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19 views

Finding the Right Image-Matching Algorithm for Brightfield Microscopy Data

I work predominantly on single-particle-localization algorithms for microscopy data, but we're working to implement a few different methods to extend our tracking methods nicely into the z-axis. One ...
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1answer
47 views

Why is peak of the signal taken as the Time Delay

I was reading this research paper titled 'The generalized Correlation Method for Estimation of Time Delay' by C. Knapp and G.C. Carter. They develop an ML estimator and in the introduction mention ...
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1answer
33 views

Relation between bandwidth and amplitude of auto correlation of chirp signal

I am trying to understand the properties of chirp signals and their characteristics. I plotted the autocorrelation of a chirp signal in MATLAB. How can I compute the relation between the amplitude of ...
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1answer
97 views

Estimate the time delay of two signals

I am having 2 sets of data data1 and data2 .I wanted to find the delay between the two datasets. Assume data1=[1 2 3 4 5 6 7 8 9 10] and data2=[0 0 0 0 1 2 3 4 5 6].From the data I know that, data2 is ...
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1answer
59 views

Method to generate binary sequences with desired cross-correlation and autocorrelation properties

I am looking for a method to generate two binary sequences of length $N$ with the following properties: Very good cross-correlation for all shifts. Good enough autocorrelation for all shifts except ...
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1answer
55 views

RF-Chain Signal Delay for Sensor Switching

Lets have a RF-chain as above with system bandwith from HP corner to the green line say 1 MHz. The signal accumulates delay as it passes through this analog chain, and due to it being non-liner filter ...
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1answer
78 views

Extraction of the phase lag form cross-correlation function

I would like to find out the phase offset that my signal contains at the receiver side. For this, I use the cross-correlation function, where I cross-correlate signal before and after matched filter. ...
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1answer
29 views

How does a correlation receiver ensure which transmitted data does a user see?

Hello! I understand that using correlation, one can set up a system wherein multiple users can transmit at the same time using the same channel. And theoretically, I understand that if the correlation ...
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1answer
104 views

Real Data Complex Transfer Function using H0, H1, H2 Estimators

BACKGROUND: This question is attempting to consolidate material discussed in two previous topics. These are: Understanding the H1 and H2 estimators @Pontus S Frequency-domain deconvolution: "...
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1answer
91 views

Comparing spectrogram similarity over time

I have a data set of spectrograms from moving audio recorders. As the recorders get closer, I expect the spectrograms to become more "similar". I expect this "similarity" to be a ...
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1answer
29 views

Difference between cross correlation definitions (signal processing / random processes)

I'm trying to understand the similarities/differences between the following definitions for cross correlation) Signal Processing: (or it's discrete equivalent) $$R_{XY}(\tau) = \int_{-\infty}^{+\infty}...
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2answers
143 views

Which algorithm could be used to compare two waveforms from an oscilloscope in XY mode?

I would like to receive some hint as to which algorithm could be used to compare two waveforms from an oscilloscope in XY mode, as shown in the image: Note that the image shows a percentage ...
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0answers
37 views

Blind TDOA Estimation

I am not EE or DSP engineer, however I am working on a project that uses TDOA estimation for location finding. I am able to get the localization algorithm working using cross correlation to estimate ...
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43 views

Cross-correlation estimation in MATLAB using a method similar to pwelch for the PSD

Is there a function in MATLAB to estimate the cross correlation function of two wide-sense stationary signals (or the autocorrelation of the signal with itself) in a way similar to the estimation of ...
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1answer
52 views

What is the difference between Goertzel algorithm and cross correlation in time

Im reading https://en.wikipedia.org/wiki/Goertzel_algorithm, when we want to discover the amplitude of a some frequency in a given signal what is the difference between applying Goertzel algorithm and ...
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28 views

Generating data with given Auto and Cross Correlations

I have two discrete vectors $\mathbf{x}_1$ and $\mathbf{x}_2$, and I'm trying to generate more data $\mathbf{f}_1$ and $\mathbf{f}_2$ that has some basics properties of $\mathbf{x}_1$ and $\mathbf{x}...
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30 views

Can cross correlation be used to see if filtering of a signal has changed it too much?

I am filtering a signal, and want to check if I am not over filtering it. I am doing a low pass filter, for a signal of input frequency of 512Hz, first with 250Hz pass band, then )I was intending to ...
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1answer
126 views

Impulse response $h[n]$ from input and output signal using cross correlation on Matlab

I have two signals on Matlab, one being input and the other output. I want to know if taking the cross correlation of these signals would give me the impulse response?And if so, will taking the ...
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38 views

How to prevent (or remove) aliasing when a cross-correlation between spectra is performed

This is my problem: I'm implementing a tool which cross-correlates a spectrum (fluxes as function of wavelength, obtained directly from an instrument) with a template (fluxes as function of wavelength,...
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2answers
62 views

$f \star (g \,* \,h) = (f \star g) * h$?

In this paper that I'm reading, I see this equation: $$S_0 \star (S_0 * N) = N,$$ where $\star$ denotes cross-correlation, $*$ denotes convolution and $S_0 \star S_0 = \delta$. Is it true in general ...
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1answer
58 views

Is there any way to align temporally two signals in spectrogram?

