Understanding scipy deconvolve

Question

I\'m trying to understand scipy.signal.deconvolve.

From the mathematical point of view a convolution is just the multiplication in fourier space so I would expect

Answer 1

As written in the comments, I cannot help with the example you posted originally. As @Stelios has pointed out, the deconvolution might not work out due to numerical issues.

I can, however, reproduce the example you posted in your Edit:

That is the code which is a direct translation from the matlab source code:

import numpy as np
import scipy.signal
import matplotlib.pyplot as plt

x = np.arange(0., 20.01, 0.01)
y = np.zeros(len(x))
y[900:1100] = 1.
y += 0.01 * np.random.randn(len(y))
c = np.exp(-(np.arange(len(y))) / 30.)

yc = scipy.signal.convolve(y, c, mode='full') / c.sum()
ydc, remainder = scipy.signal.deconvolve(yc, c)
ydc *= c.sum()

fig, ax = plt.subplots(nrows=2, ncols=2, figsize=(4, 4))
ax[0][0].plot(x, y, label="original y", lw=3)
ax[0][1].plot(x, c, label="c", lw=3)
ax[1][0].plot(x[0:2000], yc[0:2000], label="yc", lw=3)
ax[1][1].plot(x, ydc, label="recovered y", lw=3)

plt.show()

Answer 2

After some trial and error I found out how to interprete the results of scipy.signal.deconvolve() and I post my findings as an answer.

Let's start with a working example code

import numpy as np
import scipy.signal
import matplotlib.pyplot as plt

# let the signal be box-like
signal = np.repeat([0., 1., 0.], 100)
# and use a gaussian filter
# the filter should be shorter than the signal
# the filter should be such that it's much bigger then zero everywhere
gauss = np.exp(-( (np.linspace(0,50)-25.)/float(12))**2 )
print gauss.min()  # = 0.013 >> 0

# calculate the convolution (np.convolve and scipy.signal.convolve identical)
# the keywordargument mode="same" ensures that the convolution spans the same
#   shape as the input array.
#filtered = scipy.signal.convolve(signal, gauss, mode='same') 
filtered = np.convolve(signal, gauss, mode='same') 

deconv,  _ = scipy.signal.deconvolve( filtered, gauss )
#the deconvolution has n = len(signal) - len(gauss) + 1 points
n = len(signal)-len(gauss)+1
# so we need to expand it by 
s = (len(signal)-n)/2
#on both sides.
deconv_res = np.zeros(len(signal))
deconv_res[s:len(signal)-s-1] = deconv
deconv = deconv_res
# now deconv contains the deconvolution 
# expanded to the original shape (filled with zeros) 


#### Plot #### 
fig , ax = plt.subplots(nrows=4, figsize=(6,7))

ax[0].plot(signal,            color="#907700", label="original",     lw=3 ) 
ax[1].plot(gauss,          color="#68934e", label="gauss filter", lw=3 )
# we need to divide by the sum of the filter window to get the convolution normalized to 1
ax[2].plot(filtered/np.sum(gauss), color="#325cab", label="convoluted" ,  lw=3 )
ax[3].plot(deconv,         color="#ab4232", label="deconvoluted", lw=3 ) 

for i in range(len(ax)):
    ax[i].set_xlim([0, len(signal)])
    ax[i].set_ylim([-0.07, 1.2])
    ax[i].legend(loc=1, fontsize=11)
    if i != len(ax)-1 :
        ax[i].set_xticklabels([])

plt.savefig(__file__ + ".png")
plt.show()    

This code produces the following image, showing exactly what we want (Deconvolve(Convolve(signal,gauss) , gauss) == signal)

Some important findings are:

• The filter should be shorter than the signal
• The filter should be much bigger than zero everywhere (here > 0.013 is good enough)
• Using the keyword argument mode = 'same' to the convolution ensures that it lives on the same array shape as the signal.
• The deconvolution has n = len(signal) - len(gauss) + 1 points. So in order to let it also reside on the same original array shape we need to expand it by s = (len(signal)-n)/2 on both sides.

Of course, further findings, comments and suggestion to this question are still welcome.