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Questions tagged [cross-correlation]

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How to reliably compute the group delay of a comb filter

I applied the following FIR comb filter in real-time: y[n]=x[n]-x[n-40] Since this is an FIR, the group delay is D=(N-1)/2=20 samples. After applying the filter ...
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14 views

Cross-correlation, spreading out the error

I'm looking for a method to determine the most likely offset of a measured 1-dimensional signal to a reference signal. The reference signal does not need to be generalized and always has a similar ...
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12 views

Signal similarity analysis after cross correlation

I have a time series signal and using this as reference, from the main data set extracted possible matching sections using cross correlation technique.(xcorr matlab).Based on with the threshold xcorr ...
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6 views

How to Determine Phase Difference and Time delay between two wavepackets using cross correlation method through MATLAB?

I have 2 wavepackets with different Displacement Vs. Time values. I need to find the Time Delay and Optimum Phase difference(i.e the phase angle when the correlation coefficient with Time Delay is the ...
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1answer
54 views

Deriving the Langrangian interpolation polynomials in Cook-Toom convolutions

I'm working through Blahut's 'Fast Algorithms for Signal Processing'. Trying to develop an intuition for the Cook-Toom algorithm for convolutions as used by Lavin and Gray in their Winograd paper for ...
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13 views

GCC-PHAT for Multiple Sound Sources

Can GCC-PHAT be used to detect multiple time-delays (that is, having multiple acoustic sources simultaneously)? The documentation for the gccphat(sig,refsig) ...
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11 views

Pearson correlation coefficient vs mutual information

I recently computed both the pearson coefficient and the mutual information of two time series as well as the corresponding error bars, and what I find out in the end is a significant level of ...
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1answer
37 views

Cross correlation to compute delay between two lines does not work

I have zero experience with signal processing, and I am stuck in what I believe to be a very simple problem. I am trying to use the xcorr in matlab to find delay between two signals. The signals are ...
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1answer
50 views

Reduce noise of sensor by combining two

I've had the basics of signal in university but little real-life practice. I've got an acceleration sensor with a digital output signal (signed 16 bit value). This signal is a little noisy. The ...
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1answer
46 views

Discrete Time Fourier Transform (DTFT) cross correlation property

I came across this property of the Discrete Time Fourier Transform (DTFT) and I am having a tough time proving it. In general, consider two real signals $x[n] \: \& \: y[n]$. If $$ x[n] \...
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2answers
236 views

Is maximizing hamming distance the same as minimizing correlation?

For the design of an error correcting code, I might wish to maximize the distance between the codewords $\sum a_i \oplus b_i$. For spreading sequences I'd like to minimize the cross-correlation at $t=...
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Decorrelation for Adaptive Feedback Cancellation: How does it work?

I am going through lecture slides on adaptive feedback cancellation right now, and several decorrelation measures are mentioned. As I understand, these are important in order to avoid a bias in filter ...
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34 views

Measure How Much Pattern Is Present In Signal

I have some pattern signal. This pattern signal will be played in noisy room. Then it will be recorded and processed. I need to show that my processing algorithm improves the signal. My idea is to ...
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1answer
114 views

Strong (0,0) pixel among an otherwise normal cross correlation peak

I am working on an imagery registration problem via cross-correlation and am seeing a weird phenomena sometimes. First, I am pre-processing each image by subtracting the mean image brightness from ...
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0answers
27 views

Phase lag changes cross spectrum

I have a same noise passing through two different ARMA filter. The autospectrum of first filter is given by S11=G1*G1*S_in where S_in is input spectrum created by set of random numbers. Similarly the ...
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1answer
48 views

How to compare and measure the similarity between two between two signals?

