## autocorrelation code for full signal

Started by in comp.dsp15 years ago 1 reply

Hi: i got the source code of autocorrelation (AC) for a frame (for example: 600 samples out of 40000 samples) of a signal. Can anyone show...

Hi: i got the source code of autocorrelation (AC) for a frame (for example: 600 samples out of 40000 samples) of a signal. Can anyone show me the AC code for the whole 40000 samples which means continuosly analyse every 600 samples up to the 40000th samples, so that the result would be stored in an array. i need this for pitch tracking. or can anyone give me a better idea on doing the...

## autocorrelation of linear or logrithimic sweep

Started by in comp.dsp16 years ago

Hi, All, I have been reading quite a number of articles on measuring room impulse response using frequency sweeps, but none of them quoted...

Hi, All, I have been reading quite a number of articles on measuring room impulse response using frequency sweeps, but none of them quoted the analytical formula of the autocorrelation of linear or logrithimic sweep. I remember seeing it in a underwater acoustics book but could not find it anymore. Can anyone point me some reference where I can find analytical formula of the sweeps' aut...

## PSD of a sequence of independent random PAM symbols ?

Started by in comp.dsp7 years ago 8 replies

Hi, I'd like an explanation of the PSD of a sequence of independent random PAM symbols or amplitude +1 or -1. Now any standard textbook tells...

Hi, I'd like an explanation of the PSD of a sequence of independent random PAM symbols or amplitude +1 or -1. Now any standard textbook tells us that the PSD is the Fourier Transform of the autocorrelation of the signal, in my case the symbols are INDEPENDENT and => the autocorrelation is non-zero only over the symbol duration 'T', beyond this it goes to zero. Going through the maths I come ou

## Is autocorrelation of real sequences an homomorphic system?

Started by in comp.dsp16 years ago 1 reply

I am working over estimation of fundamental frequency and spectral shift estimation, using autocorrelations and cepstral analysis. The Cepstral...

I am working over estimation of fundamental frequency and spectral shift estimation, using autocorrelations and cepstral analysis. The Cepstral analysis is an homomorphic system, is possible to calculate as: X(w) = FFT[ x(n) ] c(n) = IFFT[ log |X(w)| ] The autocorrelation function is possible to calculate as: X(w) = FFT[ x(n) ] r(n) = IFFT[ |X(w)|^2 ] Note that different is only l...

## Finding psd and autocorrelation for a random number matrix 50x50

Started by in comp.dsp7 years ago 6 replies

HI, I am a mechanical engineer, to generate surface roughness, I am following an algorithm. I need to find autocorrelation and psd of the input...

HI, I am a mechanical engineer, to generate surface roughness, I am following an algorithm. I need to find autocorrelation and psd of the input random matrix. v=randn(50,50) tempvar = xcorr2(v,v); [size_1 size_2] = size(tempvar); size_1 = (size_1 + 1)/2 - 1; R = (toeplitz(tempvar(size_1+1 : 2*size_1+1)))./size_1; psd=abs(fftshift(fft(R))); By theory, the psd must be a constant value, ...

## Gibbs sampling jump/step size

Started by in comp.dsp10 years ago

I'm trying to perform Gibbs sampling. I've written the algorithm but I'm not sure how to calculate the jump/step size so that successful...

I'm trying to perform Gibbs sampling. I've written the algorithm but I'm not sure how to calculate the jump/step size so that successful iterations would be independent (Gibbs is MCMC). I have the data using a step of 1 and I've calculated the autocorrelation of the data. So I thought the jump size is the size when the autocorrelation crosses the x axis but this value seems to depend on...

## does anyone know how the "bispectrum" works?

Started by in comp.dsp12 years ago

Hello Forum, the bispectrum is a generalization of the spectrum.The PSD of a process is the Fourier transform of the autocorrelation function...

Hello Forum, the bispectrum is a generalization of the spectrum.The PSD of a process is the Fourier transform of the autocorrelation function R(tau)= , for a stationary process. The "triple" autocorrelation function is R(tau1, tau2)= . It measure the relation between three points in time. The Fourier transform of R(tau1, tau2) is called the bispectru

## Re: autocorrelation

Started by in comp.dsp11 years ago 1 reply

Ok, how about X(t) = 1 then

Ok, how about X(t) = 1 then

## Autocorrelation

Started by in comp.dsp15 years ago 8 replies

Hello, do anyone know why a cardinal sinus apear in the temporal domain when we apply auto-correlation on a finite digital signal?

Hello, do anyone know why a cardinal sinus apear in the temporal domain when we apply auto-correlation on a finite digital signal?

## inverse of autocorrelation

Started by in comp.dsp16 years ago 6 replies

Greetings, Is it possible to recover a complex and periodic signal from its autocorellation function (of course the result will be a time...

Greetings, Is it possible to recover a complex and periodic signal from its autocorellation function (of course the result will be a time shifted version, but it's OK)? If so, what's the inverse transformation. Thank you.

