Questions tagged [cross-correlation]

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Is there any relationship between the convolution and cross-correlation of two signals? [duplicate]

There are two square 2-D signals with the same size $m \times m$, if the result of convolution of those two signals is first picture, And the result of cross-correlation of those two signals is second ...
238 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'...
140 views

How to estimate ALL time-delays across MULTIPLE signals?

Imagine there are 100 recordings of the same signal or pattern, but those recordings are not properly aligned with each other in time. In other words, each sample has some unknown time delay in ...
593 views

DoA estimation using microphone array

I am using an array of 4 microphones in a square formation. My goal is to estimate the direction (azimuth only) of incoming speech sound. The array looks like this: I have recordings from the array ...
9k views

How do I get the phase angle from Cross Correlation?

Im trying to cross correlate two signals in matlab and get the phase difference between the signals. For cross correlation (the idea is to do it without xcorr) I used: ...
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Cross-Correlation of two signals each with independent complex Gaussian noise

The nearest question I can find is here, but it does not have an answer. Say I want to correlate the following two noisy channels: $x_1 = s_1 + n_1$ and $x_2 = s_2 + n_2$, where $s_1$ and $s_2$ are ...
5k views

How to normalize output of $\tt scipy.signal.correlate$

I have 2 different signals and I'm trying to cross-correlate then using Python 2.7 and scipy.signal.correlate. How do I normalize my results (such that the max ...
3k views

Correlation of two signals at different sample rate

I have a signal $X$ and I want to find signal $Y$ in $X$, I can achieve this by cross-correlation. Signal $X$ is sampled at $8000\textrm{ Hz}$, and $Y$ signal is sampled at $44100\textrm{ Hz}$. My ...
222 views

Relationship between time average and cross spectrum

I have two signals $x(t)$ and $y(t)$ which I can sample at arbitrary $\Delta t$ and $N$. I am interested to the signals product time average $\langle x(t)y(t)\rangle_t$. In particular I want to ...
347 views

Help in interpreting the auto correlation graph

I want to check if a time series is (a) random (b) independent. For these I am using the autocorrelation (AC). Autocorrelation refers to the correlation of a time series with its own past and future ...
3k views

How to find the period of a noisy signal using MATLAB's $\tt xcorr$?

Here is my code: function [ T ] = FindPeriodicity2(x,Fs) ac=xcorr(x,x); [~,locs]=findpeaks(ac); T=mean(diff(locs)/Fs); end and when I pass the signal ...
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How to calculate the variation of delay?

I have 1 transmitted signal transmits to the receiver. Every time transmit, I collect data from the receiver, I use the transmitted which I just transmitted and received data, correlate them, then I ...
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How to calculate Time Delay Estimation?

I have 2 data files, which links are attached below: Transmitted data Received data Those binary data are read by this MATLAB code: %% EDIT: clear all; close all; format long; ...
449 views

Wiener filter yielding negative MSE (and MMSE)

I implement a Wiener filter using the following code ...
814 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++...
415 views

Features of a non-periodic signal for comparison

I am looking for comparing a signal (256 / 512 point discrete | non-periodic ) (obtained after extracting some features from the captured image) with a database of around 5000 signals (256 /512 point ...
772 views

Time delay estimation in low SNR

So I am interested in finding delay between two noisy narrowband signals,for example, two arterial pulse waveform. I can easily get a correct estimate of delay using cross-correlation method, but it ...
461 views

Understanding time delay estimation for GPS?

I really need help to understand these questions which is highlight, for the GPS situation, I hope anyone who has been working in this situation before, please help me to have a clear understanding ...
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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 ...
574 views

I've got two signals which are consecutive received signals by a radar system. The signals' values are complex (in form $x+\textrm iy$). I have generated a trasmitted signal using the info available. ...
449 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 ...
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How to compute the cross correlation of two fuctions

I am trying to implement Matlab's cross correlation function but I can't seem to replicate the results obtained when using Matlab's built in function "xcorr". Documentation for xcorr can be found ...
772 views

A special case of 2 jointly Weak-Sense Stationary (WSS) stochastic processes

I know that 3 conditions must be met in order a pair of stochastic processes $X(t)$ and $Y(t)$ to be characterized as jointly WSS: 1. $X(t)\;\; WSS$ 2. $Y(t)\;\; WSS$ 3. \$R_{xy}(t_1,t_2) = R_{xy}(...
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xcorr in MATLAB for periodic function

I have a periodic signal and I want to find it's autocorrelation function. I can calculate it exactly: $$R_{uu}(h) = \frac 1M \sum_{k=0}^{M-1} u(k)\cdot u(k-h)$$ But will ...
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Angle of arrival (AOA) estimation using FMCW radar using MUSIC algorithm

I am working with FMCW phased array radar with only upchirps. The range doppler matrix is obtained using the two dimensional fast Fourier transform on multiple chirps. I want to obtain the angular ...