Overlap-add method
Method in signal processing
In signal processing, the overlap-add method is an efficient way to evaluate the discrete convolution of a very long signal with a finite impulse response (FIR) filter
:
|
| Eq.1 |
where for
outside the region
This article uses common abstract notations, such as or
in which it is understood that the functions should be thought of in their totality, rather than at specific instants
(see Convolution#Notation).
01Algorithm
The concept is to divide the problem into multiple convolutions of with short segments of
:
where is an arbitrary segment length. Then:
and can be written as a sum of short convolutions:
where the linear convolution is zero outside the region
And for any parameter
it is equivalent to the
-point circular convolution of
with
in the region
The advantage is that the circular convolution can be computed more efficiently than linear convolution, according to the circular convolution theorem:
|
| Eq.2 |
where:
- DFTN and IDFTN refer to the Discrete Fourier transform and its inverse, evaluated over
discrete points, and
is customarily chosen such that
is an integer power-of-2, and the transforms are implemented with the FFT algorithm, for efficiency.

02Pseudocode
The following is a pseudocode representation of the algorithm:
(Overlap-add algorithm for linear convolution) h = FIR_filter M = length(h) Nx = length(x) N = 8 × 2^ceiling( log2(M) ) (8 times the smallest power of two bigger than filter length M. See next section for a slightly better choice.) step_size = N - (M-1) (L in the text above) H = DFT(h, N) position = 0 y(1 : Nx + M-1) = 0 while position + step_size ≤ Nx do y(position+(1:N)) = y(position+(1:N)) + IDFT(DFT(x(position+(1:step_size)), N) × H) position = position + step_size end
03Efficiency considerations
When the DFT and IDFT are implemented by the FFT algorithm, the pseudocode above requires about N (log2(N) + 1) complex multiplications for the FFT, product of arrays, and IFFT. Each iteration produces N-M+1 output samples, so the number of complex multiplications per output sample is about:
|
| Eq.3 |
For example, when and
Eq.3 equals
whereas direct evaluation of Eq.1 would require up to
complex multiplications per output sample, the worst case being when both
and
are complex-valued. Also note that for any given
Eq.3 has a minimum with respect to
Figure 2 is a graph of the values of
that minimize Eq.3 for a range of filter lengths (
).
Instead of Eq.1, we can also consider applying Eq.2 to a long sequence of length samples. The total number of complex multiplications would be:
Comparatively, the number of complex multiplications required by the pseudocode algorithm is:
Hence the cost of the overlap-add method scales almost as while the cost of a single, large circular convolution is almost
. The two methods are also compared in Figure 3, created by MATLAB simulation. The contours are lines of constant ratio of the times it takes to perform both methods. When the overlap-add method is faster, the ratio exceeds 1, and ratios as high as 3 are seen.

Sources and credits
This article is adapted from the Wikipedia article “Overlap-add method”, written by its contributors and licensed under CC BY-SA 4.0. Fathomly has changed the layout, removed citation markers, navigation and maintenance notices, and adjusted punctuation. This adapted version is shared under the same license. For references, see the original article.
Images, from Wikimedia Commons:
- Overlap-add algorithm.svg by Bob K, CC0
- FFT size vs filter length for Overlap-add convolution.svg by Bob K, CC0
- Gain oa method.png by Paolo Serena, University of Parma (Italy) / Paolostar at en.wikipedia, Public domain
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