Interpolation on a Convoluted Function

I have the following function:

G(tau) = integral(-inf, inf) h_x(t)*h_+(t+tau)dt

where tau = T, h_x = Y1, h_+ = W1, and t = X1.

And: T = 0.0001, Y1 = 55488x1 double, W1 = 55488x1 double, X1 = 55488x1 double.

I will need to perform a convolution of the two given functions as I need to identify the overlap between two functions.

Therefore, assuming my X1 vector is ordered, I used the trapezoidal rule to evaluate the integral:

G(tau) = (Y1(t1)*W1(t1+tau)+Y1(t2)*W1(t2+tau))/2 * (t2-t1) +
(Y1(t2)*W1(t2+tau)+Y1(t3)*W1(t3+tau))/2 * (t3-t2) + ...+
(Y1(t55487)*W1(t55487+tau)+Y1(t55488)*W1(t55488+tau))/2 * (t55488-t55487)

But, in order to get W1(ti+tau), I will need to use interpolation. How would I go about doing this?

[Torsten]

help interp1

Best wishes

Torsten.