## Forums Search for: Autocorrelation

## Autocorrelation

inHow do I find the autocorrelation of a multivariable channel with 2 outputs? The result will be a matrix of correlation functions which are a...

How do I find the autocorrelation of a multivariable channel with 2 outputs? The result will be a matrix of correlation functions which are a function of lag. Suppose the signals are a vector S={s1 s2} I can do R(k+1,lag)=beta*R(k.Lag)+(1-beta)*S(k+1)S^T(k+1+lag) where T is transpose of the S vector amd beta is a forgetting factor less than 1. Can this be done using FFTs though? ...

## autocorrelation with 0 lag for LPC in speex library

Hi, I saw in the sources for the speex library (http://www.speex.org/) that they add some value to the first autocorrelation result. The...

Hi, I saw in the sources for the speex library (http://www.speex.org/) that they add some value to the first autocorrelation result. The results are used to produce a IIR with a levinson durbin recursion. float d; int i; while (lag--) { for (i = lag, d = 0; i < n; i++) d += x[i] * x[i-lag]; ac[lag] = d; } ac[0] += 10; ^^^^^^^^^^^^

## spreading code with low autocorrelation

inHello, I'm looking for a spreading code that I can output from a microcontroller (PIC). The sequence must have low autocorrelation with a...

Hello, I'm looking for a spreading code that I can output from a microcontroller (PIC). The sequence must have low autocorrelation with a good merit factor. It should be a long sequence of between 4000 and 20000 and does not have to be done with a LFSR (shift register) since I have lots of code space left and I can just hard code it into memory. Therefore it does not have to be a 2^N ...

## Doubt about autocorrelation

inHi, I have real data from a radar like range and azimuth, and I want to find the Center of Mass Correlation that it is correlation process...

Hi, I have real data from a radar like range and azimuth, and I want to find the Center of Mass Correlation that it is correlation process to perform a Plot Extraction sometimes called Hit processing. I found this in the page http://www.radartutorial.eu/10.processing/sp13.en.html but I don't know if I have to perform a correlation or autocorrelation for this data. thanks a lot.

## Question : PSD, FFT, autocorrelation

inHello everybody I have made a little program in Matlab that calculates the PSD of a signal in two ways. One is based on FFT of the...

Hello everybody I have made a little program in Matlab that calculates the PSD of a signal in two ways. One is based on FFT of the autocorrelation function and the other PSD is based on an FFT of the signal. For some reason the resulting graphs do not look alike. One has a much higher peak than the other. I have had no luck in finding out how to calculate the scaling factor so I hope th...

## Matrix and autocorrelation

inPlease who help me with this problem. A signal source consists of a perfect square wave of unitamplitude with additive noice of variance v^2....

Please who help me with this problem. A signal source consists of a perfect square wave of unitamplitude with additive noice of variance v^2. The signal is sampled by a processor, which has a sampling rateexactly 4timesthe fundamental frequency of the square wave. The processoris used todefine the autocorrelation matrix(order 4) ofthe signal. Determine the value of this matrix and its inverse. If...

## Proof regarding autocorrelation of a pulse in white noise

inLet x[n] = s[n] + p[n] where s[n] is complex Gaussian white noise (GWN) and p[n] is a complex signal in the for Ae^{j2pi w + phi} where w is...

Let x[n] = s[n] + p[n] where s[n] is complex Gaussian white noise (GWN) and p[n] is a complex signal in the for Ae^{j2pi w + phi} where w is radian frequency and phi is a phase factor. I want to show that if I do the autocorrelation of x[n] (ie x[n]x[n-1]* , where * denotes the complex conjugate) that the argument will more closely approach the actual frequency of p[n], so, if I did th...

## Question: Autocorrelation of a sinusoidal signal:

inHi, I'm looking for a "for loop" code in MATLAB to obtain the normalized autocorrelation of a sinusoidal signal that is sampled at 1000Hz...

Hi, I'm looking for a "for loop" code in MATLAB to obtain the normalized autocorrelation of a sinusoidal signal that is sampled at 1000Hz and n(number of samples taken)=200. I also need to plot it. Input: x= sin((2.*pi.*n)./5); I have the following but I get error in MATLAB : size=1:length(n) for i=0:size for j=1:size-i rxx=sum(x3(j).*x3(j+i)); end end ...

## Power Spectral Density of Complex Signals.

inI have N number of time-domain complex signals. And I want to find the corresponding power spectral density of these signals. The usual way...

I have N number of time-domain complex signals. And I want to find the corresponding power spectral density of these signals. The usual way I think is to find the autocorrelation of the signals. Then, the fourier transform of it. My question is, how do I find the power spectral density of complex signals? Autocorrelation of complex signals? Autocorrelation of the magnitude of the complex signals? ...

## phase of fft of random autocorrelation is deterministic...why?

inHello, If I generate a random sequence x and calculate: phase of FFT(autocorrelation of x) then the phase is the same no matter...

Hello, If I generate a random sequence x and calculate: phase of FFT(autocorrelation of x) then the phase is the same no matter what... That puzzles me a little bit....Can anybody explain to me why the phase is deterministic in this case?

