# Questions tagged [cross-correlation]

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### 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 ...
1k 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 ...
517 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 ...
81 views

### Minimum time delay that can be estimated between two sensors

Consider a 1-dimensional toy problem. I have two sensors at different points along the $x$-axis. Somewhere away from the sensors, a disturbance is created which travels towards the sensors, first ...
935 views

### Synchronizing signals with different sample rates

I am relatively new to signal processing, so I am still missing some basic knowledge, but I am trying to improve as much as I can. I am trying to synchronize two signals with matlab using cross-...
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 ...
835 views

### identification of sounds within audio signals

I am looking for methods to identify sounds within audio files. I was hoping to find some ready-made user-friendly software to do this but haven't found it yet. I am familiar with Matlab and some C++...
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 ...
31 views

### 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 ...
53 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 ...
197 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. <...
67 views

here is the Simulink model that i'm using : The matlab function script : function tau = fcn(sig,refsig) tau = gccphat(sig,refsig); The errors :
899 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 ...
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 ...
142 views

### Iterative Auto and Cross Correleation Estimates

I'm looking for literature or other information that covers iteratively estimating the auto- and cross-correlation vectors and the auto-correlation matrix. Initially, I can assume the signal is wide-...
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 ...
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 ...
36 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 ...
36 views

### Instantaneous frequency, PLLs, frequency mixing, cross-correlation and the cross-correlation matrix

This is as much a request for comment and critique as anything else. I am looking at tracking how a system perturbs an input that is a (real) sinoid of varying frequency. ...
26 views

### Increasing samples per symbol degrades correlation between signals

I am trying to implement a simple pseudo-noise (PN) ranging simulation. I have used this GNU Radio example, and I have adapted it a bit to suit my needs. Here is a screenshot of my flowchart: The ...
53 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 ...
33 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 ...
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 ...
82 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 ...
71 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 ...
124 views

### Subtracting audio signal emitted - trying to use spectral subtraction to localize moving objects

I am a Software Engineer without much signal processing background and currently spending and experimenting to get use to it. My scenario: Assume a speaker and a microphone array. A speaker emits an ...
271 views

### Frequency Domain Variant of Pearson's Sample Correlation Coefficient?

Suppose that you need to find (i.e. acquire) $x_1$, a short data packet with a known bit sequence preamble (i.e. a PRBS BPSK), in $x_2$, quantized samples recorded from the output of an ADC. You don'...
631 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 ...
164 views

### Choice of axes in 1D cross-correlation of a signal in a 2D space

I am working on a research project in which we present an observer with a target moving in a random walk in a plane in front of them, and record the eye movements they make to track it. We cross-...
455 views

### Finding lag times for multiple time series

I have $N$ time series which have unknown time offsets relative to each other. I want to estimate the $(N - 1)$ time offsets, $\tau_{i,i+1}$, which maximise the sum of the cross-correlations between ...
863 views

### Detecting delay and sample drift in audio files (wav, mp3, etc.)

In my application, I have an audio recording with background music. I know which song is playing in the background and have a copy of the original song (wav, mp3, etc.). The goal is to align the ...
255 views

### Cross Correlation shows peak at the same location every time

I have a signal which is taken from an accelerometer and I'm trying to match patterns between different windows of the signal by cross correlation. To do this I take different windows of the signal, ...
391 views

### Audio - TDOA and $\tt xcorr$, find the 'best' peak

I try to locate a mobile device using multilateration. The mobile device acts as the receiver and in the room I have three speakers. To calculate the position I need the time difference of arrival (...
287 views

### Fast Normalized Cross-Correlation for Stream-Data

I read some papers about fast normalized cross-correlation techniques. Most of them are used to identify a template in an original image. I was not able to find information about input-data in a ...
1k views

### Why correlation coefficient template matching perfoms better than cross-correlation and square-differences method

I am using this template in OpenCv's match template function by converting all images to grayscale. Here are my result using sum of square differences,cross correlation and correlation coefficient....
2k views

### Compare two voices and outline their similarity

I am trying to develop an application which records the voice of someone through a microphone. I will have a preset recorded voices for the same words. I then need to compare the real time recorded ...
407 views

### “Circular shift - invariant” distance

Couldn't decide whether the question belongs on Mathematics or here, but I guess I'll ask it here. I've got a discrete - valued function defined on a finite segment of a line that looks like this: ...
995 views

### GCC-PHAT cross correlation

I am trying to implement GCC-PHAT in python. The approach is similar to the following two links: link1 and link2 It seems the only difference between GCC-PHAT and normal cross-correlation using FFT ...
130 views

### Time delay analysis in different binary sequences

I am extracting a property of a signal which I represent with either a 0 for absent or 1 for present. This property is extracted for each data point in a time series and in the end I am left with a ...
400 views

### Noisy Signal auto/cross-correlation

I am trying to understand the basics of the cross/auto-correlation if the noisy signal $y(t)$ which is received from the channel at the receiver. Here at receiver we want to estimate the noise in the ...
290 views

### ACF and PACF Confidence Levels for ARMA

I'm trying to figure out where exactly to draw the confidence levels for the autocorrleation function (ACF) and the partial autocorrelation function (PACF) for an ARMA model. For PACF I found that a ...
323 views

### Train Pulse Recognition in Medium Voltage Networks

I just started a project in the Smart Grids area. It involves the recognition and quick extinction of earth faults in a medium voltage system. The system works automatically and pretty much gets rid ...
358 views

### Finding audio signal time delay: cross-correlation vs. impulse response?

I need to find a time delay between the two audio signals, one comming from one set of speakers, and the other being the source signal that is initialy sent to speakers. I send some noise through ...
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 ...
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}...
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 ...
26 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,...
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 ...