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autocorrelation function C code for full signal

Hi: im interested in finding autocorrelation function for a whole signal instead of a frame only of a signal. i have been refered to a post in year06 (Autocorrelation function, Java or C code) regarding the autocorrelation for a frame of a signal, and i tried to modify the C code for finding the ...

construction of a signal given its autocorrelation sequence

Hello! My question relates to DSP theory: suppose that i have an autocorrelation sequence in a closed form formula. This autocorrelation sequence may correspond to many different signals. My question is how can i construct a signal whose autocorrelation is the given one? Anyone expert? ...

About autocorrelation matrix of a Periodic correlation function

What properties an autocorrelation matrix would have if the corresponding autocorrelation function is periodic in time with certain integer period T?? I am interested in obtaining something like a cyclic autocorrelation matrix of a cyclostationary process but have no idea where to start from. ...

autocorrelation matrix

I'm trying to copmute the autocorrelation matrix of array outputs and suspect i may be doing something wrong. I'm confident that i'm getting the right result for vectors but when my signal is a matrix it all goes wrong. Looking at the examples below can anyone say if they are correct? e.g. If ...

Random numbers with exacty zero autocorrelation

Hi all, I'm trying to simulate a small sample, say 15 numbers, of white noise. But due to chance, the autocorrelation is not exactly 0. Of course the standard deviation is also not exacty 1 but I can fix that. Is there transformation to get rid of the unwanted autocorrelation?? Many thanks, ...

Autocorrelation

Hi, I am using an autocorrelation function to calculate the period of a signal. It is a signal which is periodic. My problem is that there are some parts with big amplitudes and some part with small amplitudes. The disadvantage of the autocorrelation is that the big amplitudes are dominant a...

Basics of Spectral Density and Autocorrelation Function

Hi, I am trying to grasp the basics of autocorrelation and PSD. I dont have a strong background on DSP, so any help will be appreciated. Here are my questions: (1) why is the PSD, which is given by : PSD(f)=4*Integral[cos(2*pi*f*t)*Autocorrelation from -inf, +inf] is VALID ONLY for freq...

Autocorrelation function, Java or C code

Does anyone have any optimized Java or C code for an autocorrelation function. It is my first time needing to do autocorrelation and it seems straight forward enough to be able to write the code myself, but due to the amount of iterations it would be wise to ask for code that already has it's ...

order of autocorrelation/ASDF and interpolation?

I asked this before under another subject line, but perhaps it got lost. Assume I want the autocorrelation peak or best least squares fit of sampled data for non-integer sample offsets (e.g. the periods of the frequencies of interest are not a multiple of the sample interval). Should I inter...

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 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...

autocorrelation negative values

Hi, If your data consists of ones and negative ones then you get negative values in your autocorrelation function, but if your data is ones and zeros you don't. In an autocorrelation plot you often see large negative values on either side of your correlation peak. Is this a good thing or ba...

Autocorrelation versus Cross-correlation

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 res...

problem with fft on autocorrelation data

Hi all, Thanks for reading and please feel free to comment. I am having problems with matlab fft on autocorrelation data. When performing a fft on my normalised autocorrelation data i got a imagnary part that is not equal to zero around x=0 and also at the near end of the x-axis, but, in be...

autocorrelation of linear or logrithimic sweep

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 an...

Pitch calculation (FFT or autocorrelation)

Hi, I want to show a Pitch graph/curve of a wave file. I saw that good results can be made by using AutoCorrelation. I have the autocorrelation function and I also have the FFT function, but I don't know what I should put into the autocorrelation function in order to get a pitch line. I have a...

Good reference for pitch tracking by autocorrelation

Hi. Does anyone have a good reference for pitch tracking by autocorrelation? I do note that there is a very long thread on this topic, but it's too long to follow. So far I've written a very straightforward program to calculate autocorrelation in a signal and also a crude envelope follower to ap...

Autocorrelation matrix with matlab

Hi I would like to compute the autocorrelation matrix from a vector with Matlab. I don't have the statistical signal processing toolbox (I can only use "cov" and "corrcoef" functions, or build my own function). Could someone explain how I can do? Thanks a lot. Thom ...

autocorrelogram have bias?

Hello I'm working on analyzing neuroscience data using the autocorrelation function. I discovered that it has a negative bias (for all lags except zero lag), that exactly matches up so that the sum of all is zero. This is in disagreement with what most textbooks write, for example this taken fro...

Power Spectrum from Autocorrelation vs. FFT

I have two questions: 1) Is there a difference b/w the terms 'power spectrum' and 'power spectral density'? They both seem to indicate power vs. frequency. 2) Suppose you are given a random sampled data sequence x[n], and you have to find its power spectrum. - Can we find the spectrum by ...

