## Forums Search for: Autocorrelation

## construction of a signal given its autocorrelation sequence

inHello! My question relates to DSP theory: suppose that i have an autocorrelation sequence in a closed form formula. This autocorrelation sequence...

Hello! My question relates to DSP theory: suppose that i have an autocorrelation sequence in a closed form formula. This autocorrelation sequence may correspond to many different signals. My question is how can i construct a signal whose autocorrelation is the given one? Anyone expert?

## order of autocorrelation/ASDF and interpolation?

inI asked this before under another subject line, but perhaps it got lost. Assume I want the autocorrelation peak or best least squares fit...

I asked this before under another subject line, but perhaps it got lost. Assume I want the autocorrelation peak or best least squares fit of sampled data for non-integer sample offsets (e.g. the periods of the frequencies of interest are not a multiple of the sample interval). Should I interpolate the data for the autocorrelation/ASDF? Or should I do the autocorrelation for integer sampl...

## autocorrelogram have bias?

inHello I'm working on analyzing neuroscience data using the autocorrelation function. I discovered that it has a negative bias (for all lags...

Hello I'm working on analyzing neuroscience data using the autocorrelation function. I discovered that it has a negative bias (for all lags except zero lag), that exactly matches up so that the sum of all is zero. This is in disagreement with what most textbooks write, for example this taken from wikipedia (autocorrelation, under properties): "The autocorrelation of a continuous-time white ...

## Autocorrelation Tutorial/notes

inHey guys I am studying DSP on my own and would like anyone out there who has good notes on Autocorrelation from the very basic to post them for...

Hey guys I am studying DSP on my own and would like anyone out there who has good notes on Autocorrelation from the very basic to post them for me to use. Second I hope from your notes, I will be able to understand variance and be able to maybe construct an autocorrelation matrix of order 4 and find its inverse. Thanks in advance.

## Basics of Spectral Density and Autocorrelation Function

inHi, I am trying to grasp the basics of autocorrelation and PSD. I dont have a strong background on DSP, so any help will be appreciated. ...

Hi, I am trying to grasp the basics of autocorrelation and PSD. I dont have a strong background on DSP, so any help will be appreciated. Here are my questions: (1) why is the PSD, which is given by : PSD(f)=4*Integral[cos(2*pi*f*t)*Autocorrelation from -inf, +inf] is VALID ONLY for frequncies ABOVE 1/tau (where tau is the time length of the autocorrelation time). For example, my autoc...

## autocorrelation of a downsampled signal

inHi Guys, forgive me but it has been 10 years since i took a course in signal processing. i am doing some simulations and i need the expression...

Hi Guys, forgive me but it has been 10 years since i took a course in signal processing. i am doing some simulations and i need the expression of the autocorrelation (Rx') of a signal after downsampling using the autocorrelation (Rx) of the unsampled signal. I think it should be :Rx'(n)=(1/M).Rx(n.M). However, when i use the matlab xcorr function with M=2, the results don't adhere to the...

## Random numbers with exacty zero autocorrelation

inHi all, I'm trying to simulate a small sample, say 15 numbers, of white noise. But due to chance, the autocorrelation is not exactly 0. Of...

Hi all, I'm trying to simulate a small sample, say 15 numbers, of white noise. But due to chance, the autocorrelation is not exactly 0. Of course the standard deviation is also not exacty 1 but I can fix that. Is there transformation to get rid of the unwanted autocorrelation?? Many thanks, Jeroen

## autocorrelation - HELP!

inHi! I am a student who is starting to go over autocorrelation. I am trying to understand this concept. I have read several posts here...

Hi! I am a student who is starting to go over autocorrelation. I am trying to understand this concept. I have read several posts here concerning this topic but I cannot find the answer for my problem. I have to calculate the autocorrelation of the signal at the receiver which is the sum of transmitted signal s(t) and a noise n(t) i.e. r(t)=x(tau)+n(tau). x(t) and n(t) are statistically i...

## About autocorrelation matrix of a Periodic correlation function

What properties an autocorrelation matrix would have if the corresponding autocorrelation function is periodic in time with certain integer...

What properties an autocorrelation matrix would have if the corresponding autocorrelation function is periodic in time with certain integer period T?? I am interested in obtaining something like a cyclic autocorrelation matrix of a cyclostationary process but have no idea where to start from. The cyclic correlation functions are simply the fourier coefficients of the normal correlation fu...

## autocorrelation function C code for full signal

inHi: im interested in finding autocorrelation function for a whole signal instead of a frame only of a signal. i have been refered to a post...

Hi: im interested in finding autocorrelation function for a whole signal instead of a frame only of a signal. i have been refered to a post in year06 (Autocorrelation function, Java or C code) regarding the autocorrelation for a frame of a signal, and i tried to modify the C code for finding the autocorrelation function of the whole signal. However my trial has failed. Does anyone have the ...

