Cross Correlation Definition

Started by porterboy in comp.dsp14 years ago 3 replies

My (1st) edition of Oppenheimer and Schafer defines the crosscorrelation of stationary signals x and y as: rxy(k) = E[x(n)y(n+k)*] whereas...

My (1st) edition of Oppenheimer and Schafer defines the crosscorrelation of stationary signals x and y as: rxy(k) = E[x(n)y(n+k)*] whereas Matlab defines it as rxy(k) = E[x(n)y(n-k)*] (See http://www.mathworks.com/access/helpdesk/help/bugfixes_12.shtml#fix47) Which is correct? They are time-reversed and have different lags, so it is not a trivial distinction when it comes to impl...


Cross Correlation

Started by Mark Meso in comp.dsp14 years ago 3 replies

I am looking for a program which calculates cross correlation and auto correlation any help please?

I am looking for a program which calculates cross correlation and auto correlation any help please?


Fast cross correlation!

Started by Atmapuri in comp.dsp13 years ago 3 replies

Hi! I would like to speed up a cross correlation application which looks like this: x has to be cross-correlated with "n"...

Hi! I would like to speed up a cross correlation application which looks like this: x has to be cross-correlated with "n" different length y's. I would like to precompute the FFT of the x before making the convolution with all the y's. Thats why I dont want to use the classic convolution and cross correlation functions available in Matlab. (nor the filtering functions). Any sugg...


interesting Filtering problem

Started by Abhinav Kashyap in comp.dsp13 years ago 7 replies

I am trying to compare two data sets with equal no. of points (it has several peaks in it).I am using correlation technique .First I filter the...

I am trying to compare two data sets with equal no. of points (it has several peaks in it).I am using correlation technique .First I filter the noise present in signal. For that I first FFT the data, multiply low pass filter on real part of FFT and than take IFFT. I do same procedure for other data set. Than I do cross correlation and auto correlations. I am not sure is this right approa...


What is the intuitive thought behind the cross-correlation function?

Started by kiki in comp.dsp13 years ago 28 replies

Hi all, I was told the claim that the cross-correlation of two functions f(x) and g(x), defined as : (f & g) (x)=integrate(f(u), g(u+x),...

Hi all, I was told the claim that the cross-correlation of two functions f(x) and g(x), defined as : (f & g) (x)=integrate(f(u), g(u+x), w.r.t. u from -inf to inf) reflects the similarity between the two functions f and g. After some Matlab experiments, I was convinced. But what is the intuitive(phylosophical) thought behind this cross-correlation function? Why it reflects the s...


Generalized Cross Correlation

Started by George W in comp.dsp13 years ago 1 reply

Thanks Jerry, I have Googled the subject :o). The technique is cited often for determining the location of an acoustic audio signal source...

Thanks Jerry, I have Googled the subject :o). The technique is cited often for determining the location of an acoustic audio signal source based on TDOA. My application is similar except I'm determining the location of a radio transmitter using TDOA where the signal arrives at a receiver via different paths. The equipment in both paths will have closely matched characteristics but differ...


Early-Late correlator for DLL

Started by Ravi Srikantiah in comp.dsp13 years ago 1 reply

Hi, An early-late correlator is used by most rake receivers for fine tracking. The way it is done, is to have an early code, an ontime code,...

Hi, An early-late correlator is used by most rake receivers for fine tracking. The way it is done, is to have an early code, an ontime code, and a late code correlated with the incoming stream, where the delays between the early-ontime, and ontime-late codes are equal. Now, it is said that the ontime position is "correct", when the result of the cross correlation with the early code i...


Methods for digital signal comparison?

Started by Shafik in comp.dsp13 years ago 2 replies

Hello wizards, Is there a "best" known way for comparing two finite-same-sized digital signals? I want a good way to measure the degree of...

Hello wizards, Is there a "best" known way for comparing two finite-same-sized digital signals? I want a good way to measure the degree of similarity of the *shape* of the two signals. This is for comparing magnetic signatures of vehicles. Is the best way just to do a scaled cross correlation between the two signals? --Shafik


Methods for digital signal comparison?

Started by Shafik in comp.dsp13 years ago 2 replies

Hello wizards, Is there a "best" known way for comparing two finite-same-sized digital signals? I want a good way to measure the degree of...

Hello wizards, Is there a "best" known way for comparing two finite-same-sized digital signals? I want a good way to measure the degree of similarity of the *shape* of the two signals. This is for comparing magnetic signatures of vehicles. Is the best way just to do a scaled cross correlation between the two signals? --Shafik


linear MMSE estimation

Started by Anonymous in comp.dsp13 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...


Filter-banks: efficient splitting?

Started by Mr Pook in comp.dsp11 years ago 5 replies

I'm trying to split an audio signal into various bands and perform cross-correlation between bands over a stereo signal, so phase must...

I'm trying to split an audio signal into various bands and perform cross-correlation between bands over a stereo signal, so phase must be linear. To make filterbank I just defined X equal-width frequency bands, generated FIR filters in matlab and filtered the signal X times -v.slow unsurprisingly. Now I'm quite sure this is a ludicrous way of doing things but what is the correct method ...


