Reputation: 377
I have the following two signals:
X0 = array([0., 0., 0., 0., 0., 1., 0., 0., 0., 0.])
rbf_kernel = array([2.40369476e-04, 4.82794999e-03, 4.97870684e-02, 2.63597138e-01,
7.16531311e-01, 1.00000000e+00, 7.16531311e-01, 2.63597138e-01,
4.97870684e-02, 4.82794999e-03])
I tried to convolve the two signals using np.convolve(X0, rbf_kernel, mode='same')
but the resulted convolution is shifted by one to the right as shown below. Green, orange, blue curves are X0
, rbf_kernel
, and the result from the last command line respectively. I expect to see the maximum convolution when the two convoluted signals were matched (i.e, at point 5) but that did not happen.
Upvotes: 4
Views: 2031
Reputation: 1515
The result is shifted because of padding
used for same
convolution. Convolution is a process of sliding flipped kernel on input and taking dot product at each step.
For valid convolution kernel should overlap at every stride fully hence output size will be n - m + 1 (n - len(input), m - len(kernel) assuming m <= n). For same convolution output size will be max(m, n) to achieve that we need to apply (m - 1) zero padding on input and then perform valid convolution.
In your example n = m = 10 and same convolution output size will be max(10, 10) = 10. It requires zero padding of m - 1 = 9 which is 5 left zero padding and 4 right zero padding. Padded input(X0) looks like :
padded_x = [0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0. 0.] with length 19.
flipped kernel = [4.82794999e-03 4.97870684e-02 2.63597138e-01 7.16531311e-0, 1.00000000e+00 7.16531311e-01 2.63597138e-01 4.97870684e-02 4.82794999e-03 2.40369476e-04]
So on convolution output will be maximum at 6th step(starting from 0)
Here's a sample SAME convolution code:
import numpy as np
import matplotlib.pyplot as plt
def same_conv(x, k):
if len(k) > len(x):
# consider longer as x and other as kernel
x, k = k, x
n = x.shape[0]
m = k.shape[0]
padding = m - 1
left_pad = int(np.ceil(padding / 2))
right_pad = padding - left_pad
x = np.pad(x, (left_pad, right_pad), 'constant')
# print(len(x))
out = []
# flip the kernel
k = k[::-1]
# print(k)
for i in range(n):
out.append(np.dot(x[i: i+m], k))
return np.array(out)
X0 = np.array([0., 0., 0., 0., 0., 1., 0., 0., 0., 0.])
rbf_kernel = np.array([2.40369476e-04, 4.82794999e-03, 4.97870684e-02, 2.63597138e-01,
7.16531311e-01, 1.00000000e+00, 7.16531311e-01, 2.63597138e-01,
4.97870684e-02, 4.82794999e-03])
convolved = same_conv(X0, rbf_kernel)
plt.plot(X0)
plt.plot(rbf_kernel)
plt.plot(convolved)
plt.show()
which results in the same shifted output as yours.
Upvotes: 3