Re: maximize crosscorrelation

*To*: mathgroup at smc.vnet.net*Subject*: [mg125389] Re: maximize crosscorrelation*From*: Bill Rowe <readnews at sbcglobal.net>*Date*: Sun, 11 Mar 2012 04:08:09 -0500 (EST)*Delivered-to*: l-mathgroup@mail-archive0.wolfram.com

On 3/10/12 at 6:16 AM, alexxx.magni at gmail.com (alexxx) wrote: >I have two similar signals s1 and s2, where one is shifted with >respect to the other by an unknown amount. These signals are >captured by an oscilloscope, so you can represent them as arrays of >{t,v} time and voltage values. >I always knew that the theory says in such cases you have to >maximize the selfcorrelation between the two signals, but I never >used it until now. >(BTW I was surprised to find that Mathematica had it as a standalone >function, but doesnt provide it anymore) >Anyway, 1st thing since crosscorr requires integration I defined the >interpolation functions f1= Interpolation[v1]; f2= >Interpolation[v2]; For discrete data the function you want is ListCorrelate. For example, First generate a "signal" and the same signal with an offset: x = RandomReal[1, {20}]; y = RotateLeft[x, 5]; Now find the offset by: In[12]:= Ordering[ Flatten@Table[ListCorrelate[RotateLeft[x, n], y], {n, 20}], -1] Out[12]= {5}