Resources - 7.3.1, 7.3.2, 7.4
Linear filtering using DFT
Convolutions can be computationally demanding
- Increases every value Therefore it can we easier to solve the system as
Filtering of long sequences
If the sequence is extremely long, it has implications regarding memory and processing delay. Aka we need to wait for the sampling to be completed.
How can we solve this? → The additive property of the convolution. We divide into chunks, and process each chunk individually before we add everything together. If has a length of , the resulting signal becomes
Step by step:
- Divide input sequence, , into non-overlapping blocks each of length
- Pad with zeroes such that
- Filter each input block to produce output block
- Combine outputs: