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What is happening with the Cross-Correlation and Power Spectra of these signals?

Started by Unknown February 20, 2006
Hi all,
I am trying to extract some caracteristic velocity from two time
signals obtained from two sources apart from a distance DX.
In order to get the velocity  I am dividing the distance DX by the
maximum time  lag of the cross-correlation. However I am getting the
maximum time lag to be at t = 0.
Does anybody have a clue about what is happening ?
My other doubt is when I try to get the Power Spectra (using the
periodogram function from Matlab) I get only one peak very close to
zero.
Does anybody have a clue about what is happening ?
My feeling is that is something wrong with the two signals (too short)
and the way I am using the periodogram function.
Any opinion is very welcome.
Thanks.

desouzadacosta@pookmail.com writes:

> Hi all, > I am trying to extract some caracteristic velocity from two time > signals obtained from two sources apart from a distance DX. > In order to get the velocity I am dividing the distance DX by the > maximum time lag of the cross-correlation. However I am getting the > maximum time lag to be at t = 0. > Does anybody have a clue about what is happening ? > My other doubt is when I try to get the Power Spectra (using the > periodogram function from Matlab) I get only one peak very close to > zero. > Does anybody have a clue about what is happening ? > My feeling is that is something wrong with the two signals (too short) > and the way I am using the periodogram function. > Any opinion is very welcome. > Thanks.
Sounds like you might have a non-zero mean in either or both of the signals. Try removing the mean before you run the cross correlation. -- % Randy Yates % "With time with what you've learned, %% Fuquay-Varina, NC % they'll kiss the ground you walk %%% 919-577-9882 % upon." %%%% <yates@ieee.org> % '21st Century Man', *Time*, ELO http://home.earthlink.net/~yatescr
Thanks,
Now the peak is very close to zero but not is zero.
I used the "xcov" function from matlab.

How about the power spectra ?
I am using the "periodogram" function but there is "psd" function too.
Any opinion is very welcome.
Alex

desouzadacosta@pookmail.com wrote:
> Hi all, > I am trying to extract some caracteristic velocity from two time > signals obtained from two sources apart from a distance DX. > In order to get the velocity I am dividing the distance DX by the > maximum time lag of the cross-correlation.
Seems correct.
> However I am getting the > maximum time lag to be at t = 0. > Does anybody have a clue about what is happening ?
You may be using a signal that is close to stationary, like a sine. This sort of thing might happen if you use a resonant transducer and use an interval between repeated measurements that does not allow the resonance to fade away between measurements.
> My other doubt is when I try to get the Power Spectra (using the > periodogram function from Matlab) I get only one peak very close to > zero.
Why do you use the power spectrum for this sort of estimate? What is the relation between signal travel time and the power spectrum?
> Does anybody have a clue about what is happening ? > My feeling is that is something wrong with the two signals (too short)
It may very well be...
> and the way I am using the periodogram function.
I am almost certain about that...
> Any opinion is very welcome. > Thanks.
Rune
<desouzadacosta@pookmail.com> wrote in message
news:1140470984.534600.276230@f14g2000cwb.googlegroups.com...
> Thanks, > Now the peak is very close to zero but not is zero. > I used the "xcov" function from matlab. > > How about the power spectra ? > I am using the "periodogram" function but there is "psd" function too. > Any opinion is very welcome. > Alex >
Periodogram is the discrete time estimate of continuous time PSD. Tam
Thank you for the answers.
My time series has 2900 elements. (too short ?)
I am trying to use the Power Spectra for having another estimate (not
for the velocity).
Does anybody have a clue what is the best way of getting a Power
Spectra in this case ?
I am trying to use  the matlab functions psd and periodogram

desouzadacosta@pookmail.com wrote:
> Thank you for the answers. > My time series has 2900 elements. (too short ?) > I am trying to use the Power Spectra for having another estimate (not > for the velocity). > Does anybody have a clue what is the best way of getting a Power > Spectra in this case ? > I am trying to use the matlab functions psd and periodogram
Now you are confusing me. Exactly what are you trying to do? How do you measure your data? How do you process your data to extract information? Rune
Let me try to explain:
"Exactly what are you trying to do?": I have a time series with 2900
points.
I believe that using the power spectra I can extracting some useful
data such as
the dominant frequency.
"How do you measure your data?" My data is a array of lenght 2900. It
is extracted from a numerical simulation that is related to a wave
propagation phenomena.
"How do you process your data to extract information? "  I am not a DSP
expert and I am confused with the huge amount
of options I have to use with the matlab functions designed for
extracting the power spectra  (e.g. psd and periodogram).
So I need some methodologic guidelines to follow in order to extract
some useful information from my data.
Thanks.
Alex

desouzadacosta@pookmail.com wrote:
> Let me try to explain: > "Exactly what are you trying to do?": I have a time series with 2900 > points. > I believe that using the power spectra I can extracting some useful > data such as > the dominant frequency.
That is true. The confusing issue is that you mentioned "velocity" in your first post. It is not straight-forward to get from a power spectrum to a velocity estimate. It is possible -- I have done it -- but it does require a very specific measurement set-up along with some messy DSP.
> "How do you measure your data?" My data is a array of lenght 2900. It > is extracted from a numerical simulation that is related to a wave > propagation phenomena.
OK, a better question would have been "what is the measurement geometry?" If you have one time series of a transient phenomenon, you have one set of options. If you have an array measurement of a stationary phenomenon, you have another set of options.
> "How do you process your data to extract information? " I am not a DSP > expert and I am confused with the huge amount > of options I have to use with the matlab functions designed for > extracting the power spectra (e.g. psd and periodogram). > So I need some methodologic guidelines to follow in order to extract > some useful information from my data.
Which was why I asked the questions above. No one can help unless you give every detail about the experiment or simulation you can possibly find. You wouldn't believe what inconspicuously-looking details decide what can be done and what can not. Rune