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Overlap–add method

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Fig 1: A sequence of five plots depicts one cycle of the overlap-add convolution algorithm. The first plot is a long sequence of data to be processed with a lowpass FIR filter. The 2nd plot is one segment of the data to be processed in piecewise fashion. The 3rd plot is the filtered segment,
1180: 2626:. The two methods are also compared in Figure 3, created by Matlab simulation. The contours are lines of constant ratio of the times it takes to perform both methods. When the overlap-add method is faster, the ratio exceeds 1, and ratios as high as 3 are seen. 815: 1496: 300: 565:
including the filter rise and fall transients. The 4th plot indicates where the new data will be added with the result of previous segments. The 5th plot is the updated output stream. The FIR filter is a boxcar lowpass with
2498: 961: 1904: 2014: 966: 2624: 2398: 2561: 1263: 531: 687: 1643:{\displaystyle y_{k}\ =\ \scriptstyle {\text{IDFT}}_{N}\displaystyle (\ \scriptstyle {\text{DFT}}_{N}\displaystyle (x_{k})\cdot \ \scriptstyle {\text{DFT}}_{N}\displaystyle (h)\ ),} 2630: 918: 1352: 471: 120: 2088: 1766: 1413: 2116: 2700: 2321: 2059: 615: 589: 2726: 2142: 1481: 1443: 354: 2233: 2205: 2279: 2253: 2182: 2162: 1728: 1706: 1478: 1372: 1310: 950: 838: 677: 648: 409: 374: 106: 73: 551: 2842:
Senobari, Nader Shakibay; Funning, Gareth J.; Keogh, Eamonn; Zhu, Yan; Yeh, Chin-Chia Michael; Zimmerman, Zachary; Mueen, Abdullah (2019).
2409: 1175:{\displaystyle {\begin{aligned}y=\left(\sum _{k}x_{k}\right)*h&=\sum _{k}\left(x_{k}*h\right)\\&=\sum _{k}y_{k},\end{aligned}}} 28: 1832: 1480:  The advantage is that the circular convolution can be computed more efficiently than linear convolution, according to the 2633:
Fig 3: Gain of the overlap-add method compared to a single, large circular convolution. The axes show values of signal length N
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y(position+(1:N)) = y(position+(1:N)) + IDFT(DFT(x(position+(1:step_size)), N) × H) position = position + step_size
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in which it is understood that the functions should be thought of in their totality, rather than at specific instants
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This article is about the convolution method. For the "Weight, OverLap, Add" channelization method, see
2887: 1685: 2897: 2843: 1315: 724: 2656: 2651: 414: 295:{\displaystyle y=x*h\ \triangleq \ \sum _{m=-\infty }^{\infty }h\cdot x=\sum _{m=1}^{M}h\cdot x,} 76: 1909:
When the DFT and IDFT are implemented by the FFT algorithm, the pseudocode above requires about
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Comparatively, the number of complex multiplications required by the pseudocode algorithm is:
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complex multiplications for the FFT, product of arrays, and IFFT. Each iteration produces
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Fig 2: A graph of the values of N (an integer power of 2) that minimize the cost function
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appended zeros, which prevents circular overlap of the output rise and fall transients.