## Autocorrelation matrix with FFT2

inHi guys, i have a problem with fft2. I must find the autocorrelation matrix of a matrix s = 4x10000. The first and right solution is R = s*s';

Hi guys, i have a problem with fft2. I must find the autocorrelation matrix of a matrix s = 4x10000. The first and right solution is R = s*s';

## Autocorrelation rocks for Engine RPM

inA while ago I posted a question about how to extract pitch information from the messy sound of an engine. It was for an iPhone app I...

A while ago I posted a question about how to extract pitch information from the messy sound of an engine. It was for an iPhone app I have developed which displays the RPM of an engine based on the sound it makes. Vladimir and other suggested autocorrelation as used in pitch detection in speech. Thanks, guys! After a long time struggling with various ad hoc ways to qualify peaks in the FFT...

## Echo parameter estimation using autocorrelation

inHello, We know that the autocorrelation of ana echoed signal contains peaks at points points 0,N and -N (which N is the delay of echo) and...

Hello, We know that the autocorrelation of ana echoed signal contains peaks at points points 0,N and -N (which N is the delay of echo) and this fact can be used to estimate delay parameter of the echo and then remove that . These peaks cab be easily detected by human eye. But how do we find them automatically (using matlab code for example). There are may local optimums in a typical correlat...

## Autocorrelation matrix of a long sequence

inHi I am using MATLAB to generate close to 10^8 samples of a Rayleigh fading channel using Jakes method. Once I generate these samples, I have...

Hi I am using MATLAB to generate close to 10^8 samples of a Rayleigh fading channel using Jakes method. Once I generate these samples, I have to then create a 20 x 20 autocorrelation matrix. I am using MATLAB to do this. MATLAB works perfectly for 10^6 samples, but once the number of samples increases slightly above 50 * 10^6, MATLAB throws an "OUT of Memory" error. I tried some techniques give...

## Autocorrelation versus Cross-correlation

inHello, I am trying to determine the frequency of a signal. Samples of the signal are taken from 2 channels at a time. After some filtering, I...

Hello, I am trying to determine the frequency of a signal. Samples of the signal are taken from 2 channels at a time. After some filtering, I perform the autocorrelation of each channel, and the cross-correlation of the 2 channels. The autocorrelations, as expected, yield almost identical results, from which we can easily work out the frequency of the measured signal. However, the cross-cor...

## Correlated noise samples

inI always had this question in my mind: The autocorrelation function of the filtered white Gaussian noise is simply a sinc function (inverse...

I always had this question in my mind: The autocorrelation function of the filtered white Gaussian noise is simply a sinc function (inverse transform of the output of a brickwall filter with bandwidth 1/2T). Now if we sample the autocorrelation function with rate 1/T, the discrete-time noise samples are uncorrelated due to the sinc function passing through 0s at the T-spaced sampling instants. How...

## Wiener-Khintchin theorem, autocorrelation fundamentals

inHi, I am working on a summer project which requires basic knowledge of DSP, specifically I need to compute the Autocorrelation function (ACF)...

Hi, I am working on a summer project which requires basic knowledge of DSP, specifically I need to compute the Autocorrelation function (ACF) and PSD, which I have no problem computing. I am rather posting here to get some REASONING from the DSP and signal gurus about the basic theories of signals to expand my rather weak knowledge on DSP. I know that the ACF and PSD are fourier transform ...

## What happens to the autocorrelation when the underlying signal is squared/cubed?

inHi, Suppose I have the autocorrelation function which results from Gaussian white noise passing through a 1st order LTI system,...

Hi, Suppose I have the autocorrelation function which results from Gaussian white noise passing through a 1st order LTI system, analytically: Ryy(tau) = 1/RC sigma^2/2 exp(-|tau|/RC) How does Rzz(tau) look when z=y^3 ? Peter PS: In the absense of the LTI system, trivially Rzz=delta(0) * 15*sigma^6/2 ... from E((x^3)^2)=E(x^6)=15*sigma^6

## autocorrelation for frequency estimation question

inWhen using an fft for frequency estimation of a complex audio waveform (singing voice, piano, etc.), the bin representing half the...

When using an fft for frequency estimation of a complex audio waveform (singing voice, piano, etc.), the bin representing half the fundamental frequency will be mostly empty. Won't the bin of the autocorrelation result for double the wavelength of the fundamental frequency have some energy in it? How does one handle this false positive? Also, the fft of short segments requires windowing f...

## Problems with Zadoff-Chu auto correlation

Hello, I am currently studying the CAZAC sequences and I took a look at the Zadoff-Chu sequence commonly used in LTE. When I perform a...

Hello, I am currently studying the CAZAC sequences and I took a look at the Zadoff-Chu sequence commonly used in LTE. When I perform a time-domain autocorrelation on a 63 sample long Zadoff-Chu sequence with root 29, I get a plot that does not correspond to the autocorrelation plots available in the litterature (LTE The UMTS Long Term Evolution, from Theory to practice by S. Sesia and all. p149...