What is Convolution: Definition and 364 Discussions

In mathematics (in particular, functional analysis), convolution is a mathematical operation on two functions (f and g) that produces a third function (



f

g


{\displaystyle f*g}
) that expresses how the shape of one is modified by the other. The term convolution refers to both the result function and to the process of computing it. It is defined as the integral of the product of the two functions after one is reversed and shifted. The integral is evaluated for all values of shift, producing the convolution function.
Some features of convolution are similar to cross-correlation: for real-valued functions, of a continuous or discrete variable, it differs from cross-correlation (



f

g


{\displaystyle f\star g}
) only in that either f(x) or g(x) is reflected about the y-axis; thus it is a cross-correlation of f(x) and g(−x), or f(−x) and g(x). For complex-valued functions, the cross-correlation operator is the adjoint of the convolution operator.
Convolution has applications that include probability, statistics, acoustics, spectroscopy, signal processing and image processing, engineering, physics, computer vision and differential equations.The convolution can be defined for functions on Euclidean space and other groups. For example, periodic functions, such as the discrete-time Fourier transform, can be defined on a circle and convolved by periodic convolution. (See row 18 at DTFT § Properties.) A discrete convolution can be defined for functions on the set of integers.
Generalizations of convolution have applications in the field of numerical analysis and numerical linear algebra, and in the design and implementation of finite impulse response filters in signal processing.Computing the inverse of the convolution operation is known as deconvolution.

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  1. E

    Convolution Dirac impulse and periodic signal

    Hi ☺️ i have to do a convolution with a periodic signal and a dirac impulse: x(t)=sen(πt)(u(t)−u(t−2)) h(t)=u(t−1)−u(t−3) The first is a periodic graph that intersect axis x in points 0 , 1 and 2 (ecc) The se ing is a rectangle ( Dirac impulse ) that intersect AxiS x in points 1 and 3. For...
  2. W

    Convolution Proof of time scaling property

    Hello I don't quiet understand how the integration in the picture works... I must have forgotten something... Can anyone explain what is used?
  3. A

    MHB Convolution - calculation and drawing

    Hi! I need your help with convolution. I am having problem understanding it. I don't understand the example, it shows the calculation and the drawing. Could you please explain the solution to me - why the ranges of t are taken that way and how does the drawing represent the answer?I'll show...
  4. N

    Understanding Convolution with Letters: Tips for Overlapping Inputs

    convolve the following h[n] = δ[n-a] + δ[n-b] x[n] = δ[n-c] + δ[n-d] i understand that the convolution is y[n] = h[n]*x[n] and i know how to do it with number instead of letters however not quite sure how it would work with the letters, its not possible to view when a & b will overlap c & d...
  5. K

    Understanding Convolution Theorem: Overlapping Areas of Signal Functions

    I am having a hard time to understand why convolution integral gives the area overlaps of the two signal functions. if we use http://en.wikipedia.org/wiki/Convolution#mediaviewer/File:Comparison_convolution_correlation.svg for convolution, it is pretty obvious that one of the functions gives...
  6. R

    How to Correctly Convolve x[n] with a Unit Step Function?

    Homework Statement Find convolution of x[n] (graph in attachment) and h[n] where h[n] = u[n] Homework EquationsThe Attempt at a Solution - flipped the h[n] to have h[-n] - moved to the left once (h[-1-n]) to align - multiplied h and x and it gives me all zeros Is this correct or I'm missing...
  7. C

    Solve Convolution Shortcut for x(t)

    Homework Statement Find (use shortcut): x(t) = 2e-4tu(t) * e2tu(t) * t2σ(t - 2) Homework Equations Convolution properties: # "shape of Y (output) is different from x1, x2" # x1 * x2 = x2 * x1 # x1 * (x2 + x3) = (x1 * x2) + (x1 * x3) # x1(t) = * x2(t) * x3(t) * ... # step * ramp =...
  8. N

    MHB Convolution of two discrete sequence

    Hi, New to this topic, and need some help. My task is to find the convolution between $ y= x ∗ h$ where $x = u_n - u_{n-N}$ and $h_n = u_n - u_{n-M}$ and $M\ge N$ are positive integers My understanding is that in general, $ y= x ∗ h = \sum\limits_{m=-\infty}^\infty x_m h_{n-m} $ so for my...
  9. A

    How can I obtain the convolution output for an input function and operator?

