Fri Feb 1 09:01:55 CST 2013
On Fri, Feb 1, 2013 at 9:50 AM, <firstname.lastname@example.org> wrote:
> On Fri, Feb 1, 2013 at 9:50 AM, <email@example.com> wrote:
>> On Fri, Feb 1, 2013 at 9:23 AM, François Boulogne <firstname.lastname@example.org> wrote:
>>> I need to deconvolve a signal with a filter. I had a look in the
>>> documentation. The function exists but the docstring is missing and I'm
>>> not satisfied of the result I got from a "simple" example.
>>> filter = np.array([0,1,1,1,1,0])
>>> step = np.array([0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
>>> 1, 1, 1, 1])
>>> # I convolve both
>>> res = convolve(step, filter, 'valid')
>>> # and it returns a slope as expected
>>> array([0, 0, 1, 2, 3, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4])
>>> Now, I want to deconvolve.
>>> deconvolve(res, filter)
>>> # oops, it raises an exception
>>> ValueError: BUG: filter coefficient a == 0 not supported yet
>>> # well, let's try this
>>> deconvolve(res, filter+1e-9)
>>> (array([ 0.00000000e+00, 0.00000000e+00, 1.00000000e+09,
>>> -9.99999999e+17, 9.99999999e+26, -9.99999999e+35,
>>> 9.99999999e+44, -9.99999999e+53, 9.99999999e+62,
>>> -9.99999999e+71, 9.99999999e+80, -9.99999999e+89]),
>>> array([ 0.00000000e+00, 0.00000000e+00, 1.11022302e-16,
>>> -8.27130862e-08, -4.42500000e+01, 5.46901335e+10,
>>> 8.27266814e+19, 7.56858250e+28, -8.74285726e+37,
>>> 9.99419626e+46, 8.27205507e+55, -8.26933326e+64,
>>> 9.99999999e+89, 9.99999999e+89, 9.99999999e+89,
>>> 1.00000000e+90, 9.99999999e+80]))
>>> It's better but I do not recognize my signal :)
>>> 1/ Am I misunderstanding or missing something?
>>> 2/ How can I do it correctly?
>> not supported, maybe using the numpy polynomial might work for the deconvolution
>> from the docstring of lfilter, which is used by deconvolve:
>> a : array_like
>> The denominator coefficient vector in a 1-D sequence. If ``a``
>> is not 1, then both `a` and `b` are normalized by ``a``.
>> with the normalization your 1e-9 blows up the calculations.
>> (it's been a long time since I tried to figure out deconvolve, and I
>> always had 1 in the first position)
another problem in your case are the unit roots
array([ -1.00000000e+00+0.j, -7.77156117e-16+1.j, -7.77156117e-16-1.j,
I don't remember whether lfilter supports those. Or, if setting
explicit initial conditions would help.
Or, if deconvolution makes sense with a nonstationary sequence (infinite ?).
>>> I also noted that no test exists for deconvolve() :(
> Volunteers ?
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