Understanding scipy deconvolve
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()
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 bys = (len(signal)-n)/2
on both sides.
Of course, further findings, comments and suggestion to this question are still welcome.