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Discussion Groups | Matlab DSP | Re: autocorrelation problem

Technical discussion about Matlab and issues related to Digital Signal Processing.

  

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autocorrelation problem - t_katrina - Feb 22 19:24:00 2003



Hi everyone,

I need help in autocorrelation. I have generated a particular
sequence code, C of period 15 and need to find its autocorrelation.
I need to get the values at given lags from i = 0 to i = 15. For
example when i = 0, it's a perfect autocorrelation (no lag) so I
should get the peak value of the autocorrelation here.
Theoretically, this value should be equal to 1. But what I got was
more that. Subsequently, I got a constant value (which was lower
than the peak) when there is lag. Theoretically, I should be
getting a constant 0 value...

What I did was multiply C by a cyclic shift of it for each lag.
What did I do wrong or forgot? Really need suggestions....

Thanks in advance!
Kat~





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Re: autocorrelation problem - Sergio Dominguez - Feb 24 9:32:00 2003

Hi katrina,

I do not really understand what you mean (my English is no that good). Could
you send the sequence and describe a little more what you intend to do? What
kind of process is it and what are you using to calculate the autocorrelation? I
guess you are using xcorr, or have you done your own code?

Sergio

A las 07:24 del 22 de Feb de 2003, t_katrina <>
<> dijo:
> Hi everyone,
>
> I need help in autocorrelation. I have generated a particular
> sequence code, C of period 15 and need to find its autocorrelation.
> I need to get the values at given lags from i = 0 to i = 15. For
> example when i = 0, it's a perfect autocorrelation (no lag) so I
> should get the peak value of the autocorrelation here.
> Theoretically, this value should be equal to 1. But what I got was
> more that. Subsequently, I got a constant value (which was lower
> than the peak) when there is lag. Theoretically, I should be
> getting a constant 0 value...
>
> What I did was multiply C by a cyclic shift of it for each lag.
> What did I do wrong or forgot? Really need suggestions....
>
> Thanks in advance!
> Kat~ >
> _____________________________________
> /groups.php3 >

--
Did you ever notice that everyone in favour of birth control has already
been born?
-- Benny Hill




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Re: autocorrelation problem - Author Unknown - Feb 24 13:36:00 2003



I'm just guessing here, but it sounds as if you have a non-zero average value in
C when you expected C to be zero-mean.

Is the constant value at lags not equal to zero positive or negative?

Sincerely,
Glen Ragan

From: "t_katrina <>" <t_katrina on 02/22/2003 01:24 PM

To:
cc:

Subject: [matlab] autocorrelation problem

Hi everyone,

I need help in autocorrelation.



  I have generated a particular
sequence code, C of period 15 and need to find its autocorrelation.
I need to get the values at given lags from i = 0 to i = 15.  For
example when i = 0, it's a perfect autocorrelation (no lag) so I
should get the peak value of the autocorrelation here.
Theoretically, this value should be equal to 1.  But what I got was
more that.  Subsequently, I got a constant value (which was lower
than the peak) when there is lag.  Theoretically, I should be
getting a constant 0 value...

What I did was multiply C by a cyclic shift of it for each lag.
What did I do wrong or forgot?  Really need suggestions....

Thanks in advance!
Kat~

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Re: autocorrelation problem - Predrag Valozic - Feb 25 7:48:00 2003

Hi Katrina!

It is all about a LFSR(4) sequence (I suppose) that (theoretically)
has properties you are describing:
normalized ACF(0) = 1, ACF(<>0) = 0.
But it is only for bipolar sequence of infinit length.

If the sequence is bipolar, length N then normalized ACF(<>0) = -1/N.
If ACF(0) <> 1, then you have to normalize it.

Predrag

----- Original Message -----
From: <>
To: <>
Sent: 2003. veljača 22 20:24
Subject: [matlab] autocorrelation problem > Hi everyone,
>
> I need help in autocorrelation. I have generated a particular
> sequence code, C of period 15 and need to find its autocorrelation.
> I need to get the values at given lags from i = 0 to i = 15. For
> example when i = 0, it's a perfect autocorrelation (no lag) so I
> should get the peak value of the autocorrelation here.
> Theoretically, this value should be equal to 1. But what I got was
> more that. Subsequently, I got a constant value (which was lower
> than the peak) when there is lag. Theoretically, I should be
> getting a constant 0 value...
>
> What I did was multiply C by a cyclic shift of it for each lag.
> What did I do wrong or forgot? Really need suggestions....
>
> Thanks in advance!
> Kat~ >
> _____________________________________
> /groups.php3




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