    Hey, I've begun going through a book called "An introduction to geophysical exploration" by Phillip Kearey and Michael Brooks and I've come across a problem I can't for the life of me see how they got their answer. Essentially, given an input function gi (i = 1,2... m), and a convolution...
  10. D

    Derivative of p-fold convolution

    Hi, What is the derivative of a p-fold convolution? \frac{\partial}{\partial Y(\omega) } \underbrace{Y(\omega) * \dots * Y(\omega)}_{p-\text{times}} EDIT: I have two contradicting approaches - I guess both are wrong ;-) As a simple case, take the 2-fold convolution. FIRST approach...
  11. R

    First variation of convolution of two nonlinear functions

    A new variational principle is presented in this paper: http://arxiv.org/ftp/arxiv/papers/1112/1112.2286.pdf When trying to derive something like the equation of motion of a Duffing oscillator, I take the following approach: Set up the functional as such: $$...
  12. M

    Fourier transform convolution proof

    Homework Statement Let FT(f) = Fourier transform of f, (f*g)(x) = convolution of f and g. Given FT(f*g) = FT(f)FT(g), the first part of the convolution theorem, show that FT[fg] = [FT(f)*FT(g)]/2pi. Homework Equations Duality: FT2f(x) = (2pi)f(-x) Convolution: (f*g)(x) =...
  13. J

    Convolution product between x² and x³

    I tryied make the convolution product between x² and x³ by ##\int_{- \infty}^{+ \infty} f(u) g(x-u) du## and the result is an indeterminate form, however, by defintion ##\int_{0}^{x} f(u) g(x-u) du##, the result is 1/60 x6. So, \int_{- \infty}^{+ \infty} f(u) g(x-u) du \overset{?}{=}...
  14. A

    Convolution integral with e^At

    Hi All, I am taking Dynamic Systems and Controls this semester for Mechanical Engineering. We are solving non homogeneous state space equations right now. This question is about a 2x2 state space differential equation that takes the form: Where A and B are matrices, while u is an input...
  15. M

    DFT for somthing similar to convolution

    Hi, I have the following problem: Let x,y be finite real valued sequences defined on 0...N-1 and let g be a non negative integer . define also on 0..N-1. In addition, the DFT of y is known in closed form. Is there a way to write z as some cyclic convolution, so that with the...
  16. M

    MHB DFT for convolution like operation.

    Let x,y be finite real valued sequences defined on 0...N-1 and let g be a non negative integer . define also on 0..N-1. In addition, the DFT of y is known in closed form. Is there a way to write z as some cyclic convolution, so that with the help of the convolution theorem z can be calculated...
  17. mnb96

    Convolution with Complex-Valued Functions: Applications and Limitations

    Hello, given two functions f and g the operation of convolution f\ast g finds many applications in many different branches of science. However, in such applications, it is typically assumed that one of the two functions (the convolution kernel) is a real scalar field, although the mathematical...
  18. Y

    Fourier Series/Transformations and Convolution

    Homework Statement (f*g)(x) = integral from -pi to pi of (f(y)g(x-y))dy f(x) = ∑cneinx g(x) = ∑dneinx en is defined as the Fourier Coefficients for (f*g) {the convolution} an is denoted by: en = 1/(2pi) integral from -pi to pi of (f*g)e-inx dx Evaluate en in terms of cn and dn...
  19. binbagsss

    Fourier Transforms - The Convolution Theorem.