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output samples, so the number of complex multiplications per output sample is about
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h = FIR_filter M = length(h) Nx = length(x) N = 8 × 2^ceiling( log2(M) )
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complex multiplications per output sample, the worst case being when both
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is an integer power-of-2, and the transforms are implemented with the
2803: 2493:{\displaystyle N_{x}\cdot (\log _{2}(N)+1)\cdot {\frac {N}{N-M+1}}.} 621:
The concept is to divide the problem into multiple convolutions of
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while the cost of a single, large circular convolution is almost
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samples. The total number of complex multiplications would be:
1899:{\displaystyle {\tfrac {N\left(\log _{2}N+1\right)}{N-M+1}}} 411:  This article uses common abstract notations, such as 803: 2841: 1837: 1593: 1548: 1528: 539: 479: 417: 2708: 2681: 2569: 2513: 2412: 2332: 2302: 2267: 2241: 2218: 2190: 2170: 2150: 2130: 2101: 2067: 2041: 2009:{\displaystyle {\frac {N(\log _{2}(N)+1)}{N-M+1}}.\,} 1941: 1835: 1736: 1716: 1694: 1606: 1561: 1541: 1499: 1451: 1421: 1384: 1360: 1318: 1271: 1191: 964: 929: 852: 826: 690: 656: 627: 597: 571: 382: 362: 327: 123: 85: 52: 1806:
H = DFT(h, N) position = 0 y(1 : Nx + M-1) = 0
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Theory and application of digital signal processing
2827:. Schaum's Outline Series. New York: McGraw Hill. 2775:. Englewood Cliffs, N.J.: Prentice-Hall. pp.  2766: 2737:Cooley–Tukey FFT algorithm for N=2 needs (N/2) log 2720: 2694: 2618: 2555: 2492: 2392: 2315: 2273: 2247: 2227: 2199: 2184:are complex-valued. Also note that for any given 2176: 2156: 2136: 2110: 2082: 2053: 2008: 1898: 1760: 1722: 1700: 1642: 1472: 1437: 1407: 1366: 1346: 1304: 1257: 1174: 944: 912: 832: 809: 671: 642: 609: 583: 545: 525: 465: 403: 368: 348: 294: 100: 67: 2619:{\displaystyle O\left(N_{x}\log _{2}N_{x}\right)} 2879: 2822: 2393:{\displaystyle N_{x}\cdot (\log _{2}(N_{x})+1).} 2804:Oppenheim, Alan V.; Schafer, Ronald W. (1975). 2556:{\displaystyle O\left(N_{x}\log _{2}N\right)} 1258:{\displaystyle y_{k}\ \triangleq \ x_{k}*h\,} 952:can be written as a sum of short convolutions 42:is an efficient way to evaluate the discrete 2765:Rabiner, Lawrence R.; Gold, Bernard (1975). 1820: 1794:Overlap-add algorithm for linear convolution 517: 502: 2507:of the overlap–add method scales almost as 2808:. Englewood Cliffs, N.J.: Prentice-Hall. 2005: 1434: 1404: 1343: 1254: 909: 526:{\textstyle y(t)={\mathcal {H}}\{x(t)\},} 2628: 1824: 559: 591:samples, the length of the segments is 14: 2880: 2758: 617:samples and the overlap is 15 samples. 