Cross Correlation lag issue

Question

Mustafa Al-Nasser 2022-10-3

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链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1816360-cross-correlation-lag-issue

评论： Mustafa Al-Nasser 2022-10-3

Dear Team;

i am conducting cross correlation between two signals using the following code but i am alwyas get the lag at which correlation is max at end of the vector

for example for if both P2 , P1 has length of 100 , lags 2 is 101

i did some preprocessing for the signal such as normalization , remove trend but still results do not change

when i used finddelay function it alyaws give zero

what do you think the issue is?

 [xc2,lags2] = xcorr(P2,P3,'coeff');
[rho2,lags2] = max(abs(xc2));

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Answer 1

Chunru 2022-10-3

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此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1816360-cross-correlation-lag-issue#answer_1065505

在 MATLAB Online 中打开

P2 = randn(10, 1);

P3 = [zeros(5, 1); P2]; % P3 is P2 delayed by 5

[xc2,lags2] = xcorr(P2,P3);

plot(lags2, xc2)

[rho2,imax] = max(abs(xc2))

rho2 = 7.7737

imax = 10

hold on

plot(lags2(imax), xc2(imax), 'r*')

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Chunru 2022-10-3

To know why, you need to show your problem. Your incomplete code can not tell why and we can only show what is right.

Mustafa Al-Nasser 2022-10-3

Ok now I found the problem and I am find the lag at which cross correlation is max

but actually my problem is that i am dealing with real signal which is very noisy , so, i am looking to use low pass filter or smooth signal to remove the noise but I have a concern that I may lose some useful information

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