## prewhitening ?

Started by in comp.dsp17 years ago 3 replies

Could someone please explaing to me what prewhitening of a time series does ? Or prewhitening the autocorrelation and finding the minimum...

Could someone please explaing to me what prewhitening of a time series does ? Or prewhitening the autocorrelation and finding the minimum phase signal from this ? Thanks H.

## regarding white noise

Started by in comp.dsp15 years ago 3 replies

hi, I am new to these group. I want to know why white noise floor is added to the autocorrelation function in the lpc analysis. what is...

hi, I am new to these group. I want to know why white noise floor is added to the autocorrelation function in the lpc analysis. what is the difference between lsp and lsf thanks in advance venugopal

## Calculating cross-correlation from two auto-correlations

Started by in comp.dsp14 years ago 3 replies

Hello, I have two autocorrelation sequences of unknown signals A and B, and I need to calculate cross-correlation between these two. Is there...

Hello, I have two autocorrelation sequences of unknown signals A and B, and I need to calculate cross-correlation between these two. Is there any way to do that without performing spectral factorization? Thanks in advance. Tony

## Reconstruction of a complex sequence

Started by in comp.dsp14 years ago 4 replies

Hello! I have been trying to solve the problem I will describe next for a long time: given a discrete complex sequence x(n), with duration N,...

Hello! I have been trying to solve the problem I will describe next for a long time: given a discrete complex sequence x(n), with duration N, whose values can just be {1+j,-1+j,-1-j 1-j}, I just know the resulting signal from the correlation of x(n) with a delayed version of it (conjugating is not done, so it is not exactly the same as autocorrelation, and so the phase information is not lost)...

## Is White Noise Necessarily Zero-Mean?

Started by in comp.dsp16 years ago 58 replies

Let Z(t) be a white-noise (stationary) random process. Can we conclude that Z(t) has zero mean? My thought is: yes. The intuitive reason that...

Let Z(t) be a white-noise (stationary) random process. Can we conclude that Z(t) has zero mean? My thought is: yes. The intuitive reason that comes to mind (and it may be wrong!) is this: If Z(t) has a non-zero mean, then there would be some amount of correlation between samples due to the means. Thus the autocorrelation would be a delta function. -- % Randy Yates %...

## Yule Walker Equations - LPC

Started by in comp.dsp16 years ago 3 replies

I understood the Yules Walker equations for an AR process was given by...

I understood the Yules Walker equations for an AR process was given by this Ra=b ie http://www.mathworks.com/access/helpdesk/help/toolbox/dspblks/levinsondurbin .html where R is the autocorrelation matrix, a=[a1,a2....an] is the parameters and b is a vector made up of correlations ie b=[R(1),R(2)....R(n+1)]. However, I have seen the following where b is different and is b=[sigma...

## linear MMSE estimation

Started by in comp.dsp17 years ago 2 replies

hi all, we observe a random WSS process X(t) and its derivative X'(t). if the autocorrelation function of X is R(tau)=exp(-abs(tau)), find A...

hi all, we observe a random WSS process X(t) and its derivative X'(t). if the autocorrelation function of X is R(tau)=exp(-abs(tau)), find A and B so that A*X(t)+B*X'(t) is the best estimate for X(t+d)if the performance index is the expected mean square error, which is to get minimized? please note that since R(tau) isnt differentiable at t=0, the cross-correlation functions of X(t) and...

## Help, plots of autocorrelation and cross correlation

Started by in comp.dsp15 years ago

Hello, I'm trying to work my way through a few introductory courses that I taped two years ago. I've been listening to them during the weekends...

Hello, I'm trying to work my way through a few introductory courses that I taped two years ago. I've been listening to them during the weekends and have to get straight on things! I've struggled through the material many years ago and am keeping my fingers crossed. Basically, I'm hoping for a tuturial from you directed to my specific questions below. If the input to the below functions i...

## Separating noise from a signal in Matlab

Started by in comp.dsp15 years ago 7 replies

Hi, I am very new to the subject. I spent hours online on trying to find how to use autocorrelation and fft in matlab, in order to separate...

Hi, I am very new to the subject. I spent hours online on trying to find how to use autocorrelation and fft in matlab, in order to separate a signal from noise. I have this so far: t = 0:.01:1; % independent (time) variable A = 8; % amplitude Fs = 101; % Sampling frequency frequency1 = 2; frequency2 = 12; sine...

## Accuracy of channel identification based on finite data record

Started by in comp.dsp15 years ago 8 replies

I have an FIR channel that I would like to identify, say h[n]. To do this, I create a test signal x[n] of length N as an input to the channel,...

I have an FIR channel that I would like to identify, say h[n]. To do this, I create a test signal x[n] of length N as an input to the channel, and I measure the output of the channel y[n]. Let's say that I obtain N samples of y[n] for simplicity. Then I estimate the autocorrelation rxx[m] of x[n], and the cross-correlation rxy[m] between x[n] and y[n]. Since I have finite N, then the q...