Can anyone help me in understanding of deconvolution based on toeplitz matrix?

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First of all, d is a trace whose size is (1,2500), p is a trace whose size is (1,2500).
For d*w=p, which is Dw=p, where D is Toeplitz matrix made by d. Take d and p as an example [1 2 3 4 5].
I construct D that the first column is [1 2 3 4 5 0 0 0 0], the first row is [1 0 0 0 0], which means d lags 2 time step up and 2 time step down, the 0 time lag is place 3 when the first place is 1.
To find w, I use deconvolution, therefore, w=((D^T)D)^(-1)(D^T)p
Confusion comes in here. the number of row of D is 9, however, the p is (1,5) size, how should I concatenate p using 0? Just under the last element of p or two 0 before and two 0 behind?
What I really want to know is the exact form of deconvoution in programs. Really Really appraciate it if anyone could help. Please!

回答(1 个)

William Rose
William Rose 2024-9-25
Here is an examle, using d=[1 2 3 4 5], which you suggested. Since d has length 5, then the convolution d*w = p (where * indicates convolution) will be 4 elements longer than w. So if w has length 5, p will have length 9, etc. For this example, I will assume w has length 6, in order to demonstrate that the length of w does not have to equal the length of d. I will do the forward convoltion (compute p=d*w) first. Then I will do the inverse convolution.
Compute Toeplitz matrix:
w=[-1 0 1 2 1 3]';
d=[1 2 3 4 5]';
%nr=length(d)+length(w)-1; % rows in Toeplitz matrix
%nc=length(w); % columns in Toeplitz matrix
c=[d;zeros(length(w)-1,1)]; % column 1 of Toeplitz matrix
r=[1,zeros(1,length(w)-1)]; % row 1 of Toeplitz matrix
D=toeplitz(c,r);
disp(D)
1 0 0 0 0 0 2 1 0 0 0 0 3 2 1 0 0 0 4 3 2 1 0 0 5 4 3 2 1 0 0 5 4 3 2 1 0 0 5 4 3 2 0 0 0 5 4 3 0 0 0 0 5 4 0 0 0 0 0 5
Use D to compute p=convolution of d with w:
p=D*w;
disp(p')
-1 -2 -2 0 3 15 22 23 17 15
Compute estimate of w, from p, using the Toeplitz matrix:
wEst=inv(D'*D)*D'*p;
disp(wEst')
-1.0000 -0.0000 1.0000 2.0000 1.0000 3.0000
The result shows that the estimate of w equals the original w.
  4 个评论
Junjie Zhao
Junjie Zhao 2024-11-6,7:21
编辑:Junjie Zhao 2024-11-6,7:22
Sorry for not replying your answer timely. Thank you so much for your effort. However, what I want to know is how should I process p in the deconvolution operation to achieve the effect of deconvolution. If you could help me with this, I will be very grateful.
William Rose
William Rose 2024-11-7,3:20
In the discussion above, p is the convolution of d and w. If you know p and d, you can estimate w by deconvolution, as follows (and as described above):
First, let's create p, by convolution:
w=[-1 0 1 2 1 3]';
d=[1 2 3 4 5]';
p=conv(d,w);
Now, let's pretend we don't know w. We want to estimate w, by deconvolution of p and d:
nw=length(p)-length(d)+1; % length of w, based on lengths of d and p
D=convmtx(d,nw); % matrix for deconvolution
wEst=inv(D'*D)*D'*p; % estimate of w, by deconvolution
disp(wEst')
-1.0000 -0.0000 1.0000 2.0000 1.0000 3.0000
Note that wEst equals w, which shows the deconvolution worked.

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