MATLAB: How to find cross correlation of two column vector

cross corelationMATLAB

hi all, i have a problem to calculating cross correlation of two column vector which contains displacement of nodes at start and at end. i hv to calculate the time lag between them and plot that cross correlation against time..i did t=input(:,1); u1=input(:,2); u2=output(:,2); cc=xcorr(u1,u2); now how would i plot cc verses t, and how i find the time lag. plz help me

Best Answer

The cross-correlation function is not a function of time. It is a function of time difference. In other words LAG. I don't have xcorr. However, the traditional approach has lag = -(Lmin-1):(Lmin-1) where Lmin = min(length(u1),length(u2));

I find the scaling

cc = xcorr(zscore(u1,1),zscore(u2,1))

to be convenient.

Hope this helps.

Thank you for formally accepting my answer.

Greg

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MATLAB: Dsp

xcorr() with the 'coeff' option.

x = randn(1000,1);
y = randn(1000,1);
[C,lags] = xcorr(x,y,20,'coeff');

MATLAB: Signal Normalization for cross correlation

Hi Mustafa,

Since in your case you are doing a cross-correlation between a signal and its own shifted version, to simplify things, you would just need to ensure that the signal and its shifted version have the same scaling. To ensure this, you can use something like:

% s1 = some signal
% s2 = time shifted s1
s1 = s1/max(abs(s1));
s2 = s2/max(abs(s2));
scorr = xcorr(s1,s2);

You can also see the examples in the documentation for xcorr .

Hope this helps,

Cheers!

Abhiram

Best Answer

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MATLAB: Dsp

MATLAB: Signal Normalization for cross correlation

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