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frequency domain multiplication, and vice versa.

x3[n] x1[n] x2 [n] x2 [n] x1[n]

N 1 N 1

x2 [m]x1[((n m)) N ] x2 [m]x1[(n m) mod N ]

m 0 m 0

circular convolution

Speeding up Circular Convolution Using FFT

Circular convolution can be computed more efficiently

by using FFT.

Direct circular convolution of two lengh-N sequences:

takes the time complexity of O(N2).

Circular convolution by FFT and inverse FFT:

Apply FFT to the length-N signal (transform to the

frequency domain by FFT)

Perform multiplication in the frequency domain, and

then apply inverse FFT (inverse transform to the

time domain)

Since both FFT and inverse FFT take O(Nlog(N)) and

multiplication takes O(N), the time complexity is

O(Nlog(N)).

Linear Convolution Using FFT

However, linear convolution cannot be speeded up

directly by FFT, since multiplication in the frequency

domain of DFT (FFT) implies circular convolution but not

linear convolution.

convolution and circular convolution.

A useful property

The linear convolution of two finite-length sequences

(with lengths being L and P respectively) is equivalent

to circular convolution of the two N-point (N L+P1)

sequences obtained by zero padding.

Block convolution (for fast implementing an FIR

filter)

a finite-length impulse response.

efficient computation, we would like to segment

the signal into sections of length L.

with the finite-length impulse response and the

filtered sections fitted together in an

appropriate way. called block convolution.

Block convolution (for fast implementing an FIR filter)

usually use circular convolution (instead of linear

convolution) to compute each section.

Because circular convolutions can be computed

more efficiently than linear convolution.

Overlapping Method

Review of property

The linear convolution of two finite-length sequences

(with lengths being L and P respectively) is equivalent

to circular convolution of the two N-point (N L+P1)

sequences obtained by zero padding.

developed for fast computation of linear convolution or FIR

filter (referred to as a kind of block convolution).

Overlapping-add method (for implementing an FIR filter)

When segmenting into L-length non-overlapping segments, the

signal x[n] can be represented as

x[n] x [n rL]

m

r

x[n rL] 0 n L 1

where xr [n]

0 otherwise

y[n] x[n] h[n] y [n rL]

m

r

Overlapping-add method (for implementing an FIR filter)

each yr[n] has length (L+P1).

sequences, N=L+P1, for both xr[n] and h[n].

Performing N-point circular convolution (instead of

linear convolution) to compute yr[n].

power of 2 and N>L+P-1, when applying a radix-2

FFT algorithm.

For example, consider two sequences h[n] and x[n]

as follows.

Segmenting x[n] into L-

length sequences.

Each segment is

padded by P1 zero

values.

overlapping-add

method.

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