    Ok so I've seen the convolution theorem written as: F(h(x)\otimesg(x))=H(k)G(k) (And this is how it appears when I have a quick google). My book then does a problem in which is uses: F(h(x)g(x))=H(k)\otimesG(k) Where H(k)=F(h(x)) and similarly G(k)=F(g(x)), and F represents a Fourier...
  20. J

    Property of the convolution product

    It is known that:\mathcal{F}\{f\ast g\}=\mathcal{F}\{f\}\mathcal{F}\{g\}\mathcal{F}\{f g\}=\mathcal{F}\{f\}\mathcal\ast{F}\{g\} But this property is valid for inverse tranform too?\mathcal{F}^{-1}\{F\ast G\}=\mathcal{F}^{-1}\{F\} \mathcal{F}^{-1}\{G\}\mathcal{F}^{-1}\{F...
  21. binbagsss

    Fourier Transformation - Convolution quick question

    Okay the question is to find the Fourier transform of: rect(\frac{x}{5})\otimes(\delta(x+3)-\delta(x-3)) =F^{\infty}_{\infty} \intrect(\frac{x'}{5})(\delta(x+3-x')-\delta(x-3-x')) dx' [1] - where F represents a Fourier transform. My Issue Okay I am fine doing this using the convolution...
  22. M

    Can double convolutions be simplified using a change of variable?

    Let us write a convolution $$\int_{0}^{t} A(t-\tau) \mathrm{d}x(\tau)$$ as $$A \star \mathrm{d}x$$ I would like to write down the expression for the double convolution $$A \star \mathrm{d}x \star \mathrm{d}x $$ Following the definition I obtain $$ \int_{0}^{t} \int_{0} ^{t-\tau}...
  23. G

    Understanding AFM Imaging: Protrusions and Troughs

    Hi all I was wondering if someone could have a look at my answer attempts. I am having great trouble with Q.3 so any help would be greatly appreciated. Figures are attached Homework Statement Q1. Sketch expected image profile for rectangular protrusion from an otherwise locally flat...
  24. U

    Convolution, Triangle Function

    Homework Statement Part (a): Find the intensity as function of ##\theta## and sketch it. Part (b): Find the intensity as function of ##\theta## and sketch it. Comment on first minima. Homework Equations The Attempt at a Solution Part(a) Convolution Method V_b = \frac{1}{2a}, 0 \leq...
  25. L

    Convolution of two triangular functions

    Hi everyone, I want to calculate the convolution of two triangluar pulses Homework Statement both functions are given by x(t)=\left\{\begin{array}{ll} t+1, & -1 \leq t \leq 0 \\ 1-t, & 0 \leq t \leq 1 \end{array}\right. and I rewrote the other as h(-t+t) Homework...
  26. U

    Convolution theorem; integration

    Homework Statement Part(a)/(b)/(c): Fourier transform the following: Part(d): Prove the convolution theorem Part (e): Find total displacement Homework Equations The Attempt at a Solution Part(a) f = \frac {1}{sqrt{2\pi}} \int_{-\infty}{\infty} F e^{-iωt} dω \frac {1}{\sqrt{2\pi}}...
  27. P

    Problem in Convolution integral by fourier transformation

    Hello, I am trying to numerically evaluate a convolution integral of two functions (f*g) using Fourier transform (FT) i.e using FT(f*g) = FT(f) multiplied by FT(g) (1) I am testing for a known case first. I have taken the gaussian functions (eq. 5, 6 and 7) as given in...
  28. G

    Convolution of continuous case

    Hello all, I am currently working on studying for my P actuary exam and had some questions regarding using convolution for the continuous case of the sum of two independent random variables. I have no problem with the actual integration, but what is troubling me is finding the bounds...
  29. L

    Convolution of a linear and rectangular function

    Hi everyone Homework Statement I want to to calculate the convolution of the following two functions h(t)=\left\{\begin{array}{ll} t, & 0 \leq t \leq 10 \\ 0, & otherwise\end{array}\right. and the function x(t)=\left\{\begin{array}{ll} A, & 0 \leq t \leq 10 \\ 0, &...
  30. E

    The convolution of two functions with different parameters

    Hello all, What is the result of this (linear) convolution: s(t)\star\delta(\tau-\tau_p) where s(t) is a continuous signal, δ is the Dirac delta function, and \tau_p is a constant. Thanks in advance
  31. C

