Questions tagged [cross-correlation]

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What happens to crosscorrelation of two noise generator if one of them were to be inverted

I have two noise generator u1 and u2 and their crosscorrelation is given, what will happen to this crosscorrelation if u2 or u1 were to be inverted?
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49 views

How to extract information about each constituent 'wave' of a signal?

I have a vector containing wind speeds sampled at 1Hz over ten minutes. I have applied a lowpass filter of 0.25Hz to get only the wind speeds I am interested in. I now want to use MATLAB to ...
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35 views

Synchronize device to audio stream - Approach

I am working on a device which's actions should be synchronized to the audio played. The audio stream is known in beforehand and can be altered to contain signals for the synchronization. But the ...
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51 views

Difference Fourier Shift Theorem and Cross Correlation Theorem

can someone explain me the difference between the Fourier Shift Theorem and the Cross Correlation Theorem? The shift theorem says that a delay in the time domain corresponds to a linear phase term ...
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2answers
38 views

Transforming digitized noisy signal before applying cross-correlation

I'm trying to grasp the concept of cross-correlation as it applies to CDMA in the GPS C/A signal where noise is involved and the SNR is low. My understanding is that before calculating the cross-...
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29 views

Autocorrelation Computation with MATLAB

I have done the computation of the autocorrelation of a sequence (vector), here called "frame", and I have plotted it. Here the code: The resulting graph is: I do not understand the position of the ...
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59 views

Matlab normxcorr for 1D signals

I am very surprised not to find a version of normxcorr2 for 1D signals in Matlab ! I implemented something like that by hand (with 2 for loops, and normalizing the template as well as the window under ...
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28 views

Simulink cross correlation issue

here is the Simulink model that i'm using : The matlab function script : function tau = fcn(sig,refsig) tau = gccphat(sig,refsig); The errors :
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1answer
32 views

Synchronising audio in realtime without knowledge of original signal

Was doubting whether this is the right SE forum to ask my (elaborate) question, so don’t hesitate to let me know if it’s not. Also, if anyone knows of a better way to title the question, feel free to ...
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3answers
137 views

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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17 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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18 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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7 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
64 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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1answer
32 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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17 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
62 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
64 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
90 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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272 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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21 views

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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37 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
146 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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28 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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2answers
253 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
77 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
86 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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28 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
97 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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21 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
75 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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52 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
80 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
123 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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23 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
226 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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158 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
74 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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22 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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58 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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20 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
69 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
39 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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46 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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64 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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47 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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33 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
175 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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