Questions tagged [cross-correlation]

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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
60 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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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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517 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
61 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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776 views

Autocorrelation of Addition of Two Independent Signals

Given a random signal $ Z \left( t \right) $ which is addition of two independent signals $ X \left( t \right) $ and $ Y \left( t \right) $ with constant parameters $ a $ and $ b $: $$ Z (t) = aX(t) + ...
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1answer
516 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
677 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
27 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
630 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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1k 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
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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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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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166 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
477 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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1answer
719 views

What Does It Mean When Cross Correlation Between Two Images Occur at Negative Coordinates

I am using Matlab normxcorr2 to calculate the cross correlation between several images, something like what has been done here: in MATLAB documentation. There are some of the examples that I get ...
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514 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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1answer
35 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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48 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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28 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
63 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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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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1answer
42 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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121 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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30 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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27 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
35 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
454 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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28 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
121 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
73 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
1k 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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60 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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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
48 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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702 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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5k 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
85 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
161 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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35 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
32 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
60 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
77 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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65 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
138 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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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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951 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
110 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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