Calculate cross correlation manually

In summary, you are trying to manually calculate the cross correlation of two signals by comparing their samples with an offset. The k in the expression represents a time delay, or a later sample, in the discrete signals. The comparison involves offsetting the samples of one signal by the value of k.
  • #1
paulie walnut
9
0
I want to know how one might calculate the cross correlation of two signals by hand. I know that there are a myriad of software applications that will do this for me but I want to understand how it is done by hand. I'm using the expression:
ccxy[k] = ∑ x[n]. y[n+k]
I'm just not too sure what the k is this expression represents.

Thanks in advance!
 
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  • #2
You are comparing the samples of two signals, where one signal is delayed by an offset in its sample. Basically the k represents a time delay, but in discrete signals, this is a later sample. So say you have 2 signals x and y, each 10 samples long, but say x arrives 2 samples later than y, so to compare them as they arrived, you would offset your y samples by 2 samples, and so the k would be 2 and n would be your current sample number.
 

1. What is cross correlation?

Cross correlation is a statistical measure that quantifies the similarity between two signals or data sets. It is used to identify patterns or relationships between two variables.

2. How is cross correlation calculated manually?

To calculate cross correlation manually, you need to first calculate the mean and standard deviation of each data set. Then, for each pair of data points, subtract the mean from each data point and multiply them together. Finally, sum the resulting values and divide by the product of the standard deviations.

3. Why would someone want to calculate cross correlation manually?

Calculating cross correlation manually allows for a better understanding of the underlying mathematical principles and assumptions of the calculation. It also allows for more control over the process and can be helpful in troubleshooting any issues with automated calculations.

4. What are some limitations of manually calculating cross correlation?

Manually calculating cross correlation can be time-consuming and prone to human error. It also may not be feasible for large data sets or complex calculations. Additionally, manual calculations may not be as accurate as automated calculations due to limitations in precision and rounding errors.

5. How is cross correlation used in scientific research?

Cross correlation is used in a variety of scientific fields, including physics, engineering, and neuroscience. It can be used to identify relationships between variables, predict future values, and detect patterns in data. It is also commonly used in signal processing to analyze and filter data in fields such as telecommunications and audio processing.

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