Calculation of Correlation (Scaled Pearson's R)

[sticyfinger]

TO WHOM IT MAY CONCERN,

I am trying to find the Pearson r correlation between two signals and also shift on of the signal.

Can someone please show me where I am screwing up? I have an expected velocity and a measure velocity.

When I get smaller distances the correlation is all mess up. Not sure when my error is?

Can you please tell me if I am doing the correlation calculation right? Also explain why graph is wrong. The main problem is the correlation, you can answer graph question if you are feeling generous

Your help is greatly appreciated!!!!

[sticyfinger]

Can someone tell me how to determine if there is a correlation between two signals? I need to find if they are correlated with a positive correlation close to 1 or opposite one close to -1.

In addition I need to find the correlation scaled Pearsons’s R.

How do I normalize the cross-correlation coefficient when the 2 signals have different lengths?

Would I perform a cross correlation of two finite length arrays?

FYI: one signal is calculated using labview. The other is measured from an motor encoder using National Instruments (“NI”) PCI-6250 DAQ.

[Joe D.]

Hi sticyfinger,

I would take a look statisitics Solver.vi in the ni example finder. This shows you how to take the covariance of your signals and then all you haveto do is divide by the std dev of the signals.