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Questions tagged [cross-correlation]

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2
votes
1answer
180 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 ...
2
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1answer
1k 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: ...
2
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1answer
709 views

How to Find Shift Between Two Signals with Cross Correlation?

I have calculated the cross-correlation function between to waveforms. I would like to find the shift between the two waveforms from the peak of the cross-correlation function. I am not really sure ...
2
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3answers
395 views

Interpreting this plot cross-correlation

I have an input signal $x(t)$ that is a white Gaussian random signal with mean 0 and variance 1. The signal $y(t)$ is the output of a linear filter with impulse response $$h(t) = |\operatorname{sinc}(...
2
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2answers
436 views

Autocorrelation function $R_{yy}(t_1,t_2)$?

If $x(t)$ is a zero mean stationary Gaussian process and if $y(t)=x^2(t)$,then $\{y(t)\}$ is called a square law detector process. Now i want to find autocorrelation function $R_{yy}(t_1,t_2)$,that is ...
2
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1answer
635 views

Difference between Generalized Hough Transform and Cross-correlation Feature Matching

I've been taking the Udacity Computer Vision Course, and one thing that has confused me so far is how the Generalized Hough Transform is any different from feature matching on an edge image using ...
2
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1answer
1k views

What Information does the phase of a cross power spectra give me?

I obtain the cross power spectra by the following steps: compute the FFT of signal A and B Multiply A with the conjugate of B store it in C (cross power spectra) Now looking at the Phase of this ...
2
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2answers
395 views

Given an experimental FFT plot, how to find the best match from a set of generated FFT plots?

What I'm trying to do is, given some experimental data and it's (magnitude normalized to 1) FFT, match the FFT with one of say 1000 other (magnitude normalized to 1) FFT plots. Please note that the ...
2
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1answer
177 views

When might looking at rising edges perform better than cross-correlation?

A simple question as the title indicates: Let us assume that we have two signals, measured from two different sensors that are close together. (For this application, the sensors are measuring blood/...
2
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1answer
197 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) ...
2
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1answer
269 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] \...
2
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2answers
3k 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 ...
2
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1answer
1k 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 ...
2
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1answer
74 views

False negative probability of cross-correlation

Suppose $D$ is a string of length $L$ where its values are uniformly distributed in $[-a,a]$. Also, all values of $D$ are independent (i.i.d). $X$ is a noisy version of $D$ in this way: $X=D+N$ where ...
2
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1answer
35 views

Why is the sound field intensity due to $K$ point sources given by $ I(p,\omega) = \sum_{k=1}^K \sigma_k^2(\omega) \delta(p - p_k)$?

I am trying to understand the following piece of text. I am not used to dealing with sound intensity and power so I'm not familiar with the derivation of the formula $(*)$ below. Statement: 1. We ...
2
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2answers
460 views

GPS CA Signal Acquisition

The coarse acquisition C/A GPS signal has a symbol rate or chip rate of 1.023 Mcps with code period of 1 ms. The code bandwidth is +/-1.023MHz (to 1st sinc nulls). I'd like to record this signal using ...
2
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1answer
125 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
397 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 ...
2
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2answers
2k 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 ...
2
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2answers
439 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 ...
2
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1answer
892 views

Calculating similarity between bit strings/signal

I have a project I'm working on where I'm trying to efficiently compare sequences of binary data to determine how similar they are. Basically, a sequence might look like this: 1001010010100011110... ...
2
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1answer
240 views

Is jointly wss (wide sense stationary) a transitive relation?

I've been try to either prove or find a counter-example to the idea of jointly-wss being transitive. In other words: does ($x$ and $y$ are jointly wss) $\wedge$ ($y$ and $z$ are jointly wss) imply ...
2
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1answer
837 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}(...
2
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1answer
451 views

Embedded Correlation Function

I'm trying to write a correlation function on an embedded device. Because its embedded, I need to make sure that the memory/CPU usage is minimum. Here's the deal: - I have a saved waveform sampled ...
2
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0answers
32 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 ...
2
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0answers
56 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 ...
2
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0answers
207 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. <...
2
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0answers
72 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 :
2
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0answers
925 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 ...
2
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1answer
485 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 ...
2
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0answers
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-...
1
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1answer
79 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 ...
1
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1answer
104 views

SVD vs matched filter

Reading about singular value decomposition (SVD) in the context of signal processing applications, one can separate the signal from the noise into orthogonal subspaces. On the surface this sounds like ...
1
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2answers
393 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 ...
1
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1answer
1k views

GPS Coarse Acquisition PRN Codes

Are the actual 1023 bit sequences for each of the 32 GPS satellites available to consumers? I found the IS GPS 200 but it doesn't list the entire sequences. Are verified sequences available for ...
1
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1answer
78 views

Parabolic fiting for sub-sample precision

I am performing cross-correlation between two double[1024] arrays. I want to track the correlation's maximum with sub-sample accuracy, so I decided to implement parabolic fitting to my code. I used ...
1
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1answer
620 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 ...
1
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1answer
2k views

Baseline correlation for template matching

In normal cross-correlation or convolution between a signal and a template(say a small portion of the signal) the template is moved along length of the signal without changing the amplitude offset of ...
1
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1answer
4k 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 ...
1
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1answer
433 views

Cross-correlation - Why is there a complex part after FFT/IFFT when deleting the mirrored part of the spectrum?

I want to detect a special shape in my time series and I apply an matched filter using cross-correlation to increase the SNR. ...
1
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1answer
2k views

Image Cross-Correlation interpretation

I'm working on this idea of choosing best cover image from given db for image steganography(hiding secret image inside cover). I've started with calculating cross-correlation matrix between images in ...
1
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1answer
247 views

Response of Linear System to Stochastic Process

Somehow I am getting the variance{u(n)} equal to '0' !! This is the case when I take the coefficient 'a' as real. As it is not mentioned in the question I need to find the solution to this question ...
1
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2answers
3k views

fast 2D cross correlation algorithm

I want to match a small template to a larger image, that the distance between the template and the subimage with the same size of the template is minimized. It can be solved directly or by applying 2D ...
1
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2answers
3k views

Matching 2 audio files

I'm doing research on how we can do matching between 2 audio files using Android to see if they have the same content or not. After doing lots of research, I have concluded that I must do 2 main ...
1
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1answer
504 views

What is the significance of first zero upcrossing of a cross correlation?

What is the significance of the first zero up-crossing of a cross-correlation? The signals being correlated are cosines signals with some phase difference. EDIT 1 : Cross-correlation plot attached. ...
1
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1answer
126 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-...
1
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2answers
202 views

Cross correlation and cross power spectrum for signal + noise

Quick question about my understanding of cross correlations and cross spectral densities. Let $C_{ab}$ be the cross correlation between the signals $a$ and $b$, i.e., $C_{ab}(\tau) = \langle a(t)b(t+\...
1
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1answer
345 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 ...
1
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1answer
117 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=\...
1
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2answers
392 views

Why do we use white noise to estimate echoes?

I'm interested in the case where I have received a signal as a composition of three echoes of the transmitted signal $x[n]$ (each echo has its amplitude and time delay). I know that in order to ...

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