fast convolution

Autocorrelation matrix in Matlab & Python — build R for Wiener / MVDR

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Build the autocorrelation (covariance) matrix R from snapshots in Matlab or NumPy — including complex conjugate correlation — for Wiener, LMS, and MVDR beamformers.

Methods to compute linear convolution

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Mathematical details of convolution, its relationship to polynomial multiplication and the application of Toeplitz matrices in computing linear convolution are discussed in the previous article. A short survey of different techniques to compute discrete linear convolution (with Matlab code) is given here. Definition Given an LTI (Linear Time Invariant) system with impulse response \(h[n]\) and … Read more