# Questions tagged [signal-processing]

Numerical analysis of a digitized signal

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### Unscented Kalman filter-negative covariance matrix

I have recently started working on the unscented Kalman filter. I coded the numerically stable version (i.e., square root Kalman filter) and used MATLAB for implementing. In the final update step, ...
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92 views

### Features for binary time-series event prediction

This question is somewhat inspired by the answer to Features for time series classification. The difference to that question is that I have a dataset with multi-dimensional time-series where I have ...
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146 views

### How to improve estimation of a deconvolved density

I have the following problem: Y = X + e with Y = Total reaction time (noisy signal) X = selection time (signal) e = discrimination time (noise) I am interestend in the distribution for X and ...
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2k views

### What is the best way to compare fluctuations of two signals?

I have some data acquired by an acoustic sensor with 1 Hz sampling rate. Due to some inevitable issues, I have some noise in my signal, saying 10% pollution. I'm looking for a reliable method for ...
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610 views

### Sensor data cleaning

Underneath is a picture of a sensor measuring the fill rate of a container on an hourly basis. It goes up to 100% and is then emptied. There is some natural deviation of the sensor due to temperature ...
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35 views

### ICA: a question about the non-gaussian requirement

I'm new in the ICA processing and I'm trying to understand the non-gaussian requirement. I read that the problem is that, if the composed data is $\mathbf{x}=\mathbf{As}$ with $\mathbf{A}$ (unknown) ...
1answer
166 views

### Formulas for higher order cumulants

I want to calculate higher-order joint cumulants for 2 variables. I calculated the higher order single-variable and bivariate moments numerically. Now I need to combine them into cumulants (upto the ...
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189 views

### How can I get the cumulant expression from the recursive relation between cumulant and moment?

I am reading some paper about high-order statistics https://link.springer.com/article/10.1007%2Fs11004-009-9258-9?LI=true. The paper gives two recursive expressions relating the multivariate cumulants ...
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96 views

### 2D Sensor data alignment by correlation

I have an analog Video Signal in Octave (=Matlab). It is sampled by 14Msample/s. By autocorrelation I have found the line frequency of 15,625KHz. I have 896 samples per Line. But when I transfrom now ...
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120 views

### Survival (Kaplan Meier) of signal transmission that can both fail and recover

I'm investigating the failure to transmit of a number of signals in time. In my data I often see signals transmitting for quite a long time, but after some time they gradually start failing but still ...
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157 views

### On the choice of activation functions for neural networks (coming from signal processing)

As far as I understood the gist of this paper, learning a representation that is invariant under some one parameter group $\{U_t\}$ (e.g. 1D translations) can be accomplished by letting the ...
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53 views

### Signal processing techniques for unevenly spaced and repeated measures series

I am considering using signal processing techniques to find the minimum on a noisy 1D response line. More specifically I have a simulation that requires one parameter, but also includes randomness, ...
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437 views

### Error Bars for Peaks in Noisy Data

I'm doing an experiment where peaks in amplitude $A$ (the dependent variable) are expected as one varies the frequency $f$ (the independent variable). Based on our theoretical model, Away from the ...
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170 views

### A best measure for speaker recognition

I have a set $E_{1}$, with a finite cardinality $n$ of rectangular matrices which contains the useful MFCC coefficients generated from $n$ speech signals. Similary I have a set $E_{2}$ of same ...
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35 views

### Does it make more logical sense to model the discrete FFT output as a categorical variable or a numerical variable?

I am training a time-series data classifier and some of my features are the output of CT FFT. The results are of course discrete frequencies. I understand that they are in numerical order and higher ...
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45 views

### Finding exponential decay in noisy vibration signal

I have to analyse vibrational signals for which the general assumption is that there is one dominant excitation and an exponential decay in amplitude thereafter. I have created smoothened envelopes ...
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36 views

### Signal Decomposition

I have two time dependent signal sources X & Y. Both can be modeled as having a linear combination of time dependent individual components and common components; so X(t)=a(t)+C(t)+noise, Y(t)=b(t)+...
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130 views

### Detecting specific points in (noisy) dataset

In my recent work I've came across a problem where I need to find certain points in quickly oscillating data. Let's work with syntethic data instead of real measurements and ignore the noise for the ...
1answer
49 views

### Verifying Time Warp

Time warp has been widely assumed in domain of speech processing. If $Xw(t)$ represents a time warped version of $X(t)$, then $Xw(t) = X(t-w(t))$ where $w(t)$ is an arbitrary function with a banded ...
1answer
302 views

### What is the differennce between invariance to translation, covariance to translation and equivariance to translation?

