Questions tagged [cross-correlation]

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21 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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21 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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1answer
33 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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2answers
499 views

Efficient calculation of correlation function every $N^{\rm th}$ point

I would like to calculate a long correlation function of length say, 1e6 points. I have a prior knowledge that the correlation peak will be in point k*1000. Is there an efficient way to apply this ...
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25 views

cross correlation of minus one

I know that a cross correlation value of +1 between two signals means maximum similarity, and a cross correlation value of zero means that the two signals are completely dissimilar. What does a cross ...
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1answer
55 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
376 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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2answers
89 views

audio signal time delay estimation(TDE) in indiviual and separate mics

common TDE problems algorithms(such as GCC) often require audio signals in different mics concurrently, however, is it possible to estimate audio signal time of arrivals(ToA) in different mics ...
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1answer
510 views

Confusion with data after cross correlation

Surely this question has been answered before in parts but I cannot find one solid answer. Ultimately I am trying to calculate the audio delay between two signals I am recording on USB microphones. ...
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1answer
23 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
492 views

Finding dependence between two sparse signals

I am new to signal processing and would really appreciate your help. happy to provide more context/details. In my research, I have a system that has many sensors $X_1, \ldots, X_N$ and using this ...
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2answers
666 views

DOA estimation 2 sources time delay estimation uniform array

I am new to signal processing, so sorry if the question is superbanal. I have been spending more days than I would admit on this and can't find the error. I have two triangle waves that are emitted ...
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1answer
600 views

Cramer Rao Lower Bound for Cross Correlation (Time Shift Estimation)

UPDATE 2 Okay, I think I understand now why the defined CRLB is not applying to my use case. In my use case, we have very high SNR, and the the first signal $x_1$ is always the same. So the classical ...
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3k views

Correlation Using FFT / IFFT (Convolution in Frequency Domain) in Java

I try to find about the delay between two audio files using Cross Correlation in Java. I've already done this algorithm so far that i get a idea about how many samples is the delay. FFT x1 -> Zero ...
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1answer
964 views

Cross Correlation in Java (Android) Using FFT (Frequency Domain Convolution / Correlation)

I want to implement cross-correlation with the start-symbol and the signal using FFT. I zero-pad both signals to length N = x.len + y.len -1 Using the convolution theorem: ...
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2answers
960 views

How to calculate the phase shift AND time delay of non-periodic signals

Say I have two non-periodic signals, $f_1(t)$ and $f_2(t)$, with Fourier transforms $F_1(\omega)$ and $F_2(\omega)$. Basically, I need to line up $f_1(t)$ and $f_2(t)$ as close as possible, and I am ...
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25 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
87 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
435 views

Finding baseline (reference) of nosiy data and lag/lead between 2 signals

I have 2 datasets which vary with time as shown in the figure - Sa – Red , Sb – BLACK . I am doing the analysis in R. The entire dataset and a segment of data from 30 - 31 s are shown below - - As ...
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41 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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3answers
875 views

Downsampling from 100Hz to 60 Hz

I have two sensors measuring a single time varying signal . The first sensor (reference sensor) is sampling the data at 60 Hz and the second sensor (test sensor) is sampling the data at 60 Hz. I ...
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2answers
56 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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19 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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1answer
45 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
681 views

Normalized Cross Correlation Operation

According to my question about separability of Gabor filters in this link, I want now to convolve my image with this separable filter by using the normalized cross correlation operation. Assume my <...
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1answer
30 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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1answer
35 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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3answers
4k views

GCC-PHAT (Generalized cross correlation MATLAB)

I've been trying to implement generalized cross correlation with a PHAT weighting function for a while now, and cannot get it to work. I have tried correlating using MATLAB's xcorr.m file, and it ...
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1answer
64 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
78 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
3k views

When to use cross spectral density versus cross correlation?

All my life, I've used cross-correlation to analyze the strength of the relationship between an input signal and the output signal. I use this to determine which ...
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0answers
25 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
106 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
31 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
57 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
73 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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54 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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2answers
6k views

Meaning of the Transpose of Convolution

I have an $n \times n$ asymmetric convolution kernel, $k(t_1,t_2)$. $k$ is zero everywhere except for in small regions near the corners. I also have an $n \times n$ image, $f$. Let $*$ denote ...
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1answer
101 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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5answers
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What is the difference between convolution and cross-correlation?

I've found on multiple sites that convolution and cross-correlation are similar (including the tag wiki for convolution), but I didn't find anywhere how they differ. What is the difference between ...
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2answers
770 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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1answer
61 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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2answers
93 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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25 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
40 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
33 views

Variance of circular vector correlation

Say I have two zero-mean vectors, with a size of N and the translation between them is k. Say the image signal std is $\sigma_s$ and the noise std is given by $\sigma_n$. What is the variance of the ...
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49 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
82 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
118 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
40 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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