xcorr and time lag

Hi all,

I have a simple, but yet I can't seem to figure it out, question about crosscorrelation.When I find my maximum crosscorrelation, I want to find the corresponding time lag. What I have in code so far:

x = [0 0 1 5 1 -2 -3 -2 0 0];
y = [0 0 1 5 1 -2 -3 -2 0 0];
X2 = xcorr(x,y,'coeff'); (so we expect a xcorr of 1 because its the same signal)
plot(lags,C)
[val,idx] = max(abs(C))

Now it says that the maximum crosscorrelation (1) is at time lag 10. now I get that because the time series goes from -9 till +9, so step 10 is at zero-lag, but how can I get as answer the zero and not 10. So I want the real value of time lag and not the amount of steps.

Later on I would actually want to make the time lags correspond to real time as well ,so for example a lag of 1 equals to 2 seconds, which is the reason I want the amount and not the steps so I know how many seconds really passed. How can I do this also, so make the time lag correspond to real seconds?

Answer 1

[dpb]

t=-length(x)+dt*idx;

where dt is the sampling time interval.

BTW, this is for full-length. If use the optional MAXLAGS argument, then will want to return and use the LAGS alternate return to get the actual lag instead of just counting from 1.

[N]

thank you for your answer, it works !

Answer 2

[Honglei Chen]

You already have a variable lags, you can simply do lags(idx). BTW I didn't see how you compute the lags, but you could get it from xcorr, e.g.,

[X2,lags] = xcorr(x,y,'coeff')

HTH