## Which version of Autocorrelation function to use?

inHello, I think I am missing something very basic here. I am confused as to which definition of autocorrelation to use. From Wikipedia...

Hello, I think I am missing something very basic here. I am confused as to which definition of autocorrelation to use. From Wikipedia (http://en.wikipedia.org/wiki/Autocorrelation), there are two definitions. 1) Based on convolution 2) Based on 'expectation' - E[f(t).f*(t-t')] I am not sure which version to use. I am working on OFDM so I will be mostly interested in calculation the a...

## autocorrelation matrix

inI'm trying to copmute the autocorrelation matrix of array outputs and suspect i may be doing something wrong. I'm confident that i'm getting...

I'm trying to copmute the autocorrelation matrix of array outputs and suspect i may be doing something wrong. I'm confident that i'm getting the right result for vectors but when my signal is a matrix it all goes wrong. Looking at the examples below can anyone say if they are correct? e.g. If X=[1 2 3] autocorrelation matrix = [14 8 3 8 13 ...

## image correlation and autocorrelation

inHello forum, this is a simple one: I found two forms of autocorrelation for 1D signals: biased and unbiased. Does anyone know the...

Hello forum, this is a simple one: I found two forms of autocorrelation for 1D signals: biased and unbiased. Does anyone know the difference? Also, all the signals or images we work with are finite in length. If autocorrelation is carried out, we need to shift the image around with respect to itself.......( that would correspond to the lag (shift) in space). In order to do that, do we...

## Pitch Estimation using Autocorrelation

inFrom what I understand the first minimum of an autocorrelation function (say 1200 samples with a lag between 0 and 600) will give me the...

From what I understand the first minimum of an autocorrelation function (say 1200 samples with a lag between 0 and 600) will give me the sample value which can be directly mapped to frequency and thus pitch. I have tried to extract this minima from my autocorrelation result with varied results. I tried using a C (third fret 5th string) on my guitar and got a sample value for the first minimum w...

## Periodic and aperiodic autocorrelation

inHello ! I'm starting experiments with compressed pulse radar and I have to choose the best signal to transmit - low autocorrelation sidelobes,...

Hello ! I'm starting experiments with compressed pulse radar and I have to choose the best signal to transmit - low autocorrelation sidelobes, good ambiguity function etc. . But there is one thing I can't understand - why there are so many publications and researches about sequences with good periodic autocorrelation ? After matched filtering of incoming single pulse I have on the output the ap...

## Autocorrelation function, Java or C code

inDoes anyone have any optimized Java or C code for an autocorrelation function. It is my first time needing to do autocorrelation and it seems...

Does anyone have any optimized Java or C code for an autocorrelation function. It is my first time needing to do autocorrelation and it seems straight forward enough to be able to write the code myself, but due to the amount of iterations it would be wise to ask for code that already has it's fat trimmed. Thanks in advance. Thomas

## autocorrelation

inIs there a signal x for which the autocorrelation sequence r would be a 'flat' line ? For example r = [0.5 0.5 0.5 0.5 0.5 0.5] My guess is...

Is there a signal x for which the autocorrelation sequence r would be a 'flat' line ? For example r = [0.5 0.5 0.5 0.5 0.5 0.5] My guess is no. Can somebody confirm?

## C6711 DSK, DSPLIB, autocorrelation, double-word aligned?

inHey everybody I am a newbie when it comes to C-programming and DSPs. I have been playing around with the autocorrelation-function that comes...

Hey everybody I am a newbie when it comes to C-programming and DSPs. I have been playing around with the autocorrelation-function that comes with TI's DSPLIB. I have made a small program to see how the autocorrelation-function works. The program compiles without errors but I do not get the right results. Here is the program: #include "dspf_sp_autocor.h" void main() { int nr=16...

## Pitch calculation (FFT or autocorrelation)

inHi, I want to show a Pitch graph/curve of a wave file. I saw that good results can be made by using AutoCorrelation. I have the...

Hi, I want to show a Pitch graph/curve of a wave file. I saw that good results can be made by using AutoCorrelation. I have the autocorrelation function and I also have the FFT function, but I don't know what I should put into the autocorrelation function in order to get a pitch line. I have a wave file (spoken text), and also have the FFT results of the wave file, how can I extract from thi...

## Correlation Threshold Meaningful Value

inHi, The autocorrelation of a signal X is generally bell-shaped with maximum value at the middle. I am just wondering, from what a threshold...

Hi, The autocorrelation of a signal X is generally bell-shaped with maximum value at the middle. I am just wondering, from what a threshold value we can assume practically that the signal autocorrelation is null? Assume that the maximum value of the autocorrelation is M. if the threshold cited above is equal to Per*M (where Per stands for percentage or ratio), then by identifying the x label...