Get amplitude difference via cross correlation?

1. What is cross-correlation formula?
2. How do you find cross-correlation between two signals?
3. How do you find the difference between two signals?
4. How do you compare similarity between two signals?

What is cross-correlation formula?

Cross-correlation between X_i and X_j is defined by the ratio of covariance to root-mean variance, ρ i , j = γ i , j σ i 2 σ j 2 . Sample covariance is found from. γ ^ i , j = 1 N ∑ t = 1 N [ ( X i t − X ¯ i ) ( X j t − X ¯ j ) ] . Similarly, sample cross-correlation is defined by the ratio.

How do you find cross-correlation between two signals?

To detect a level of correlation between two signals we use cross-correlation. It is calculated simply by multiplying and summing two-time series together. In the following example, graphs A and B are cross-correlated but graph C is not correlated to either.

How do you find the difference between two signals?

function [ diff ] = FindDiff( signal1, signal2 ) %FINDDIFF Finds the difference between two signals of equal frequency %after an appropritate time shift is applied % Calculates the time shift between two signals of equal frequency % using cross correlation, shifts the second signal and subtracts the % shifted signal ...

How do you compare similarity between two signals?

For measuring the similarity between two temporal signals, you can try using Dynamic Time Warping (DTW). DTW constructs a distance matrix between the two signals and tries to find minimum distance the two signals. If the two signals are identical, then distance is zero.