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sulphox
Joined: 07 Dec 2005
Posts: 9
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 Posted:
Mon Dec 19, 2005 4:09 am Post subject:
How to perform Convolution in excel? |
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Hi all,
As the subject suggest, I would like to know if anyone know how to perform convolution in excel?
In excel only have the Fourier analysis, but no convolution Function.
Thanks in advance.
Sulphox |
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Guest
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| Posted:
Mon Dec 19, 2005 5:16 pm Post subject:
Re: How to perform Convolution in excel? |
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You can use the convolution theorem:
conv(x,y) = ifft(fft(zeropad(x,length(x)+length(y)-1)) *
fft(zeropad(y,length(x)+length(y)-1)))
where * denotes the point-wise multiplication of complex vectors. |
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sulphox
Joined: 07 Dec 2005
Posts: 9
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| Posted:
Tue Dec 20, 2005 4:00 am Post subject:
re:How to perform Convolution in excel? |
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Hi,
Do you mean that convolution is the multiplication of 2 complex number?
let's say if i have S(f) which is FFT of s(n),
also i have Y(f) which is the FFT of y(t).
Do you mean the convolution of S(f) and Y(f) is the Product of the Multiplication of S(f) and Y(f)?
Sulphox |
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Fred Marshall
Guest
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| Posted:
Tue Dec 20, 2005 9:16 am Post subject:
Re: How to perform Convolution in excel? |
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| Quote: | You can use the convolution theorem:
conv(x,y) = ifft(fft(zeropad(x,length(x)+length(y)-1)) *
fft(zeropad(y,length(x)+length(y)-1)))
where * denotes the point-wise multiplication of complex vectors.
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I didn't know that Excel had "zeropad" or "length" ..... ??
In Excel:
"Signal1" in column A
"Filter" or reversed "Signal2" in column B
Column C filled with SUMPRODUCT($nonzero range of cells in Column A ($ for
unchanging), running range of cells in Column B of same length as range in
Column A)
Example:
The fixed-length function is in Column D
The longer function is in Column C.
The convolution is in Column E.
E51=SUMPRODUCT(D$4:D$54,C1:C51)
where
the shortest array "D" is of length 51 and
"C" can be of any length.
C starts with 51 zeros so the leading transient can be computed.
Not fancy but it works.
Fred |
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Guest
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| Posted:
Tue Dec 20, 2005 4:11 pm Post subject:
Re: re:How to perform Convolution in excel? |
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| Quote: | Hi,
Do you mean that convolution is the multiplication of 2 complex
number?
let's say if i have S(f) which is FFT of s(n),
also i have Y(f) which is the FFT of y(t).
Do you mean the convolution of S(f) and Y(f) is the Product of the
Multiplication of S(f) and Y(f)?
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Almost. The convolution of s(n) with y(t) is the inverse FT of the
(point-wise) product of S(f) with Y(f)! |
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Guest
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| Posted:
Tue Dec 20, 2005 5:05 pm Post subject:
Re: re:How to perform Convolution in excel? |
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| Quote: | Almost. The convolution of s(n) with y(t) is the inverse FT of the
(point-wise) product of S(f) with Y(f)!
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With appropriate zeropadding (otherise, this describes circular
convolution). |
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sulphox
Joined: 07 Dec 2005
Posts: 9
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Wed Jan 18, 2006 5:29 am Post subject:
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Hi all,
I wonder if you guys are still monitoring this topic.
I'm sorry, i was busy with another part of DSP,
Therefore i did not follow up with this.
Hopefully you guys are still monitoring this topic.
Regarding the convolution,
I do not really understand the zeropad.
could you please explain in simpler terms,
because i only know basic excel.
Thanks a lot.
By the way, is there anyway i can attach a file here?
Regards,
Sulphox |
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