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.