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From: Eric Niebler (eric_at_[hidden])
Date: 2006-12-13 19:45:33

Darryl Green wrote:
> Eric Niebler <eric <at>> writes:
> > Janek Kozicki wrote:
> > > Eric Niebler said: (by the date of Tue, 12 Dec 2006 09:59:19 -0800)
> > >
> > >> What we need is an interpolating adapter. It would wrap a
> TimeSeries of
> > >> one discretization and make it look like it has a different
> > >> discretization, interpolating on the fly. Probably wouldn't be too
> hard.
> > >
> > > Apart from lienar interpolation there are several others available.
> Hi Eric,
> I've only taken a quick look at the docs, it looks pretty good so far. But
> before you worry about specific multirate filtering algorithms
> (interpolation/decimation) and kernels how about including convolution
> (as an
> adapter)? Or did I just miss it in my skim of the docs? Optimization
> (polyphase
> filters) can wait?

Am I allowed to plead the 5th? :-) I confess I don't know what
convolution is. I learned enough to satisfy the library's requirements,
as specified by Zürcher Kantonalbank who sponsored the work, and they
apparently didn't need that.

Anyway, from Wikipedia, I see that convolution is "the integral of the
product of the two functions after one is reversed and shifted." Seems
straightforward. There already is a shift adapter. I could add a reverse
adapter. (Reversed relative to what time t? Should it be a parameter to
the adapter?) Series multiplication is already implemented, as is an
integrate() function. So maybe it's almost already there.

Eric Niebler
Boost Consulting

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