Hi all, I am trying to extract some caracteristic velocity from two time signals obtained from two sources apart from a distance DX. In order to get the velocity I am dividing the distance DX by the maximum time lag of the cross-correlation. However I am getting the maximum time lag to be at t = 0. Does anybody have a clue about what is happening ? My other doubt is when I try to get the Power Spectra (using the periodogram function from Matlab) I get only one peak very close to zero. Does anybody have a clue about what is happening ? My feeling is that is something wrong with the two signals (too short) and the way I am using the periodogram function. Any opinion is very welcome. Thanks.

# What is happening with the Cross-Correlation and Power Spectra of these signals?

Started by ●February 20, 2006

Reply by ●February 20, 20062006-02-20

desouzadacosta@pookmail.com writes:> Hi all, > I am trying to extract some caracteristic velocity from two time > signals obtained from two sources apart from a distance DX. > In order to get the velocity I am dividing the distance DX by the > maximum time lag of the cross-correlation. However I am getting the > maximum time lag to be at t = 0. > Does anybody have a clue about what is happening ? > My other doubt is when I try to get the Power Spectra (using the > periodogram function from Matlab) I get only one peak very close to > zero. > Does anybody have a clue about what is happening ? > My feeling is that is something wrong with the two signals (too short) > and the way I am using the periodogram function. > Any opinion is very welcome. > Thanks.Sounds like you might have a non-zero mean in either or both of the signals. Try removing the mean before you run the cross correlation. -- % Randy Yates % "With time with what you've learned, %% Fuquay-Varina, NC % they'll kiss the ground you walk %%% 919-577-9882 % upon." %%%% <yates@ieee.org> % '21st Century Man', *Time*, ELO http://home.earthlink.net/~yatescr

Reply by ●February 20, 20062006-02-20

Thanks, Now the peak is very close to zero but not is zero. I used the "xcov" function from matlab. How about the power spectra ? I am using the "periodogram" function but there is "psd" function too. Any opinion is very welcome. Alex

Reply by ●February 21, 20062006-02-21

desouzadacosta@pookmail.com wrote:> Hi all, > I am trying to extract some caracteristic velocity from two time > signals obtained from two sources apart from a distance DX. > In order to get the velocity I am dividing the distance DX by the > maximum time lag of the cross-correlation.Seems correct.> However I am getting the > maximum time lag to be at t = 0. > Does anybody have a clue about what is happening ?You may be using a signal that is close to stationary, like a sine. This sort of thing might happen if you use a resonant transducer and use an interval between repeated measurements that does not allow the resonance to fade away between measurements.> My other doubt is when I try to get the Power Spectra (using the > periodogram function from Matlab) I get only one peak very close to > zero.Why do you use the power spectrum for this sort of estimate? What is the relation between signal travel time and the power spectrum?> Does anybody have a clue about what is happening ? > My feeling is that is something wrong with the two signals (too short)It may very well be...> and the way I am using the periodogram function.I am almost certain about that...> Any opinion is very welcome. > Thanks.Rune

Reply by ●February 21, 20062006-02-21

<desouzadacosta@pookmail.com> wrote in message news:1140470984.534600.276230@f14g2000cwb.googlegroups.com...> Thanks, > Now the peak is very close to zero but not is zero. > I used the "xcov" function from matlab. > > How about the power spectra ? > I am using the "periodogram" function but there is "psd" function too. > Any opinion is very welcome. > Alex >Periodogram is the discrete time estimate of continuous time PSD. Tam

Reply by ●February 21, 20062006-02-21

Thank you for the answers. My time series has 2900 elements. (too short ?) I am trying to use the Power Spectra for having another estimate (not for the velocity). Does anybody have a clue what is the best way of getting a Power Spectra in this case ? I am trying to use the matlab functions psd and periodogram

Reply by ●February 23, 20062006-02-23

desouzadacosta@pookmail.com wrote:> Thank you for the answers. > My time series has 2900 elements. (too short ?) > I am trying to use the Power Spectra for having another estimate (not > for the velocity). > Does anybody have a clue what is the best way of getting a Power > Spectra in this case ? > I am trying to use the matlab functions psd and periodogramNow you are confusing me. Exactly what are you trying to do? How do you measure your data? How do you process your data to extract information? Rune

Reply by ●February 23, 20062006-02-23

Let me try to explain: "Exactly what are you trying to do?": I have a time series with 2900 points. I believe that using the power spectra I can extracting some useful data such as the dominant frequency. "How do you measure your data?" My data is a array of lenght 2900. It is extracted from a numerical simulation that is related to a wave propagation phenomena. "How do you process your data to extract information? " I am not a DSP expert and I am confused with the huge amount of options I have to use with the matlab functions designed for extracting the power spectra (e.g. psd and periodogram). So I need some methodologic guidelines to follow in order to extract some useful information from my data. Thanks. Alex

Reply by ●March 3, 20062006-03-03

desouzadacosta@pookmail.com wrote:> Let me try to explain: > "Exactly what are you trying to do?": I have a time series with 2900 > points. > I believe that using the power spectra I can extracting some useful > data such as > the dominant frequency.That is true. The confusing issue is that you mentioned "velocity" in your first post. It is not straight-forward to get from a power spectrum to a velocity estimate. It is possible -- I have done it -- but it does require a very specific measurement set-up along with some messy DSP.> "How do you measure your data?" My data is a array of lenght 2900. It > is extracted from a numerical simulation that is related to a wave > propagation phenomena.OK, a better question would have been "what is the measurement geometry?" If you have one time series of a transient phenomenon, you have one set of options. If you have an array measurement of a stationary phenomenon, you have another set of options.> "How do you process your data to extract information? " I am not a DSP > expert and I am confused with the huge amount > of options I have to use with the matlab functions designed for > extracting the power spectra (e.g. psd and periodogram). > So I need some methodologic guidelines to follow in order to extract > some useful information from my data.Which was why I asked the questions above. No one can help unless you give every detail about the experiment or simulation you can possibly find. You wouldn't believe what inconspicuously-looking details decide what can be done and what can not. Rune