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Fast linear correlation

Started by Thaya in comp.dsp18 years ago 2 replies

Hi all, I am trying to implement the fast linear correlation in C as follows. x and y are the input arrays. C = IFFT(conjucate( X) * Y) It...

Hi all, I am trying to implement the fast linear correlation in C as follows. x and y are the input arrays. C = IFFT(conjucate( X) * Y) It works correctly for circular correlation. when we try with zero padding to get the linear correlation it will give the incorrect result. Could you pls anbody explain me, how can we get the linear correlation from fast correlation. Thanks in adv...


regarding correlation and cross-correlation

Started by Anonymous in comp.dsp16 years ago 5 replies

Hi, this is devika , i want some clear information regarding the correlation and cross-correlation . if there are two sine waves how can...

Hi, this is devika , i want some clear information regarding the correlation and cross-correlation . if there are two sine waves how can we see taht they are correlated and cross-correlated . please give some examples with there wave forms examples and give some information regarding how to calculate the correlation and cross- correlation as per equations(software view) please r...


deriving spatial correlation values from angular parameters in SCM

Started by Madhu in comp.dsp17 years ago

Hi, I am researching spatial correlation models. Most of teh channel models I have dealt with are the so called 'correlation models' that...

Hi, I am researching spatial correlation models. Most of teh channel models I have dealt with are the so called 'correlation models' that specify a MIMO channel using a correlation matrix. The correlation matrix is typically provided in the form a transmit and receive matrix -- the Kronecker product of which gives the actual correlation matrix. I have been reading the 3GPP SCM models (2...


Cross Correlation of 2 vectors of different lengths

Started by matuser in comp.dsp16 years ago 2 replies

Dear all, My purpose is to determine if there is a correlation between two signals. I need to find if they are correlated with a positive...

Dear all, My purpose is to determine if there is a correlation between two signals. I need to find if they are correlated with a positive correlation close to 1 or an opposite one close to -1. How do I normalize the cross-correlation coefficient when the 2 signals have different lengths? I would like to perform a cross correlation of two finite length sequences ?x? and ?y?. Lengt


cross correlation

Started by satyajeet in comp.dsp18 years ago 1 reply

Hello Everybody, i am a newcomer to dsp as well as this usenet. i was studying cross correlation using matlab, the two signals which i used...

Hello Everybody, i am a newcomer to dsp as well as this usenet. i was studying cross correlation using matlab, the two signals which i used were a 1 hz sine and a 2 hz sine, the waves were sampled at 10hz, i got 2 correlation peaks one at 8th bin and other at 14th , why there are two peaks?, is it that if we get more than one peak, the correlation result cannot be accepted as the above two si...


Question about Cross-Correlation in Frequency-domain

Started by Xuttuh in comp.dsp17 years ago 6 replies

Greetings, I am currently writing my diploma-thesis on new spectroscopic methods, and one of them (2D-Correlation-Spectroscopy) involves...

Greetings, I am currently writing my diploma-thesis on new spectroscopic methods, and one of them (2D-Correlation-Spectroscopy) involves cross-correlation of fourier-transforms. I have encountered a strange issue, for which even my professor could not supply me with a satisfying answer: When the cross-correlation of two Fourier-transformed signals is to be calculated, why do I have to take the ...


Finding windows of high correlation?

Started by Anonymous in comp.dsp17 years ago 5 replies

Hi everyone, I know this is a pretty classic problem, however I couldn't find any useful links or introductions into solving this...

Hi everyone, I know this is a pretty classic problem, however I couldn't find any useful links or introductions into solving this problem. I basically have two simple signals which have low correlation mostly, however given certain conditions will maintain high levels of correlation. Is there an optimal way to detect those periods of high correlation? I can use a sliding window appro...


Comparing several Correlation Functions

Started by patbangert in comp.dsp10 years ago 3 replies

Hi Folks, I have one dependent variable y that I think depends upon several independent variables x_i each with an unknown timelag. Now I can...

Hi Folks, I have one dependent variable y that I think depends upon several independent variables x_i each with an unknown timelag. Now I can use the correlation function between y and each of my x_i to determine the timelag. My question is this: How can I compare the correlation function between y and x_1 with the correlation function between y and x_2 and so on? Or, asked differently, ...


Help me with cross correlation, please.

Started by Manugal in comp.dsp14 years ago 1 reply

Hi! I'm porting a little Matlab function in C language. My problems raise with xcorr() function. I need to calculate raw correlation...

Hi! I'm porting a little Matlab function in C language. My problems raise with xcorr() function. I need to calculate raw correlation (without normalization) between two vectors. I've found this code http://local.wasp.uwa.edu.au/~pbourke/miscellaneous/correlate/ , but it calculates only a normalized correlation coefficient. However, I've tried to adjust it to calculate a raw correlation vector, ...


Cross Correlation Definition

Started by ryujin_ssdt in comp.dsp17 years ago 4 replies

I have read about cross correlation in several places and I think I understand it but there is this particular definition of correlation...

