First of all, d is a trace whose size is (1,2500), p is a trace whose size is (1,2500).
For d*w=p, which is Dw=p, where D is Toeplitz matrix made by d. Take d and p as an example [1 2 3 4 5].
I construct D that the first column is [1 2 3 4 5 0 0 0 0], the first row is [1 0 0 0 0], which means d lags 2 time step up and 2 time step down, the 0 time lag is place 3 when the first place is 1.
To find w, I use deconvolution, therefore, w=((D^T)D)^(-1)(D^T)p
Confusion comes in here. the number of row of D is 9, however, the p is (1,5) size, how should I concatenate p using 0? Just under the last element of p or two 0 before and two 0 behind?
What I really want to know is the exact form of deconvoution in programs. Really Really appraciate it if anyone could help. Please!First of all, d is a trace whose size is (1,2500), p is a trace whose size is (1,2500).
For d*w=p, which is Dw=p, where D is Toeplitz matrix made by d. Take d and p as an example [1 2 3 4 5].
I construct D that the first column is [1 2 3 4 5 0 0 0 0], the first row is [1 0 0 0 0], which means d lags 2 time step up and 2 time step down, the 0 time lag is place 3 when the first place is 1.
To find w, I use deconvolution, therefore, w=((D^T)D)^(-1)(D^T)p
Confusion comes in here. the number of row of D is 9, however, the p is (1,5) size, how should I concatenate p using 0? Just under the last element of p or two 0 before and two 0 behind?
What I really want to know is the exact form of deconvoution in programs. Really Really appraciate it if anyone could help. Please! First of all, d is a trace whose size is (1,2500), p is a trace whose size is (1,2500).
For d*w=p, which is Dw=p, where D is Toeplitz matrix made by d. Take d and p as an example [1 2 3 4 5].
I construct D that the first column is [1 2 3 4 5 0 0 0 0], the first row is [1 0 0 0 0], which means d lags 2 time step up and 2 time step down, the 0 time lag is place 3 when the first place is 1.
To find w, I use deconvolution, therefore, w=((D^T)D)^(-1)(D^T)p
Confusion comes in here. the number of row of D is 9, however, the p is (1,5) size, how should I concatenate p using 0? Just under the last element of p or two 0 before and two 0 behind?
What I really want to know is the exact form of deconvoution in programs. Really Really appraciate it if anyone could help. Please! deconvolution, toeplitz matrix, digital signal processing MATLAB Answers — New Questions

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