2235:Figure 2 is a graph of the values of 840:is an arbitrary segment length. Then 1931: 1489: 113: 913:{\displaystyle x=\sum _{k}x_{k},\,} 24: 2797: 497: 194: 189: 25: 2914: 2675:This condition implies that the 2290:, we can also consider applying 1730:is customarily chosen such that 1688:and its inverse, evaluated over 2261:for a range of filter lengths ( 2851:Seismological Research Letters 2731: 2669: 2457: 2448: 2442: 2426: 2384: 2375: 2362: 2346: 2292: 2286: 2257: 2212:has a minimum with respect to 2208: 2120: 2091: 2024: 1979: 1970: 1964: 1948: 1658: 1628: 1622: 1619: 1613: 1607: 1584: 1581: 1575: 1562: 1542: 1516: 1510: 1464: 1452: 1431: 1425: 1401: 1395: 1347:{\displaystyle N\geq L+M-1,\,} 1296: 1272: 1251: 1245: 1236: 1230: 1208: 1202: 1162: 1147: 1109: 1103: 1094: 1079: 1044: 1038: 1024: 1009: 978: 972: 939: 933: 903: 888: 862: 856: 745: 730: 707: 701: 666: 660: 637: 631: 514: 508: 489: 483: 457: 451: 442: 436: 427: 421: 395: 383: 337: 331: 310: 286: 274: 265: 259: 229: 217: 208: 202: 163: 157: 148: 142: 133: 127: 95: 89: 62: 56: 13: 1: 2751: 2296:to a long sequence of length 2118:whereas direct evaluation of 1776: 1185:where the linear convolution 2657:Circular_convolution#Example 1482:circular convolution theorem 466:{\textstyle y(t)=x(t)*h(t),} 7: 2645: 1265:is zero outside the region 10: 2919: 2743:FFT – Definition and speed 1810:position + step_size ≤ Nx 1772:algorithm, for efficiency. 1686:Discrete Fourier transform 26: 2825:Digital Signal Processing 2823:Hayes, M. Horace (1999). 2806:Digital signal processing 1821:Efficiency considerations 2662: 1354:it is equivalent to the 2083:{\displaystyle N=1024,} 1802:step_size = N - (M-1) 1761:{\displaystyle N=L+M-1} 1408:{\displaystyle x_{k}\,} 650:with short segments of 77:finite impulse response 2722: 2696: 2642: 2620: 2557: 2494: 2394: 2317: 2275: 2249: 2229: 2201: 2178: 2158: 2138: 2112: 2111:{\displaystyle 13.67,} 2084: 2055: 2010: 1906: 1900: 1762: 1724: 1702: 1644: 1474: 1439: 1409: 1368: 1348: 1312:And for any parameter 1306: 1259: 1176: 946: 914: 834: 811: 673: 644: 618: 611: 585: 547: 527: 467: 405: 370: 350: 296: 255: 198: 102: 69: 46:of a very long signal 2723: 2702:segment has at least 2697: 2695:{\displaystyle x_{k}} 2632: 2621: 2558: 2495: 2395: 2318: 2316:{\displaystyle N_{x}} 2276: 2250: 2230: 2202: 2179: 2159: 2139: 2113: 2085: 2056: 2054:{\displaystyle M=201} 2011: 1901: 1828: 1804:(L in the text above) 1763: 1725: 1703: 1645: 1475: 1440: 1410: 1369: 1349: 1307: 1260: 1177: 947: 915: 835: 812: 674: 645: 612: 610:{\displaystyle L=100} 586: 563: 548: 528: 468: 406: 371: 351: 297: 235: 175: 103: 70: 2706: 2679: 2567: 2511: 2410: 2330: 2300: 2265: 2239: 2216: 2188: 2168: 2148: 2128: 2124:would require up to 2099: 2065: 2039: 1939: 1833: 1734: 1714: 1708:discrete points, and 1692: 1497: 1449: 1419: 1382: 1376:circular convolution 1358: 1316: 1269: 1189: 962: 927: 850: 824: 688: 654: 625: 595: 584:{\displaystyle M=16} 569: 555:Convolution#Notation 537: 477: 415: 380: 360: 325: 121: 83: 50: 2721:{\displaystyle M-1} 2652:Overlap–save method 2637:and filter length N 2137:{\displaystyle 201} 1781:The following is a 1438:{\displaystyle h\,} 376:outside the region 349:{\displaystyle h=0} 2903:Numerical analysis 2863:10.1785/0220180122 2718: 2692: 2643: 2616: 2553: 2490: 2390: 2313: 2271: 2245: 2228:{\displaystyle N.