I have read about cross correlation in several places and I think I understand it but there is this particular definition of correlation that keeps me thinking. In a probabilistic framework I have seen the cross correlation of an stochastic process x(n) defined as: Rxx = E{x(n)x'(n)} where E denotes expectation operator and ' denotes conjugate transpose. (hermitian transpose) This defi...


MVDR filtering: Singular Correlation Matrix

Started by Master of Signals in comp.dsp19 years ago 3 replies

Hello Folks, I am trying to implement a MVDR (Minimum Variance Distortionless Response) filter instead of the usual correlation processing...

Hello Folks, I am trying to implement a MVDR (Minimum Variance Distortionless Response) filter instead of the usual correlation processing (matched filtering) for a pulsed radar application. The pulse waveform that we use is a linear FM chirp (so that the correlation operation is essentially a pulse compression). I having trouble with this because the signal correlation matrix always ends ...


Cross correlation in C

Started by hyd198471 in comp.dsp14 years ago 7 replies

Did someone has experience on implementation of cross correlation in C on CCS? I want to realise the cross correlation in frequency domain by...

Did someone has experience on implementation of cross correlation in C on CCS? I want to realise the cross correlation in frequency domain by FFT. Until now the Real time FFT is done. The question is that my input signal is two random signals from two infrared sensors, how random signal is calculated by cross correlation?


Cross-correlation by convolution (unexpected results)

Started by Michel Rouzic in comp.dsp18 years ago 22 replies

Since an image is word ten thousand words, here's what sums up what i'm trying to do http://www.geocities.com/michel0528/correlation.jpg As...

Since an image is word ten thousand words, here's what sums up what i'm trying to do http://www.geocities.com/michel0528/correlation.jpg As you can see, I'm trying to correlate the first signal by the second by correlation. The problem is, I didn't really expect the result you can see on the picture, I expected more something looking like from not too close like a delta function right in th...


Cross Correlation - phase or magnitude or both?

Started by martini in comp.dsp18 years ago 3 replies

I have written a cross correlation algorithm which is giving me quite a few problems. From what is looks like, and from the descriptions of...

I have written a cross correlation algorithm which is giving me quite a few problems. From what is looks like, and from the descriptions of cross correlation on this site are telling me, i think i found the problem...however I cant think of how to fix it. Hopefully you can help. Here is the situation which has been described in more details in other threads. I have a template of data, of len...


Calculating the quality of phase correlation

Started by Joseph Greer in comp.dsp14 years ago 1 reply

Hello, I'm using phase correlation to perform motion estimation on video and am trying to find some sort of metric for the quality of a peak...

Hello, I'm using phase correlation to perform motion estimation on video and am trying to find some sort of metric for the quality of a peak (which corresponds to a candidate motion vector) in a given phase correlation block. I know that performing phase correlation on duplicate images gives a result that has a peak at (0, 0) with magnitude 1 and 0 elsewhere. Obviously, in real video the...


normalised cross correlation by fft

Started by sangthong in comp.dsp16 years ago 3 replies

Hi, I have got a problem doing 2D normalised cross correlation by FFT. The normal 2D cross correlation seems very time consuming for long...

Hi, I have got a problem doing 2D normalised cross correlation by FFT. The normal 2D cross correlation seems very time consuming for long signal so I tried to use FFT. I can now get the equal result of cross correlation both by equation and by FFT, but I can not do the normalisation to get the result of FFT equals to the "normxcorr2" from matlab function. Thanks, Sangthong


Convolution and Correlation

Started by Vimal in comp.dsp21 years ago 2 replies

Hello all, When the two sequances are symmetrical then the correlation and the convolution are same from the classical definitions. My...

Hello all, When the two sequances are symmetrical then the correlation and the convolution are same from the classical definitions. My query is that, the correlation (if not ergodic) has joint pdf term in its definition which is not there in convolution. So can I assume that the above definition as limited to ergodicity or there is something more to it. Thanks, Merry Christmas and ...


Correlation Help

Started by brent in comp.dsp13 years ago 5 replies

I am trying to get my terminology correct on saying that "sinx is not correlated with cosx", but..... I know this is not quite true because a...

I am trying to get my terminology correct on saying that "sinx is not correlated with cosx", but..... I know this is not quite true because a correlation function (or in this case a cross correlation function) conducts zillions of integrals on the cosine and sine function as it slides one against the other. When doing the orthogonality test on a sin and cosine , it is essentially doing o...


long symbols in IEEE 801.11a

Started by Meta in comp.dsp18 years ago

Hello, I have searched for information for synchronization project and its about IEEE 802.11a preamble.I have one question that is very...

Hello, I have searched for information for synchronization project and its about IEEE 802.11a preamble.I have one question that is very important for me. why do we use both auto correlation and cross correlation together .I mean exactly that we use cross correlation (using known symbol such as long symbols) for symbol timing but for packet detection we use auto correlation.why dont we use...


time domain and fft correlation paradox

Started by tru in comp.dsp19 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...