Re: Circular Convolution scheduler

Jamie Lokier
2003-10-14T09:49:14Z

Piet Delaney wrote:
> circular convolution is used with the Fast Fourier Transform.
> The frequency data goes from -N/2 ...0 ,,,, +N/2,
> multiplying in the frequency domain is the same as
> convolving in the time or space domain. The result of multiplying
> a time series by say a filter is the same as convolving it
> with the FFT of the filter. Both domains wrap around with the
> FFT, so the normal convolution associated with the Fourier
> transform is replace with the circular convolution.
>
> Many prediction algorithms are based on digital signal processing.
> The Kalman filter for example was used by Harvey for forecasting
> financial markets. The kernel likely has lots of time series that
> could be used for system identification for predicting how to best
> use system resources.

Ok, but what is "circular convolution scheduling"?

-- Jamie