Questions tagged [cross-correlation]

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2
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1answer
65 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 ...
2
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1answer
70 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 ...
1
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1answer
84 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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0answers
19 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
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8answers
96k views

How do I implement cross-correlation to prove two audio files are similar?

I have to do cross correlation of two audio file to prove they are similar. I have taken the FFT of the two audio files and have their power spectrum values in separate arrays. How should I proceed ...
2
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1answer
102 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] \...
3
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2answers
284 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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0answers
25 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 ...
3
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1answer
160 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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0answers
38 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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0answers
29 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 ...
1
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1answer
83 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
94 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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1answer
119 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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0answers
22 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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0answers
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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0answers
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 ...
2
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1answer
110 views

Group delay using cross correlation?

An input signal + (thermal) noise travels through a channel and can be measured at its output. Is it possible to use cross correlation between input and output signal to measure group delay? If not, ...
2
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1answer
627 views

Normalized cross-correlation in frequency domain

I never worked with signal processing and never really used Fourier transforms before, still I am working on a project consisting on taking the output of an accelerometer to detect some movement ...
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0answers
53 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-...
0
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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 ...
2
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1answer
126 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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0answers
25 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 ...
5
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1answer
249 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 ...
1
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3answers
744 views

Least Squares and Auto and Cross Correlation

I am trying to understand why auto and cross correlation helps find the best fit line in least squares. I have an equation as stated here: $Ax=b$ -- I have not exact solution, so I use the least ...
4
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1answer
313 views

Direct Correlation (DC) Time Delay Estimation: Variance Keeps Decreasing for Increasing SNR?

I'm trying to reproduce the results from this paper "Discrete time techniques for Time Delay Estimation" doi:10.1109/78.193195, for both the correlation and Least Squares. I've generated a random (...
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1answer
3k views

Convolution and Cross Correlation on 2D Image

I have read that convolution and cross-correlation are the same thing, but convolution flips 180 degrees (images), or time reverses (sequences) the kernel, before performing the elementwise ...
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0answers
181 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 ...
2
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1answer
84 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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0answers
23 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 \...
1
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1answer
711 views

GCC-PHAT (Generalized cross correlation) always peak at delay=0 on real audio signal

I have studied the GCC-PHAT algorithm to estimate TDOA on audio signals at 2 mics. Here is my MATLAB implementation: ...
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0answers
47 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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0answers
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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0answers
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 ...
0
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1answer
71 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
40 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 ...
2
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2answers
1k views

Problem with Generalized Cross Correlation (PHAT filter)

I have to calculate time delay between two signals.I am using the GCC-PHAT method. First, I cut the signals into smaller parts (~0.5s) and then try to calculate the delay. When I display those two ...
0
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0answers
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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0answers
48 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 ...
4
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2answers
26k views

Python - Normalized cross-correlation to measure similarites in 2 images

I'm trying to measure per-pixel similarities in two images (same array shape and type) using Python. In many scientific papers (like this one), normalized cross-correlation is used. Here's an image ...
0
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0answers
34 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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0answers
60 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 ...
0
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1answer
465 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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2answers
1k views

Using MATLAB `xcorr()` to Find a Signal Hidden Behind Noise

I am trying to develop some code to find a transient signal in a data set I have. Before I get there however I am trying to write code using simulated data. I first am creating a signal with a ...
1
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1answer
94 views

Confusion in the derivation of convolution formula [closed]

$$x(t)=\int_{-\infty}^{\infty}x(\tau)\delta(\tau-t)d\tau=\int_{-\infty}^{\infty}x(\tau)\delta(t-\tau)d\tau$$ Due to linearity, $$y(t)=T\{x(t)\}=\int_{-\infty}^{\infty}x(\tau)T\{\delta(\tau-t)\}d\tau=\...
2
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1answer
1k views

Matched filter and cross correlation in digital processing

I am very new to signal processing, and a bit confused with the matched filter. Assume that I have a time series and a specific waveform I need to identify in it. By definition: a matched filter ...
4
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2answers
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
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0answers
191 views

Preamble detection using cross-correlation

I am generating a preamble with a sequence of [1 -1 1 -1 1 -1....] and spread with a barker-11 sequence. Now, the transmitted signal becomes [B(Barker), -B(Inverse of Barker), B, -B,....]. In channel, ...
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2answers
92 views

Correlation between 2 signals of uneven dimensions

As a part of my work, I am trying to correlate the audio signal in a video with the pixels of each frame. The steps I follow are: Audio sampling rate and frame rate of the video are known. So, ...
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2answers
168 views

What is the meaning of positive and negative shift in signal correlation?

If $x(t)$ and $y(t)$ are real valued signal then from this page cross correlation between them is defined as \begin{align} R_{XY}(\tau) &= \int_{-\infty}^{\infty}x(t)y(t-\tau) dt\quad\text{+ve ...

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