two coherent and two correlated signals in Matlab

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Sadiq Akbar
Sadiq Akbar on 22 May 2021
How can we generate two coherent signlas in Matlab? Likewise how can we generate two correlated signlas in Matlab. Furhter how will we differentiate that these two signals are coherent and these two are correlated? I have a piece of code but don't understand that these are coherent or correlated?
close all;
clc;
clear all;
w = [pi/4 pi/4 pi/2]';%Frequency
P = length(w); %The number of signal
M=5; %Number of array elements
sig=2*exp(j*(w*[1:M])); % two coherent signlas
So the questions are why are these coherent signlas? And if these are coherent, then how will we generate correlated signlas? Further how will we find covariance matrices of coherent signals and correlated signlas?

Answers (2)

Sulaymon Eshkabilov
Sulaymon Eshkabilov on 22 May 2021
Hi Sadiq,
Here is a short script that demonstrates and shows if there is a coherence and correlation between the two generated signals.
close all; clc; clearvars;
w = [pi/4 pi/4 pi/2]'; % Frequency
P = length(w); % Number of signals
N=10; % Number of data points in the generated signals
S=2*exp(1j*(w*(1:N))); % Three signals generated
x=S(1,:);
y=S(2,:);
[Cxy,F] = mscohere(x,y) % Coherence between x and y signals computed
figure('name', 'Coherence')
plot(F,Cxy)
title('Magnitude-Squared Coherence')
xlabel('Frequency (Hz)')
grid
figure('name', 'X-correlation')
crosscorr(x, y) % Cross-correlation between x and y
Good luck.
  3 Comments
Sadiq Akbar
Sadiq Akbar on 23 May 2021
Thank you very much dear Sulaymon for your 2nd response. That seems too technical for me. Can you do some changes in the above so that it can be run my system?

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Sulaymon Eshkabilov
Sulaymon Eshkabilov on 25 May 2021
close all; clc; clearvars;
w = [pi/4 pi/4 pi/2]'; % Frequency
P = length(w); % Number of signals
N=10; % Number of data points in the generated signals
S=2*exp(1j*(w*(1:N))); % Three signals generated
x=S(1,:);
y=S(2,:);
%% Calcs without MATLAB toolboxes
X_fft = fft(x, N);
Y_fft = fft(y, N);
H = Y_fft./X_fft;
Gxx = abs(X_fft).^2;
Gyy = (abs(H).^2).*Gxx;
CH_xy = (abs(H.*Gxx).^2)./(Gxx.*Gyy);
figure
plot(CH_xy), title('Coherence')
CC =x.*y;
figure
stem(1:N, CC), title('Cross-correlation of x and y signals')

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