Questions tagged [cross-correlation]

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Averaging signals with unknown delays

I think this type of problem must come up often, so apologies if this is a duplicate, but if I have multiple measurements of a signal, with a slight unknown group delay, is there a way to average the ...
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31 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
44 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
46 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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17 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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24 views

Phase correlation - how to plot translation peak (subpixel)?

I do phase correlation in frequency domain between two 2D images. I have computed phase correlation, but I don't know how to plot this peak in Python. The picture I want to get is in link below. Can ...
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1answer
31 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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17 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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14 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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34 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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40 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
78 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
82 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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17 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
117 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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47 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
34 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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30 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
51 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
27 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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30 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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37 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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39 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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19 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
96 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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46 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
287 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
45 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
430 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
402 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
219 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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94 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
62 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, ...
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2answers
92 views

What is the meaning of positive and negative shift in signal correlation?

If $x(t)$ and $y(t)$ are real valued signal then from this page cross correlation between them is defined as \begin{align} R_{XY}(\tau) &= \int_{-\infty}^{\infty}x(t)y(t-\tau) dt\quad\text{+ve ...
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191 views

Basics of Normalizing Cross-Correlation with a View to Comparing Signals

I'm trying to understand how cross-correlation is used determine the similarity of two signals. This tutorial offers a very clear explanation of the basics, but I still don't understand how to use ...
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1answer
603 views

Comparing multiple signals for similarity

I have multiple (between 2 and 100) signals and need to determine when a significant number diverge from the rest. We're exploring machine learning techniques, but we also want tackle this as a signal ...
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1answer
51 views

Cramér-Rao lower bound

I have been trying to implement the Cramér-Rao lower bound from the paper - A reference-free time difference of arrival source localization using a passive sensor array (eq. 6 and eq. 7). $$ \...
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2answers
102 views

Interpolation of audio for new frames

I am trying to upsample a video by existing frame interpolation techniques. In the process, I realize that I also need to interpolate the audio signal for the new frames so that the audio signal is in ...
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1answer
64 views

Findin the source direction using cross-correlation function

I am new to DSP and I'm working on the following problem. We have a sound source in the far field and a microphone array consisting of two microphones with distance d. We want to determine the source ...
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81 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)...
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1answer
47 views

Interpolation of missing audio signal in a video sequence

Suppose there is a video sequence and there are some frames for which the audio data is missing. I want to interpolate the missing audio data on the basis of the correlation of the audio signal with ...
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1answer
35 views

Why is the sound field intensity due to $K$ point sources given by $ I(p,\omega) = \sum_{k=1}^K \sigma_k^2(\omega) \delta(p - p_k)$?

I am trying to understand the following piece of text. I am not used to dealing with sound intensity and power so I'm not familiar with the derivation of the formula $(*)$ below. Statement: 1. We ...
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1answer
155 views

Problem understanding the Expectation Operator

I know that the Expectation Operator $E\{x\}$ four discrete values is $$ \sum_k \alpha Pr(x = \alpha_k)$$ and its very intuitive when speaking out a formula which contains the Expectation Operator. ...
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1answer
252 views

GPS Coarse Acquisition PRN Codes

Are the actual 1023 bit sequences for each of the 32 GPS satellites available to consumers? I found the IS GPS 200 but it doesn't list the entire sequences. Are verified sequences available for ...
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2answers
111 views

Cross-correlation peaks in acoustic multi-path conditions

Consider a speaker and a microphone are placed in a multi-path environment and the audio signal to be transmitted is LFM(chirp) signal, the time of arrival of the audio signal is computed by cross-...
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2answers
232 views

GPS CA Signal Acquisition

The coarse acquisition C/A GPS signal has a symbol rate or chip rate of 1.023 Mcps with code period of 1 ms. The code bandwidth is +/-1.023MHz (to 1st sinc nulls). I'd like to record this signal using ...