} 2225: 2200:{\displaystyle M,} 2197: 2174: 2154: 2134: 2108: 2080: 2051: 2035:For example, when 2006: 1907: 1896: 1894: 1758: 1720: 1698: 1640: 1639: 1638: 1637: 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2368: 2364: 2361: 2356: 2352: 2348: 2345: 2340: 2336: 2310: 2306: 2270: 2255:that minimize 2244: 2224: 2221: 2196: 2193: 2173: 2153: 2133: 2107: 2104: 2079: 2076: 2073: 2070: 2050: 2047: 2044: 2030: 2029: 2020: 2018: 2016:    2004: 1998: 1995: 1992: 1989: 1986: 1981: 1978: 1975: 1972: 1969: 1966: 1963: 1958: 1954: 1950: 1947: 1930: 1913: 1891: 1888: 1885: 1882: 1879: 1873: 1869: 1866: 1863: 1860: 1855: 1851: 1846: 1842: 1822: 1819: 1790: 1778: 1775: 1774: 1773: 1757: 1754: 1751: 1748: 1745: 1742: 1739: 1719: 1709: 1697: 1681: 1677: 1664: 1663: 1654: 1652: 1650:    1633: 1630: 1624: 1621: 1618: 1615: 1612: 1609: 1603: 1589: 1586: 1583: 1580: 1577: 1572: 1568: 1564: 1558: 1544: 1538: 1524: 1518: 1515: 1512: 1507: 1503: 1488: 1469: 1466: 1463: 1460: 1457: 1454: 1445:in the region 1433: 1430: 1427: 1424: 1403: 1400: 1397: 1392: 1388: 1363: 1342: 1339: 1336: 1333: 1330: 1327: 1324: 1321: 1301: 1298: 1295: 1292: 1289: 1286: 1283: 1280: 1277: 1274: 1253: 1250: 1247: 1244: 1241: 1238: 1235: 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330: 316: 315: 306: 304: 302:    291: 288: 285: 282: 279: 276: 273: 270: 267: 264: 261: 258: 253: 248: 245: 242: 238: 234: 231: 228: 225: 222: 219: 216: 213: 210: 207: 204: 201: 196: 191: 188: 185: 182: 178: 171: 165: 162: 159: 156: 153: 150: 147: 144: 141: 138: 135: 132: 129: 126: 112: 97: 94: 91: 88: 64: 61: 58: 55: 9: 6: 4: 3: 2: 2915: 2904: 2901: 2899: 2896: 2894: 2891: 2889: 2886: 2885: 2883: 2872: 2868: 2864: 2860: 2856: 2852: 2845: 2840: 2836: 2834:0-07-027389-8 2830: 2826: 2821: 2817: 2815:0-13-214635-5 2811: 2807: 2802: 2801: 2788: 2786:0-13-914101-4 2782: 2778: 2774: 2769: 2761: 2757: 2744: 2734: 2715: 2712: 2709: 2687: 2683: 2672: 2668: 2658: 2655: 2653: 2650: 2649: 2631: 2627: 2612: 2606: 2602: 2598: 2593: 2589: 2583: 2579: 2574: 2570: 2549: 2545: 2542: 2537: 2533: 2527: 2523: 2518: 2514: 2506: 2487: 2481: 2478: 2475: 2472: 2469: 2465: 2460: 2454: 2451: 2445: 2439: 2434: 2430: 2423: 2418: 2414: 2406: 2405: 2404: 2387: 2381: 2378: 2370: 2366: 2359: 2354: 2350: 2343: 2338: 2334: 2326: 2325: 2324: 2308: 2304: 2295: 2294: 2289: 2288: 2282: 2268: 2260: 2259: 2242: 2222: 2219: 2211: 2210: 2194: 2191: 2171: 2151: 2131: 2123: 2122: 2105: 2102: 2094: 2093: 2077: 2074: 2071: 2068: 2048: 2045: 2042: 2028: 2021: 2019: 2017: 2002: 1996: 1993: 1990: 1987: 1984: 1976: 1973: 1967: 1961: 1956: 1952: 1945: 1934: 1933: 1929: 1928: 1923: 1917: 1889: 1886: 1883: 1880: 1877: 1871: 1867: 1864: 1861: 1858: 1853: 1849: 1844: 1840: 