1. A method performed by a vector processor for performing an instruction to perform a convolution between an input signal and a filter impulse response, said method comprising: obtaining a vector comprised of at least N 1 +N 2 - 1 input samples; obtaining N 2 time shifted versions of said vector, wherein each time shifted version comprises N 1 samples; and performing a weighted sum of said time shifted versions of said vector by a vector of N 1 coefficients; and producing an output vector comprising one output value for each of said weighted sums, wherein said filter impulse response is expressed using a plurality of coefficients and wherein a number of coefficients supported by said convolution is less than a number of coefficients in a filter; wherein said method further comprises the step of iteratively processing smaller chunks of a larger filter; wherein an output of each iteration is accumulated for each chunk until all of said larger filter is processed.