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Overlap–add method : ウィキペディア英語版
Overlap–add method
In signal processing, the overlap–add method (OA, OLA) is an efficient way to evaluate the discrete convolution of a very long signal x() with a finite impulse response (FIR) filter h():
:
\begin
y() = x()
* h() \ \stackrel \ \sum_^ h() \cdot x()
= \sum_^ h() \cdot x(),
\end
where ''h''() = 0 for ''m'' outside the region (''M'' ).
The concept is to divide the problem into multiple convolutions of ''h''() with short segments of x():
:x_k() \ \stackrel
\begin
x() & n=1,2,\ldots,L\\
0 & \textrm,
\end

where ''L'' is an arbitrary segment length. Then:
:x() = \sum_ x_k(),\,
and ''y''() can be written as a sum of short convolutions:
:
\begin
y() = \left(\sum_ x_k()\right)
* h() &= \sum_ \left(x_k()
* h()\right)\\
&= \sum_ y_k(),
\end

where  y_k() \ \stackrel \ x_k()
*h()\,  is zero outside the region ().  And for any parameter  N\ge L+M-1,\,  it is equivalent to the N\,-point circular convolution of x_k()\, with h()\,  in the region ().
The advantage is that the circular convolution can be computed very efficiently as follows, according to the circular convolution theorem:
where FFT and IFFT refer to the fast Fourier transform and inverse
fast Fourier transform, respectively, evaluated over N discrete
points.
== The algorithm ==

Fig. 1 sketches the idea of the overlap–add method. The
signal x() is first partitioned into non-overlapping sequences,
then the discrete Fourier transforms of the sequences y_k()
are evaluated by multiplying the FFT of x_k() with the FFT of
h(). After recovering of y_k() by inverse FFT, the resulting
output signal is reconstructed by overlapping and adding the y_k()
as shown in the figure. The overlap arises from the fact that a linear
convolution is always longer than the original sequences. In the early days of development of the fast Fourier transform, L was often chosen to be a power of 2 for efficiency, but further development has revealed efficient transforms for larger prime factorizations of L, reducing computational sensitivity to this parameter. A pseudocode of the algorithm is the
following:
Algorithm 1 (''OA for linear convolution'')
Evaluate the best value of N and L (L>0, N = M+L-1 nearest to power of 2).
Nx = length(x);
H = FFT(h,N) (''zero-padded FFT'')
i = 1
y = zeros(1, M+Nx-1)
while i <= Nx (''Nx: the last index of x()'')
il = min(i+L-1,Nx)
yt = IFFT( FFT(x(i:il),N)
* H, N)
k = min(i+N-1,M+Nx-1)
y(i:k) = y(i:k) + yt(1:k-i+1) (''add the overlapped output blocks'')
i = i+L
end

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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