1827: 1817: 1813: 1809: 1795: 1789: 1788: 1784: 1771: 1755: 1752: 1749: 1746: 1743: 1740: 1737: 1717: 1710: 1695: 1687: 1684:refer to the 1675: 1674: 1673: 1672: 1662: 1655: 1653: 1651: 1631: 1616: 1610: 1601: 1587: 1578: 1570: 1566: 1556: 1536: 1522: 1513: 1505: 1501: 1492: 1491: 1487: 1486: 1483: 1467: 1461: 1458: 1455: 1428: 1422: 1398: 1390: 1386: 1377: 1361: 1340: 1337: 1334: 1331: 1328: 1325: 1322: 1319: 1299: 1293: 1290: 1287: 1284: 1281: 1278: 1275: 1248: 1242: 1239: 1233: 1225: 1221: 1214: 1205: 1197: 1193: 1165: 1159: 1156: 1153: 1150: 1142: 1138: 1132: 1128: 1124: 1122: 1113: 1106: 1100: 1097: 1091: 1088: 1085: 1082: 1074: 1070: 1065: 1059: 1055: 1051: 1049: 1041: 1035: 1032: 1028: 1021: 1018: 1015: 1012: 1004: 1000: 994: 990: 985: 981: 975: 969: 958: 957: 956: 955: 936: 930: 906: 900: 897: 894: 891: 883: 879: 873: 869: 865: 859: 853: 846: 845: 844: 843: 827: 797: 787: 784: 777: 774: 771: 768: 765: 762: 759: 756: 753: 748: 742: 739: 736: 733: 727: 721: 713: 704: 696: 692: 684: 683: 682: 681: 663: 657: 634: 628: 604: 601: 598: 578: 575: 572: 562: 558: 556: 540: 520: 511: 505: 492: 486: 480: 460: 454: 448: 445: 439: 433: 430: 424: 418: 398: 392: 389: 386: 363: 343: 340: 334: 328: 314: 307: 305: 303: 289: 283: 280: 277: 271: 268: 262: 256: 251: 246: 243: 240: 236: 232: 226: 223: 220: 214: 211: 205: 199: 186: 183: 180: 176: 169: 160: 154: 151: 145: 139: 136: 130: 124: 116: 115: 111: 110: 92: 86: 79:(FIR) filter 78: 59: 53: 45: 41: 37: 30: 19: 2854: 2850: 2824: 2805: 2772: 2760: 2733: 2671: 2504: 2502: 2402: 2291: 2285: 2283: 2256: 2207: 2119: 2090: 2034: 2022: 1935: 1926: 1921: 1911: 1908: 1815: 1811: 1807: 1793: 1786: 1780: 1670: 1668: 1656: 1493: 1484: 1184: 953: 922: 841: 819: 679: 620: 320: 308: 117: 108: 39: 33: 2284:Instead of 44:convolution 18:Overlap add 2893:Transforms 2882:Categories 2752:References 2741:(N) – see 2503:Hence the 1783:pseudocode 1777:Pseudocode 2871:0895-0695 2713:− 2599:⁡ 2543:⁡ 2473:− 2461:⋅ 2440:⁡ 2424:⋅ 2360:⁡ 2344:⋅ 1988:− 1962:⁡ 1881:− 1859:⁡ 1753:− 1588:⋅ 1335:− 1323:≥ 1291:− 1240:∗ 1215:≜ 1154:− 1129:∑ 1098:∗ 1086:− 1056:∑ 1033:∗ 1016:− 991:∑ 895:− 870:∑ 794:otherwise 772:… 714:≜ 446:∗ 281:− 269:⋅ 237:∑ 224:− 212:⋅ 195:∞ 190:∞ 187:− 177:∑ 170:≜ 152:∗ 2646:See also 1916:(N) + 1) 1680:and IDFT 2095:equals 1374:-point 75:with a 2869:  2831:  2812:  2783:  2768:"2.25" 1912:N (log 1626:  1591:  1546:  1526:  1520:  1218:  1212:  820:where 717:  711:  321:where 173:  167:  38:, the 2847:(PDF) 2777:63–65 2663:Notes 2103:13.67 1922:N-M+1 1808:while 1669:where 1415:with 553:(see 2867:ISSN 2829:ISBN 2810:ISBN 2781:ISBN 2505:cost 2293:Eq.2 2287:Eq.1 2258:Eq.3 2209:Eq.3 2164:and 2121:Eq.1 2092:Eq.3 2075:1024 2061:and 2025:Eq.3 1659:Eq.2 1532:IDFT 923:and 356:for 311:Eq.1 2859:doi 2590:log 2534:log 2431:log 2351:log 2281:). 2132:201 2049:201 1953:log 1850:log 1816:end 1770:FFT 1676:DFT 1597:DFT 1552:DFT 1378:of 605:100 557:). 473:or 34:In 2884:: 2865:. 2855:90 2853:. 2849:. 2779:. 