Cross-Correlation Function of Band-limited Noise

Started by tk229 in comp.dsp12 years ago 4 replies

Hi I'm looking at an instrument used in radio astronomy and hoped that you guys might be able to clarify something for me... 1) What is the...

Hi I'm looking at an instrument used in radio astronomy and hoped that you guys might be able to clarify something for me... 1) What is the cross-correlation function of two sets independent sets of band-limited white noise? 2) Peyton & Peebles says that if the two sets of band-limited noise are "even", Rxy(t) = 0 for all t because X and Y are orthogonal. How can you start talking about...


Cross Correlation and Noise Reduction in Mic Arrays

Started by Bob Cain in comp.dsp12 years ago 11 replies

I'm looking at a problem involving an array of microphone elements. The array is closely spaced, clustered within less than half the...

I'm looking at a problem involving an array of microphone elements. The array is closely spaced, clustered within less than half the wavelength of the highest frequency of interest. The operations used to create outputs from this array is differencing, time integration and then further mixing. The problem is twofold: first the elements are noisy because they are tiny and second,...


cross correlation

Started by Craig in comp.dsp12 years ago 3 replies

Can anyone give me a pointer to tutorials on cross correlation and matched filters. I have a repeating pattern in a signal, represented by a,...

Can anyone give me a pointer to tutorials on cross correlation and matched filters. I have a repeating pattern in a signal, represented by a, and the pattern that I would like to identify is represented by b, I use xcorr(a,b) in matlab but the result appears nothing like expected. "a" is 20000 samples and "b" is 150 samples, padded with zeros to 20000. I have referred to a couple of b...


time domain and fft correlation paradox

Started by tru in comp.dsp12 years ago 12 replies

Hello! Okay, this is really disturbing. Given 1d signals A and B. Computing a signal C[x] as: C[x]=SUM( A[x]*B[x+j] ) //sum over...

Hello! Okay, this is really disturbing. Given 1d signals A and B. Computing a signal C[x] as: C[x]=SUM( A[x]*B[x+j] ) //sum over j gives what some call linear correlation or just (cross)correlation of A and B. (is that correct?) It is used to check where signals match most ( for some position of x C[x] is max and this is the pos where they match). Well, my application is image...


how I measure the phase btween two signals in frquencie domain

Started by signal in comp.dsp12 years ago 2 replies

Hi, I have two signals s1(t)=sin(w*t) s2(t)=sin(w*t+phi), I want to measure phi in frequencie domain. I know some technics in temporal domain...

Hi, I have two signals s1(t)=sin(w*t) s2(t)=sin(w*t+phi), I want to measure phi in frequencie domain. I know some technics in temporal domain like cross correlation, .... please can you help me to find method to calculate the phase phi in frequencie domain. thank you. This message was sent using the Comp.DSP web interface on www.DSPRelated.com


cross correlation

Started by signal in comp.dsp12 years ago 10 replies

Hi expert, I used xcorr to calculate cross correlation in matlab, i tried to do the same thing by using fft, so : i have 2 signals x,...

Hi expert, I used xcorr to calculate cross correlation in matlab, i tried to do the same thing by using fft, so : i have 2 signals x, y L=max(lenght(x), lenght(y)) xx=fft(x,2*L). yy=fft(y,2*L). Sxy=xx.*conj(y); rxy=fftshift(real(ifft(Sxy))) ; Rxy is my cross correlation,the problem is when i drawed rxy and xcorr(x,y) i dont find equality between rxy et xcorr, where is the problem Tha...


cross correlation and FFT problem

Started by signal in comp.dsp12 years ago 9 replies

Hi my friends, I don't find solution for this, i give you the example i have two signals x=[1 0 1 1 2 3 4 4 1 0 1 0 1]; y=[1 1 1 1 1 1 2 3 4 4...

Hi my friends, I don't find solution for this, i give you the example i have two signals x=[1 0 1 1 2 3 4 4 1 0 1 0 1]; y=[1 1 1 1 1 1 2 3 4 4 1 0 1 0 1]; I calculated cross correlation with xcorr in matlab z=xcorr(x,y), length(z)=2*max(length(x),length(y))-1 [m,I]=max(z) m=51, I=17 i'm trying to compare this to rxy L=max(length(x),length(y)) NFFT=2*L xx=fft(x,NFFT) yy=fft(y,NFFT) Sx...


choosing correct window size for audio cross-correlation

Started by oj in comp.dsp12 years ago 6 replies

Hello, I am looking for advice, or a push in the right direction for the appropriate selection of window size applied to an audio...

Hello, I am looking for advice, or a push in the right direction for the appropriate selection of window size applied to an audio digital signal. My intention is to cross-correlate two non-stationary audio signals obtained outdoors by a pair of adjacent microphones for the purpose of determining the time delay of arrival between them. Both have a sampling frequency of 44.1kHz. However...


High School Student - cross correlation on radio data

Started by vnshaolin in comp.dsp12 years ago 9 replies

Hey, I'm a high school student and sort of new to cross correlation. I'm doing a computer science project that creates interference fringes...

Hey, I'm a high school student and sort of new to cross correlation. I'm doing a computer science project that creates interference fringes from the input from two radio JOVE antennas seperated by a fixed distance, say D. For now, however, I'm trying to get the software aspect of this project. I need to perform cross correlation on the data coming in, as it comes in. So far, through my res...