Questions tagged [cross-correlation]
The cross-correlation tag has no usage guidance.
334
questions
6
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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 ...
-1
votes
0answers
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 ...
2
votes
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 ...
0
votes
1answer
373 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 ...
0
votes
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 ...
0
votes
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. ...
0
votes
1answer
20 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 ...
5
votes
1answer
491 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 ...
3
votes
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 ...
1
vote
1answer
598 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 ...
3
votes
2answers
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 ...
0
votes
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:
...
5
votes
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 ...
0
votes
0answers
24 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 ...
1
vote
1answer
84 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-...
2
votes
1answer
434 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 ...
0
votes
1answer
39 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 ...
1
vote
3answers
869 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 ...
0
votes
2answers
55 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 ...
0
votes
0answers
18 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,...
1
vote
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 ...
2
votes
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 <...
1
vote
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 ...
1
vote
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(...
4
votes
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 ...
0
votes
1answer
63 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 ...
1
vote
1answer
77 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 ...
3
votes
1answer
2k 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 ...
1
vote
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 ...
0
votes
1answer
105 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 ...
1
vote
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 ...
1
vote
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 ...
0
votes
1answer
31 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 ...
1
vote
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 ...
0
votes
0answers
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:
<...
7
votes
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 ...
1
vote
1answer
99 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 ...
52
votes
5answers
46k views
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 ...
0
votes
2answers
764 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-...
1
vote
1answer
60 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....
0
votes
2answers
91 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 ...
0
votes
0answers
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 ...
2
votes
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 ...
1
vote
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 ...
1
vote
2answers
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 ...
1
vote
1answer
81 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 ...
2
votes
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.
<...
2
votes
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 ...
0
votes
2answers
548 views
Why does the addition of noise improve coherence between two signals?
Taking a simple example of the coherence between two signals, each composed of two sinusoids of frequency 100 and 200 Hz, I expect the coherence to show two peaks in the spectrum located at precisely ...
0
votes
1answer
35 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 ...
