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Re: Right function for Discrete Convolution


From: Quentin Spencer
Subject: Re: Right function for Discrete Convolution
Date: Tue, 08 Feb 2005 12:09:33 -0600
User-agent: Mozilla Thunderbird 0.9 (X11/20041127)

NZG wrote:

Convolution returns an output longer than its inputs by definition.
Does it? Perhaps I am misunderstanding convolution altogether.
I have always learned it from the control standpoint, as being x(n)*y(n) =
the infinite summation of x(k)y(n-k) from k=-infy to k=infy for all n.

This would imply the same dimension, n, would it not?
Am I missing something?
Does anyone have any links that explain why the dimension changes?
thx,
NZG.
That is correct--if the signal is infinite in length, then any convolution involving the signal is also infinite in length, so you could argue that they are the same length (inf + N = inf). However, since practical application demands that we make our signals finite in length, then the convolution will be longer than the inputs. This is important in many signal processing applications where the signal is in some sense infinite--we are dealing with a small chunk of an ongoing signal. If I am filtering a signal in chunks of 1024 samples and my filter has length 100, the convolution of one chunk with the filter will have length 1123. The residual 99-point output must be saved and added to the first 99 points of the next output when I filter the next chunk.

-Quentin



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