FCONV

Purpose:

Computes the convolution of two series using the FFT method.

Syntax:

FCONV(series1, series2)

series1

-

A series.

series2

-

A series.

Returns:

A series or table.

Example:

W1: gsin(1000, .001, 2)

W2: gsin(1000, .001, 4, 4)

W3: conv(W1, W2)

W4: fconv(W1, W2)

 

Performs the convolution of two sine waves. W3 performs direct convolution in the time domain and W4 performs the same convolution using the FFT method.

Remarks:

The convolution of series x[n] and h[n] is defined as:

 

image\conv02.gif

 

FCONV performs convolution by multiplying the FFTs of the zero padded input series. This method is faster than CONV for large series.

 

See CONV for the time domain implementation.

See Also:

ACORR

CONV

DECONV

FACORR

FCIRCONV

FCONV2D

FDECONV

FFT

FILTEQ

FXCORR

XCORR