I get stuck at understanding the difference between invariance to translation, covariance to translation and equivariance to translation in the context of of convolutional neural network. What does ...
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60 views

### Continuous entropy comparison

I have a continuos time signal (speech signal) and I will add noise to it at different SNRs. I want to compare the entropy or the original signal (clean speech) with the noisy ones. The idea is to ...
1answer
122 views

### How to detect the change points in a signal?

I have a signal that I obtained by computing the pixel-based-sum of the difference between consecutive image frames in a video. Basically, I want to detect whenever there is a lack of continuity ...
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94 views

### Detect different fonts of audio from a single audio source

My code uses Google Voice API, to detect what one person said. For example, if I say one, two, three on my microphone the Google's API returns to me ...
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41 views

### Can I replace traditional DSP with statistical methods

I work a lot with noisy time traces with usually 2.5e6 data points and sampling frequency ~ MHz. I usually apply some "traditional" digital signal processing utilities like low/high-pass filters to ...
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392 views

### Time Series Shocks with Exponential Decay

Imagine a piano key played in an auditorium: The amplitude of the sound wave is perhaps highest in the first milliseconds, then slowly decays to zero if no other notes are played. If other notes are ...
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171 views

### Lomb-Scargle and evenly spaced data

Currently I am implementing computer program for calculating periodograms using Lomb-Scargle method. I have implemented two methods, one using double precision arithmetics (~16 significant decimal ...
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262 views

### Clustering and Feature Selection For Audio Data

I'm very new to stats and I'm at a loss as to where to start with this problem. I'm not sure what tools or methods to use to extract meaningful answers from my data. I'll try and describe the problem ...
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115 views

### Pattern finding approaches

I'm looking for patterns in a signal. I had used successfully a cross-correlation approach. However, I found some references to Gibbs sampling approaches for finding patterns. My question is: Are ...
0answers
646 views

### Defining norm of a matrix of MFCC coefficients

Scenario Construction: I have a MFCC generator block which gets the speech samples from the user and generates a rectangular matrix say $A$ of the order $m \times n$, whose elements are the Cesptral ...
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### How to determine causal relationship between two temporal signals?

I have two noisy temporal 1D signals and knowledge that one drives the other, to some degree. You can see this because there are some temporary spikes in the first signal that (sometimes, if they're ...
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90 views

### How to search for irregular signals: Fourier, DWT or k-means?

See my notebook here I want to search for irregular time signals in a data set of ~3 500 000 time signals. I can't give a clear definition of irregular signal, but it must fulfil the criteria of: not ...
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51 views

### Cepstrum: quefrency scale to frequency scale

Can someone please explain to me how to convert a quefrency scale to the corresponding freqncy? For example consider this: A voice signal is measured at 50kHz sampling frequency and FFT power ...
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16 views

### An Interesting Model with Unknown Orthogonal Design Matrix

Consider a linear mixed model, $$\mathbf{y}_{ij}=\mathbf{\Gamma}\mathbf{\mu}+\mathbf{z}_i+\mathbf{e}_{ij}, ~~ ~~i=1,\ldots,m,~~j=1,\ldots,n_i,$$ where $\mathbf{y}_{ij}$ are $k\times 1$ observation ...
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41 views

### Variances add, and therefore subtract?

Variances add, so va + vb = vc. If I know what va and vc are, can I estimate vb by vb = vc - va ? More specifically, I have a noisy statistical time series which consists of the pure signal plus ...
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35 views

### Find roots of regression function

Physical problem: Signal data comes from several sensors (e.g. 4) and there is empirical knowledge, that data of one of them (e.g. "productivity") depends on other data. Signals of other sensors could ...
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41 views

### What is matching pursuit algorithm?

I would like to know What is matching pursuit algorithm? I did search via different sources but no understandable explanation is available! Can anyone help with this, please?
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### Is there a concept of weakly periodic in stats? If so, what is it called?

Ok, say we have a signal that reoccurs within every T+x time where T is a constant and x is a random number small in size compared to T. We know that a function is actually periodic if F(x) = F(x+T), ...
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102 views

### Comparing PCA representations between low-pass and high-pass filtered time-series data

I am currently trying to reduce the number of variables I input into a vector autoregressive (VAR) model. For those that don't already know, VAR models are used on time-series data. My primary concern ...
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107 views

### covariance matrix vs correlation matrix for multiple signal analysis

I'm dealing with a set of +100 input signals, and one output. I want to explore how each of the signals affects the output. Should I focus on covariance matrix, or correlation matrix, and why? I ...
1answer
67 views

### Is (1 - Coherence) a metric, at a given frequency?

I'm performing some signal analysis and was using coherence (magnitude-squared coherence) to inference signals similarity. Now, I need to extend the framework by introducing a metric. I was wondering,...