MATLAB: Signal Processing / Model Evidence !!

model evidence

Hello everyone.
I am just wondering if there is an algorithm or technique to give the answer to the question "If the two signals are originally from the same source".. I am trying to calculate the delay time between two signals and the data are real data so I don't know my answer myself but I meant to calculate the delay time then be able to answer if the two signals are alike but just that one is delayed but at the moment with me I just answer this question by looking at the signals after shifting it back by the delayed time. My question is, is there a more practical way to code then it will be like a model evidence rather than my own judgement based on some alogorithm it will answer this question?? Any idea on any algorithm I should use and read about will be appreciated !!
Cheers, Susan

Best Answer

In general, you need to make some assumptions about what might have happened to the signals (e.g. addition of noise, non-linear distortion, delays etc.) in order to answer your question. However, it sounds like you believe that there are two possibilities: (a) the signals are unrelated or (b) the main difference is just a time delay. In that case, cross-correlation may be sufficient. Start by having a look at that.