I'm working on different sensors data, the question is this: I have two signals (coming from two different sensors measuring two different phisical charactheristcs of the same "object"). I know for a ...
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1answer
57 views

Why the spectral coherence is unity for all frequencies between single-frequency time series and itself

In the example below, I am plotting the coherence between time series and itself. The time series do has one frequency.The coherence magnitude was one for all frequencies. I wonder why it is not zero ...
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2answers
53 views

Cross-correlation of filtered random processes

I have a wide-sense-stationary (WSS) process $\{x(t)\}$ and two linear filters with impulse functions $h_1$ and $h_2$. Let $\delta(\omega)$ be the power spectrum of $\{x(t)\}$ and $$H_1:\omega\...
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1answer
24 views

Detecting multi-path propagation when one acoustic signal is dominant

I am sending an acoustic signal from a source to a receiver where there are limited number of paths the signal can travel. I want to detect if there has been multipath propagation or not when one path ...
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1answer
46 views

Faster Algorithm to convolve/correlate two sparse 1-D signals in python (or any language)

I have two signals which I need to correlate or convolve. Each signal is sampled non-uniformly and the values of the signal I have with me are the timestamp and the magnitude of the signal at that ...
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19 views

Wrong estimate of lag by xcorr between a signal and its segmented identical copy in Matlab

In general I have a series of signals that each following is a bit stretched version of the previous. To find the incremental stretching, I crop the original signal into some number of short segments ...
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15 views

match a pattern in a stream of bits

I feel my question is somewhat related to this, but I'm not sure how to do what I want. I get transmissions of ~1000 bits at a time, which may be corrupted by noise. To try and infer data from ...
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8 views

Obtain points in signals which cause correlation

I've got two large .wav files (tens or hundreds of minutes each). I know that at some points these files contain very similar areas - actually, these areas are the ...
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1answer
69 views

Correlation between frequency and initial phase estimates using FFT

Why is there a high negative correlation between frequency estimation errors and initial phase estimation errors when measured using FFT? I have a simple code showing this negative correlation. is ...
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0answers
44 views

Finding recorded sub-signal in the original audio signal

I have the original record of a song, and some fragment of the same song recorded by a microphone. I need to find the time where the fragment is appearing in the original. I have tried to use cross-...
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1answer
79 views

How to group similar patterns together that are shifted along the x axis?

I have a set of time series plots that are shifted along the x-axis. I am looking for an algorithm using which I can group them together. My end goal is to average them. While reviewing the ...
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1answer
108 views

Correlation of independent random processes

Suppose $X(t)$ and $Y(t)$ be two independent random processes. Is $E(X(t_1)Y(t_2))$ necessarily zero?
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21 views

cpsd calculation help

I have several channels from where I am reading sensor signals in time domain. I have 9 channels where I am reading time domain signals from each and every channel for 10 seconds. Now if I perform ...
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1answer
164 views

Maximum cross-correlation coefficient value for time delay estimation

I am using cross-correlation for time delay estimation of two synchronized recordings ($x_1$ and $x_2$) of a fixed sound source from two different locations. I understand that the delay is associated ...
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0answers
72 views

Cross Correlation as Noise Reduction, is this possible?

If I have two sensor measuring the same signal but from two different locations from the source, and I get two different readings of the signal, each with slightly different noise. Is there a way to ...
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1answer
41 views

Cross Correlation dimensions

I have been trying to do the cross correlation of two signals, and I am expecting the output to have the same dimensions as the two signals have. However what I am seeing is that the cross correlation ...
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20 views

DOA estimation of moving, radiating source in the near-field with nonuniform Doppler shifting

I am trying to estimate the DOA of a radiating source using two passive sensors. In the case of a stationary source, I find the lag $k$ of the maximum in the sample cross-covariance sequence $E \...
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0answers
36 views

Correlation/anticorrelation as a function of frequency

I am tracking the values of two fluctuating quantities as a function of time and am trying to analyze possible correlations between the two as a function of frequency. The application is experimental ...
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19 views

Increasing error safety in the cross correlation of two binary signals in wireless communication

I want to cross correlate two binary signals, where one is corrupted by noise and shifted by a time constant $\tau$, but has the same bit pattern (so basically an auto correlation). Similar to case 2 ...
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1answer
58 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 ...
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1answer
31 views

What is the physical meaning of the cross-spectrum of two signals measured at two locations and different moment?

