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Research Outline
Prepared for Mathieu F. | Delivered November 13, 2019
Automatic Convolution Formula Excel
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Goals
To find a way to perform a convolution automatically in Excel.
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Early Findings
Excel does not seem to feature a
convolution function.
A few solutions are proposed to perform a convolution in Excel
i
n
a
n
o
n
-
m
a
n
u
a
l
w
a
y
:
Convolution Theorem
The following formula
is proposed
c
o
n
v
(x
,
y
) =
i
f
f
t
(
f
f
t
(
z
e
r
o
p
a
d
(x
,
l
e
n
g
t
h
(x)+length(y)-1)) *
f
f
t
(
z
e
r
o
p
a
d
(y
,
l
e
n
g
t
h
(x)+length(y)-1))).
In this formula, *represents the
point-wise multiplication
of complex vectors.
Data Analysis Function
An
Add-Inn
named can be installed in Excel.
It features a
Fourier Transform Program
that might be used to produce similar results.
Discrete Convolution
An Excel function called
C
o
n
v
o
l
(f, g, h, [
a
l
g
o
])
can be used to approximate the convolution of two sampled functions.
Convolution Macros
Convolution
and deconvolution macros can be used to perform this task.
Other Programs
Convolutions can be better performed using
professional mathematical programs
such as Matematica or Matlab.
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