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Spectral Analysis and Time Series - max planck research school ...

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A. Lagg – <strong>Spectral</strong> <strong>Analysis</strong><br />

FFT for Convolution<br />

1. zero­pad data<br />

2. zero­pad response function<br />

(­> data <strong>and</strong> response function have N elements)<br />

3. calculate FFT of data <strong>and</strong> response function<br />

4. multiply FFT of data with FFT of response function<br />

5. calculate inverse FFT for this product<br />

Deconvolution<br />

­> undo smearing caused by a response function<br />

use steps (1­3), <strong>and</strong> then:<br />

4. divide FFT of convolved data with FFT of response<br />

function<br />

5. calculate inverse FFT for this product

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