Linear

Finding linear convolution of two time series

Finding linear convolution of two time series
  1. How do you find the linear convolution of two sequences?
  2. How do you calculate linear convolution?
  3. How do you find the linear convolution of two sequences in Matlab?

How do you find the linear convolution of two sequences?

Pad the two original sequences with zeros to length N. Compute the N-point DFT to obtain H[k] and X[k]. Compute the point-wise product: Y [k] = H[k]X[k] k = 0,... (N − 1).

How do you calculate linear convolution?

To compute the linear convolution, the pointwise product of the DFTs of the zero-padded functions and is computed. The inverse DFT of then contains the correct linear convolution result. The question remains as to how many zeroes are used to pad the functions f and h.

How do you find the linear convolution of two sequences in Matlab?

The Signal Processing Toolbox™ software has a function, cconv , that returns the circular convolution of two vectors. You can obtain the linear convolution of x and y using circular convolution with the following code. ccirc2 = cconv(x,y,6);

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