I am working with steady state pressure field measurement where sound pressure at multiple locations in the field needs to be measured. In my case, more than one microphone existing in the field at ...
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0answers
35 views

Threshold for CAF Surface

I am calculating a time partitioned Cross Ambiguity Function (CAF) by adding the surfaces of different time-sectioned CAFs together. Meaning, I calculate a CAF using 10 seconds of IQ data, calculate a ...
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47 views

Find a simple sine wave buried within noise, FFT or cross-correlation?

My recorded signal x = s + v, where s = A*sin(ωt) and v = noise. SNR < 1 or ~ 1. So the sine wave is buried under a lot of noise. I need to compare the relative amplitudes of s for each recording ...
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42 views

What's the difference between Wavelet transform coherency and Singular Spectrum Analysis

I know that Wavelet transform Coherence is the most common method to find the linkage between two time series, in field of finance. Can we use Singular Spectrum Analysis to find out the linkage of ...
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0answers
24 views

Aperiodic Correlation function using FFT Method

Periodic correlation function between two binary sequences say x and y can be computed using FFT. corr_value = ifft(fft(x).*conj(fft(y)); Can some one please help on how to compute aperiodic ...
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1answer
122 views

Time delay estimation between two complex signals(IQ)

I need to time align two complex signals. The two signals obtained were at different RF frequency before digitisation. So,I have two complex signals(IQ) and I need to do delay estimation and apply ...
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0answers
51 views

Time delay estimation of signals increasingly decorrelated

The problem may be summarized as follows: I have a stochastic signals and I want to measure an increasing delay, as depicted in the following picture. The picture represents the signal as it is being ...
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1answer
373 views

Normalized cross-correlation in frequency domain

I never worked with signal processing and never really used Fourier transforms before, still I am working on a project consisting on taking the output of an accelerometer to detect some movement ...
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1answer
59 views

Confusion in the derivation of convolution formula [closed]

$$x(t)=\int_{-\infty}^{\infty}x(\tau)\delta(\tau-t)d\tau=\int_{-\infty}^{\infty}x(\tau)\delta(t-\tau)d\tau$$ Due to linearity, $$y(t)=T\{x(t)\}=\int_{-\infty}^{\infty}x(\tau)T\{\delta(\tau-t)\}d\tau=\...
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1answer
759 views

Matched filter and cross correlation in digital processing

I am very new to signal processing, and a bit confused with the matched filter. Assume that I have a time series and a specific waveform I need to identify in it. By definition: a matched filter ...
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1answer
47 views

False negative probability of cross-correlation

Suppose $D$ is a string of length $L$ where its values are uniformly distributed in $[-a,a]$. Also, all values of $D$ are independent (i.i.d). $X$ is a noisy version of $D$ in this way: $X=D+N$ where ...
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1answer
510 views

GCC-PHAT (Generalized cross correlation) always peak at delay=0 on real audio signal

I have studied the GCC-PHAT algorithm to estimate TDOA on audio signals at 2 mics. Here is my MATLAB implementation: ...
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1answer
292 views

Why can Sum of Squared Differences (SSD) seen as cross-correlation?

In this slides, on page 4, the SSD can be seen as cross-correlation: http://www.lira.dist.unige.it/teaching/SINA/slides-current/pyramids.pdf http://www.cse.yorku.ca/~kosta/CompVis_Notes/ssd_cross-...
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119 views

Preamble detection using cross-correlation

I am generating a preamble with a sequence of [1 -1 1 -1 1 -1....] and spread with a barker-11 sequence. Now, the transmitted signal becomes [B(Barker), -B(Inverse of Barker), B, -B,....]. In channel, ...
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2answers
73 views

Correlation between 2 signals of uneven dimensions

As a part of my work, I am trying to correlate the audio signal in a video with the pixels of each frame. The steps I follow are: Audio sampling rate and frame rate of the video are known. So, ...