This is rather mathematical.
I need the "convolution" of two columns of numbers, which will be a third
column of the same length.
It is the discrete counterpart of the common continuous convolution C(t) of
two functions A(t) and B(t):
C(t) = Integral dt' A(t')*B(t-t').
B(x) is symmetric, B(-x) = B(x).
So I have, say, the columns A1:A100 and B1:B100, representing functions of
time from t1 ... to t100 at equally spaced times.
Column C is to be the convolution of these two.
Replace the integral by a sum. dt' becomes the constant DT = t2 - t1.
Then C(t) at time t=ti is cell Ci.
Ci = DT * sum_on_j of A(j) * B(i-j). , for each i=1,2,..., 100.
How do I express this sum in terms of Excel functions?
Thanks,
- Neal