2771:. 1812:do 579:16 2873:. 2861:: 2837:. 2818:. 2789:. 2739:2 2716:1 2710:M 2688:k 2684:x 2641:. 2639:h 2635:x 2613:) 2607:x 2603:N 2594:2 2584:x 2580:N 2575:( 2571:O 2550:) 2546:N 2538:2 2528:x 2524:N 2519:( 2515:O 2488:. 2482:1 2479:+ 2476:M 2470:N 2466:N 2458:) 2455:1 2452:+ 2449:) 2446:N 2443:( 2435:2 2427:( 2419:x 2415:N 2388:. 2385:) 2382:1 2379:+ 2376:) 2371:x 2367:N 2363:( 2355:2 2347:( 2339:x 2335:N 2309:x 2305:N 2269:M 2243:N 2223:. 2220:N 2195:, 2192:M 2172:h 2152:x 2106:, 2078:, 2072:= 2069:N 2046:= 2043:M 2027:) 2023:( 2003:. 1997:1 1994:+ 1991:M 1985:N 1980:) 1977:1 1974:+ 1971:) 1968:N 1965:( 1957:2 1949:( 1946:N 1927:: 1914:2 1890:1 1887:+ 1884:M 1878:N 1872:) 1868:1 1865:+ 1862:N 1854:2 1845:( 1841:N 1796:) 1792:( 1787:: 1756:1 1750:M 1747:+ 1744:L 1741:= 1738:N 1718:L 1696:N 1682:N 1678:N 1671:: 1661:) 1657:( 1632:, 1629:) 1623:) 1620:] 1617:n 1614:[ 1611:h 1608:( 1602:N 1585:) 1582:] 1579:n 1576:[ 1571:k 1567:x 1563:( 1557:N 1543:( 1537:N 1523:= 1517:] 1514:n 1511:[ 1506:k 1502:y 1485:: 1468:. 1465:] 1462:N 1459:, 1456:1 1453:[ 1432:] 1429:n 1426:[ 1423:h 1402:] 1399:n 1396:[ 1391:k 1387:x 1362:N 1341:, 1338:1 1332:M 1329:+ 1326:L 1320:N 1300:. 1297:] 1294:1 1288:M 1285:+ 1282:L 1279:, 1276:1 1273:[ 1252:] 1249:n 1246:[ 1243:h 1237:] 1234:n 1231:[ 1226:k 1222:x 1209:] 1206:n 1203:[ 1198:k 1194:y 1166:, 1163:] 1160:L 1157:k 1151:n 1148:[ 1143:k 1139:y 1133:k 1125:= 1114:) 1110:] 1107:n 1104:[ 1101:h 1095:] 1092:L 1089:k 1083:n 1080:[ 1075:k 1071:x 1066:( 1060:k 1052:= 1045:] 1042:n 1039:[ 1036:h 1029:) 1025:] 1022:L 1019:k 1013:n 1010:[ 1005:k 1001:x 995:k 986:( 982:= 979:] 976:n 973:[ 970:y 954:: 940:] 937:n 934:[ 931:y 907:, 904:] 901:L 898:k 892:n 889:[ 884:k 880:x 874:k 866:= 863:] 860:n 857:[ 854:x 842:: 828:L 798:, 788:, 785:0 778:L 775:, 769:, 766:2 763:, 760:1 757:= 754:n 749:, 746:] 743:L 740:k 737:+ 734:n 731:[ 728:x 722:{ 708:] 705:n 702:[ 697:k 693:x 680:: 667:] 664:n 661:[ 658:x 638:] 635:n 632:[ 629:h 602:= 599:L 576:= 573:M 541:t 521:, 518:} 515:) 512:t 509:( 506:x 503:{ 498:H 493:= 490:) 487:t 484:( 481:y 461:, 458:) 455:t 452:( 449:h 443:) 440:t 437:( 434:x 431:= 428:) 425:t 422:( 419:y 399:. 396:] 393:M 390:, 387:1 384:[ 364:m 344:0 341:= 338:] 335:m 332:[ 329:h 313:) 309:( 290:, 287:] 284:m 278:n 275:[ 272:x 266:] 263:m 260:[ 257:h 252:M 247:1 244:= 241:m 233:= 230:] 227:m 221:n 218:[ 215:x 209:] 206:m 203:[ 200:h 184:= 181:m 164:] 161:n 158:[ 155:h 149:] 146:n 143:[ 140:x 137:= 134:] 131:n 128:[ 125:y 109:: 96:] 93:n 90:[ 87:h 63:] 60:n 57:[ 54:x 31:. 20:)

Index

Overlap add
Sampling the DTFT
signal processing
convolution
finite impulse response
Convolution#Notation

circular convolution
circular convolution theorem
Discrete Fourier transform
FFT
pseudocode

Eq.3
Eq.1
Eq.3
Eq.3
Eq.1
Eq.2

Overlap–save method
Circular_convolution#Example
FFT – Definition and speed
"2.25"
63–65
ISBN
0-13-914101-4
ISBN
0-13-214635-5
ISBN

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