in reply to Re^4: Calculating cross-correlation
in thread Calculating cross-correlation

Actually, he has to provide the offset on one and then instead of cross-correlating with the original he has to (standard-) correlate that result with the other. I know enough to provide a better answer now...

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Re^6: Calculating cross-correlation
by BrowserUk (Patriarch) on Nov 25, 2010 at 21:22 UTC
    Actually, he has to provide the offset on one

    Actually, no. Cross correlation can be used to determine the required offset.

    From the Wikipedia page (my emphasis):

    Explanation

    For example, consider two real valued functions f and g that differ only by an unknown shift along the x-axis. One can use the cross-correlation to find how much g must be shifted along the x-axis to make it identical to f.


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      It's only an example and it doesn't work for the OP, only for theoretical functions. For actual signals you need to iterate the phase as you would in cross-correlation but then you have to standard-correlate the shifted version of f because f and g won't be identical. I've sketched what I mean as code in a reply to the OP. Just accept it, cross-correlation is a correlation where the second series is a derivation of the first using a MATHEMATICALLY SIMULATED SHIFT. Standard correlation uses two independently sourced series so if one is only theoretically or potentially a copy of the other shifted instead by say circuitry instead of maths you have to use standard correlation.

      Update: although if in some weird situation, one mathematician supplies another with a mathematically shifted pair of identical sets without specifying the shift then the same technique of iterated correlation is required. Which reminds me, there is a factor not taken into account -- potential decay of one of the signals.

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