I am keen to know that If I have two signals say : Farend_signal (y[n]) and Nearend_signal (x[n]) and x[n] also contains an echo of y[n] with some delay. Is there any technique to align these two ...
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1answer
88 views

How to run Welch’s method on cross-spectral density

I have a multivariate time series and I’m trying to figure out the cross spectral density of all pairs of variables efficiently. I’m unsure of how to implement Welch’s method in this context. Do I ...
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1answer
153 views

Is `xcov()`More Accurate Than `xcorr()` to Compute the Cross Correlation of Signals with Non Zero Mean Values?

I have to compute the cross-correlation between two transient signals, which could be decomposed into a trend (with non-zero mean value) + noise. In particular I am interested in the max of the cross-...
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1answer
106 views

Cross-correlation of two signals

I want to find the direction of a sound source in 2D space. I use two microphones and one sound source for that. I have recorded audio data into two arrays. When a sound is detected, it starts to ...
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1answer
51 views

Map time/scene differences between two similar videos

Goal: Given two videos that are episodes from series but in different format (one Bluray/one TV for example), map the time differences between the two (which scenes are not in one of the two) and be ...
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0answers
41 views

Is it possible to normalize an un-normalized cross-correlation vector after computation

I have a C++ code that computes cross-correlation for a given 2 vectors as input. It doesn't have an implicit normalization or normalized implementation of cross-correlation. But I would prefer a ...
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1answer
315 views

CWT at low scales: PyWavelets vs Scipy

Low scales are arguably the most challenging to implement due to limitations in discretized representations. Detailed comparison here; the principal difference is in how the two handle wavelets at ...
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1answer
35 views

Finding delay where squared error between signal and data is minimal

I have a set of points which correspond to part of a known signal. What I want to do is estimate the delay between the set of points and the known signal. In this case, I don't think cross ...
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1answer
80 views

Produce musical signal from instantaneous frequency

I'm implementing the Yin Algorithm in Python so as to extract the pitch of my voice when whistling or humming. My goal is to produce the Gate (Envelop Control) and CV (Pitch Control) signals which can ...
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74 views

How to use cross-correlation to verify speech data and determine delay

I have been experimenting with cross-correlation function to verify the presence of speech in a recorded file wrt a source file. I tried the following in Matlab: <...
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1answer
206 views

Fourier Transforms, Convolution, Cross-correlation: what is their physical unit exactly?

Let us assume we are talking about real, deterministic, electrical signals $x(t)$ and $y(t)$ (magnitude in Volts). There are different kind of Fourier Transforms. I made a table to summarize: NB: By ...
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1answer
232 views

Proving the upper bound of cross correlation

I am reading about cross-correlation from this document and equation (5) states that The maximum value of the crosscorrelation is not always when the shift equals zero; however, we can prove the ...
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1answer
65 views

Convolution and Cross Correlation Blackbox

Suppose I was handed a blackbox that I know is either a Convolution filter or Cross-Correlation filter, and my job is to find out which it is. My idea is to pretend that it's Cross-Correlation and ...
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1answer
283 views

GCC-PHAT always peaks at zero when estimating delay offset

My question is that when I used gcc-phat to estimate delay between two audio signals, it always returns zero offset. However normal cross correlation Xcorr gives a good result. I don't know the reason....
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31 views

The normalized cross-correlation of two signals

I wanted to calculate the normalized cross-correlation function of two signals. I use the command ...
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0answers
73 views

Strange behavior in fixed-point FFT

This is a problem I encountered some time ago while doing my thesis, which still now, I am not sure to understand. By then, I was implementing the circular correlation in an FPGA using this Xilinx FFT ...
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1answer
120 views

SVD vs matched filter

Reading about singular value decomposition (SVD) in the context of signal processing applications, one can separate the signal from the noise into orthogonal subspaces. On the surface this sounds like ...
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0answers
282 views

Fast calculation of normalization factor for normalized cross correlation

There has been a number of posts here I've browsed through that explain implementations of normalized cross-correlation in Python. One such implementation that is frequently cited is found below. <...
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1answer
61 views

Interpreting the cross correlation results

I am new to this forum. I am just trying to understand how to calculate delay (in terms of samples) between two signals using cross-correlation function. I wrote a small Matlab code in order to ...
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2answers
74 views

Comparing similarity of two simultaneously recorded EEGs in freq domain

I have two EEG signals that are simultaneously recorded during the night (sleep). Imagine one device recorded from channel F4 and the other from Fp2. Now I would like to check the similarity of these ...
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1answer
88 views

Matlab: xcorr: Having trouble when I try to calculate delay between two sinusoids

I have a problem when I try to use Matlab built-in function for cross-correlation 'xcorr'. Background: I created two sinusoids, one of them delayed in time. I choose center frequencies of these ...
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0answers
33 views

aperiodic auto correlation properties

I'm reading about PSC (primary synchronization code) in UMTS. It is a so-called Golay sequence. It is said it has a good aperiodic auto correlation properties. What does it mean (in terms of aperiodic)...
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1answer
59 views

Having Problem about DownConversion

I hope, you are doing well. I want to ask question about baseband conversion. Background: I generated two AM signals in MATLAB, which one of them is shifted in time. I multiply the signals with $\cos(...

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