File:Correlation function.svg
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File:Correlation function.svg
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Summary
DescriptionCorrelation function.svg
English: The blue curve is the cross-correlation of a square wave and a cosine template, as the phase lag of the template varies over one cycle. The amplitude and phase at the maximum value are the polar coordinates of one harmonic in the Fourier series expansion of the square wave. The corresponding rectangular coordinates can be determined by evaluating the correlation at just two samples separated by 90°.
Date
Source
Own work
Author
Bob K
Permission
(Reusing this file)
SVG development
Gnu Octave source
(Reusing this file)
I, the copyright holder of this work, hereby publish it under the following license:
Creative Commons CC-Zero
This file is made available under the Creative Commons CC0 1.0 Universal Public Domain Dedication.
The person who associated a work with this deed has dedicated the work to the public domain by waiving all of their rights to the work worldwide under copyright law, including all related and neighboring rights, to the extent allowed by law. You can copy, modify, distribute and perform the work, even for commercial purposes, all without asking permission.
http://creativecommons.org/publicdomain/zero/1.0/deed.enCC0Creative Commons Zero, Public Domain Dedicationfalsefalse
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This graphic was created with the help of the following Octave script:
graphics_toolkitgnuplot pkgloadsignal #{ Thegnuplotgraphicstoolkitisnotactivelymaintainedandhasanumber oflimitationsthatareunlikelytobefixed.Communicationwithgnuplot usesaone-directionalpipeandlimitedinformationispassedbacktothe Octaveinterpretersomostchangesmadeinteractivelyintheplotwindow willnotbereflectedinthegraphicspropertiesmanagedbyOctave.For example,iftheplotwindowisclosedwithamouseclick,Octavewillnot benotifiedandwillnotupdateitsinternallistofopenfigurewindows. Theqttoolkitisrecommendedinstead. #} set(0,"DefaultAxesTitleFontWeight","bold") set(0,"DefaultAxesFontWeight","bold") set(0,"DefaultAxesFontSize",14) P=2000;% signal duration x=0:P-1;% sampling times % Any function will do for the signal. It needn't be periodic, but a square wave is convenient. period=233;% square wave period s=square((x-period*.67)*2*pi/period); n=4;% a harmonic (any harmonic will do) num_angles=1000;% eval the correlation function at 1000 phases correl=[]; phi=(0:1:num_angles-1)/num_angles; form=phi % The right-hand side is equivalent to sum(s.*cos(2*pi*(n/P*x - m)) correl(end+1)=real(sum(s.*exp(-i*2*pi*(n/P*x-m)))); endfor figure("position",[11700700]) plot(phi*360,correl,"color","b","linewidth",3) xlim([0360]); set(gca,'xtick',[01234]*90); [maxval,idx]=max(correl); cossin=sum(s.*exp(i*2*pi*n*x/P)) % The next two things are equal mod(atan2(imag(cossin),real(cossin))*360/(2*pi),360) (idx-1)*360/num_angles % The next two things are equal maxval abs(cossin) holdon stem((idx-1)*360/num_angles,correl(idx),"filled","linewidth",4,"color",[101],"markerfacecolor",[101]) stem(0,correl(0*num_angles/360+1),"filled","linewidth",4,"color",[101],"markerfacecolor",[101]) stem(90,correl(90*num_angles/360+1),"filled","linewidth",4,"color",[101],"markerfacecolor",[101]) title("Cross-correlation function","fontsize",14); xlabel("phase lag (degrees)","fontsize",14) ylabel("correlation amplitude","fontsize",14)
Captions
Example of using two points of a correlation function to determine the location and height of its maximum
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| Date/Time | Thumbnail | Dimensions | User | Comment | |
|---|---|---|---|---|---|
| current | 03:19, 12 April 2022 | Thumbnail for version as of 03:19, 12 April 2022 | 765 ×ばつ 765 (69 KB) | Bob K | Uploaded own work with UploadWizard |
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