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Foundations of Data Science

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Let C e = (c 0 , c 2 , . . . , c d−2 ), C o = (c 1 , c 3 , . . . , c d−1 ), B e = (b 0 , b 2 , . . . , b d−2 ), and B o =<br />

(b 1 , b 3 , . . . , b d−1 ). Equations 12.1, 12.2, and 11.3 can be expressed as convolutions 35 <strong>of</strong><br />

these sequences. Equation 12.1 is C e ∗ Be R + C o ∗ Bo R = 0, 12.2 is C e ∗ Ce R + C o ∗ Co R = δ(k),<br />

and 11.3 is B e ∗ Be R + B o ∗ Bo R = δ(k), where the superscript R stands for reversal <strong>of</strong> the<br />

sequence. These equations can be written in matrix format as<br />

( )<br />

Ce C o<br />

B e B o<br />

( C<br />

R<br />

∗ e Be<br />

R<br />

Co<br />

R Bo<br />

R<br />

)<br />

=<br />

Taking the Fourier or z-transform yields<br />

( ) ( F (Ce ) F (C o ) F (C<br />

R<br />

e ) F (Be R )<br />

F (B e ) F (B o ) F (Co R ) F (Bo R )<br />

( 2δ 0<br />

0 2δ<br />

)<br />

=<br />

)<br />

( 2 0<br />

0 2<br />

where F denotes the transform. Taking the determinant yields<br />

(<br />

)(<br />

)<br />

F (C e )F (B o ) − F (B e )F (C o ) F (C e )F (B o ) − F (C o )F (B e ) = 4<br />

Thus F (C e )F (B o ) − F (C o )F (B e ) = 2 and the inverse transform yields<br />

Convolution by C R e<br />

Now d−1 ∑<br />

j=0<br />

yields<br />

C e ∗ B o − C o ∗ B e = 2δ(k).<br />

C R e ∗ C e ∗ B o − C R e ∗ B e ∗ C o = C R e ∗ 2δ(k)<br />

c j b j−2k = 0 so −C R e ∗ B e = C R o ∗ B o . Thus<br />

C R e ∗ C e ∗ B o + C R o ∗ B o ∗ C o = 2C R e ∗ δ(k)<br />

(C R e ∗ C e + C R o ∗ C o ) ∗ B o = 2C R e ∗ δ(k)<br />

2δ(k) ∗ B o = 2C R e<br />

C e = B R o<br />

∗ δ(k)<br />

)<br />

.<br />

Thus, c i = 2b d−1−i for even i. By a similar argument, convolution by C R 0<br />

C R 0 ∗ C e ∗ B 0 − C R 0 ∗ C 0 ∗ B e = 2C R 0 δ(k)<br />

yields<br />

Since C R )<br />

∗ B 0 = −C R 0 ∗ B e<br />

−C R e ∗ C R e ∗ B e − C R 0 ∗ C 0 ∗ B e = 2C R 0 δ(k)<br />

−(C e ∗ C R e + C R 0 ∗ C 0 ) ∗ B e = 2C R 0 δ(k)<br />

−2δ(k)B e = 2C R 0 δ(k)<br />

−B e = C R 0<br />

Thus, c i = −2b d−1−i for all odd i and hence c i = (−1) i 2b d−1−i for all i.<br />

35 The convolution <strong>of</strong> (a 0 , a 1 , . . . , a d−1 ) and (b 0 , b 1 , . . . , b d−1 ) denoted<br />

(a 0 , a 1 , . . . , a d−1 ) ∗ (b 0 , b 1 , . . . , b d−1 ) is the sequence<br />

(a 0 b d−1 , a 0 b d−2 + a 1 b d−1 , a 0 b d−3 + a 1 b d−2 + a 3 b d−1 . . . , a d−1 b 0 ).<br />

366

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