Re: Newbie, heart data analysis - detecting peaks?

Hay Datura, this problem is very similar to the CELP coding algorithm stage named "Tone detection and tone period estimation". This procedure is rather robust and is proven in every CELP coder. The idea is to calculate the autocorrelation function for delays which belong to the human pulse pe...

Is autocorrelation of real sequences an homomorphic system?

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 possi...

Proof regarding autocorrelation of a pulse in white noise

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 conj...

Re: regarding white noise

> I want to know why white noise floor is added to the autocorrelation > function in the lpc analysis. I'm not an expert with LPC, but I know with adaptive dsp, you need to keep the inverse of the autocorrelation matrix stable. This is especially true with highly self-correlated signals. ...

Re: Filter Method for Simulation of Wireless Channel

And another quickie... how is autocorrelation related to rate of change? A Rayleigh variable has an autocorrelation which is a Bessel function. Could I say that the channel is slowly fading if the symbol duration is "way less" than the main lobe of this Bessel function? ...

In reality, how do people measure autocorrelation function?

Hi all, I heard tht white noise can be used to do system identification: finding the impulse response of an LTI system: generate a white noise x(t), and then input it to a system h(t), measure the output y(t), then find the R_yx(t), this is in fact the system impulse response h(t)... I u...

Re: Correlation Threshold Meaningful Value

newsnetstudent wrote: > Hi, > > The autocorrelation of a signal X is generally bell-shaped with maximum > value at the middle. I am just wondering, from what a threshold value we > can assume practically that the signal autocorrelation is null? > > Assume that the maximum value of th...

Phase detection using Autocorrelation

As part of a senior design project designing a QAM modem. One major issue that I am trying to tackle is the ideal of tracking the phase of the incomming signal to the reciever so that the data can be sampled at the appropriate times. I am currently playing with the ideal of using the autocorr...

spreading code with low autocorrelation

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 ...

Re: Convolution and Correlation

Vimal wrote: > Hello all, > > When the two sequances are symmetrical then the correlation and the > convolution are same from the classical definitions. Actually this is true if only one sequence is (even) symmetric. > My query is that, the correlation (if not ergodic) has joint pdf ...

C6711 DSK, DSPLIB, autocorrelation, double-word aligned?

Hey everybody I am a newbie when it comes to C-programming and DSPs. I have been playing around with the autocorrelation-function that comes with TI's DSPLIB. I have made a small program to see how the autocorrelation-function works. The program compiles without errors but I do not get the ...

how to pass a random process through a non-linear system?

Hi all, I understood how to pass a stationary random process through a LTI syste... the autocorrelation of the output has a beautiful relation with the input's autocorrelations, and so does the power spectrum density... But what if my stationary zero mean Gaussian random process x(t) go th...

autocorrelation for frequency estimation question

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 i...

Peak Isolation Algorithm

One of the good features to recognize the voice gender is the periodicity of residual autocorrelation function. To implement the algorithm, We calculate the distance between the first and second peak of autocorrelation for each frame , average it all over the nonzero frames and take it as a fea...

Doubt about autocorrelation

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 ...

A question on autocorrelation

Hello group Let X(n) = Y for all n. X(n) is a stochastic process. Y is random variable with uniform distribution in (0,1). The autocorrelation of X, rxx(m) = E{X(n)X(n-m)} = E{Y.Y} = E{Y^2} 1 E{Y^2} = integral y^2 pdf(y) dy = 1...

Re: 31 bit pseudo-random number gen in C, C++ & dsPIC assembly code

onyx49@juno.com wrote: > Are there measures of "randomness" or should I say "non-randomness"? > Or do people just hold there noses and say > "Ewww, this is a pseudo raandom number"? > > Dave The autocorrelation in this case would be it... If you perform the autocorrelation over a suff...

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

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? ...

Power Spectral Density of Complex Signals.

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 si...

autocorrelation - HELP!

Hi! I am a student who is starting to go over autocorrelation. I am trying to understand this concept. I have read several posts here concerning this topic but I cannot find the answer for my problem. I have to calculate the autocorrelation of the signal at the receiver which is the sum of ...

Autocorrelation

Hello, I have just made some tests with the correl function of the "Numerical Recipes" (www.nr.com, http://library.lanl.gov/numerical/bookcpdf/c13-2.pdf). I am interessted in the autocorrelation (== both input sets are equal). When the input (1..8) is 0, 1, 0, 0, 1, 0, 0, 0 The Result is 2...