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cross-correlation of two signal always shows unexpected 0 lag

Asked by YANAN ZHU on 20 Nov 2018
Latest activity Commented on by Honglei Chen
on 20 Nov 2018
Hi,everyone, I got a very strange issue.
b is a signal of 251 samples. c is got by shifting b by 5 sample. (b and c are attached).
Image 5.png
But when I do xcorr on b and c, the max correlation always occurs at 0 lag. which I do not understand. Can someone help?
Below is my code. Thank you.
load b.mat
load c.mat
figure;
plot(b);hold on;
plot(c);
[r,lag] = xcorr(b,c,'coeff');
[m, i_max]=max(r);
shift=lag(i_max);
% plot(lag,r);
display(shift);

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1 Answer

Answer by Honglei Chen
on 20 Nov 2018
 Accepted Answer

You may want to try
[r,lag] = xcorr(b-mean(b),c-mean(c),'coeff');
HTH

  2 Comments

Thank you so much! It works! Can I know what really happened under the hood after subtracting the mean?
Since your goal is to look for similarity between two signals, I think in theory the cross correlation really requires both signal to be zero mean. Otherwise, the DC component will affect your result. For example, let's say two signals are uncorrelated and have all positive values. In theory, the correlation coefficient should be 0. However, without removing the means, the result will always be positive.
HTH

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