    Efficient Computation of Convolution using Z-Transform in Discrete-Time Signals

    x_1(n) = (!/4)^n u(n-1) and x_2(n) = [1- (1/2)^n] u(n) X_1(z) = (1/4)z^-1 / (1-(!/4)z^-1 and X_2(z) = 1/(1-z^-1) + 1/(1-(1/2)z^-1) Y(z) = X_1(z) X_2(z) = (-4/3) /(1-(1/4)z^-1 + (1/3) / (1-z^-1) + 1/(1-(1/2)z^-1
  32. M

    Laplace Transform with Integral Convolution

    Homework Statement Determine the Laplace Transform of ∫(from 0 to t) (t-τ)cos(2(t-τ))e-4τ dτ using Laplace Transform tables. Homework Equations I know the basic convolution theorem is (f*g)(t) = ∫f(τ)g(t-τ)dτ The Attempt at a Solution I'm not sure if this is double convolution...
  33. D

    Professor teaching us about convolution

    I'm in class watching my professor teaching us about convolution. However, he keeps doing this by creating graphs and stuff. Is there a method through which I can solve convolution problems without having to draw the graphs?
  34. B

    Laplace Transformation Convolution Integral

    Homework Statement I need to find the laplace transformation of the following function (and it's ok to leave it expressed as an integral). After doing the initial steps and algebra I got Y(s)= g(t)/(s+2)^2 + 7(1/(s+2)^2)+ 2(1/(s+2)^2) the answer is y(t)=2e^-2t +te^-2t...
  35. C

    How to prove this convolution problem?

    Homework Statement How do I prove that sinc(t) * sinc(t) = sinc(t)? Homework Equations The Attempt at a Solution I converted it to frequency domain and got that rect(f) rect (f) = rect (f) which then converts back to sinc (t). But I'm just curious as how would I go about doing...
  36. B

    Non-linear convolution and power series

    Homework Statement Hi, suppose we have the summation \sum_{i=0}^{n-1} \sum_{j=0}^{n-1} a_j b_{i-j}^{j} x^i, where the subscripts are taken modulo n, and a_i^n = a_i, b_i^n = b_i for each i. Write the above power series as a product of two power series modulo x^n - x.Homework Equations I'm...
  37. A

    Differentiation with convolution operators

    Hello, I have really been banging my head the whole day and trying to figure this derivative out. I have a function of the following form: F = W * (I.J(t)) - (W * I).(W*J(t)) where I and J are two images. J depends on some transformation parameters t and W is a gaussian kernel with some fixed...
  38. dexterdev

    Summation of random sequences and convolution in pdf domain?

    Hi all, I have an all time doubt here. We know that if r.v z = x + y where x and y are 2 random sequences having corresponding pdfs p(x) and p(y), the pdf of z, p(z) = convolution ( p(x),p(y) ). I have seen the derivation for the continuous case although not thorough how to prove it. I...
  39. B

    Code for matlab convolution by FFT

    Homework Statement You have two functions in Matlab (represented as column vectors). Compute their convolution using the fast Fourier transform. Homework Equations The Attempt at a Solution I am having trouble finding a book with this topic. I would like to know where the...
  40. G

    Solve Convolution Problem: Find y(t) Given h(t) and f(t)

    Homework Statement The unit impulse response of an LTIC system is h(t) = e^{-t}u(t). Find the system's (zero-state) response y(t) if the input f(t) is e^{-2t}u(t-3). Homework Equations y(t) = f(t) * h(t) = ∫^{∞}_{-∞}f(t)h(t-\tau)d\tau f_{1}(t) * f_{2}(t ) = c(t) f_{1}(t) * f_{2}(t - T) =...
  41. P

    Response of LTI System A to x(t): y(t)=x(t)-x(t-2a)

    Hi, y(t) is the response of LTI system A to x(t). How could I have figured out that y(t) = x(t) - x(t-2a) (please see attachment). By looking at the graphs this isn't apparent to me :S.
  42. P

    Question concerning convolution

    Hi, I have a question concerning convolution. I don't quite understand the boundaries of the integration in the attachment. The way I see it, the areas do not overlap at all for 1<t<3. You might say that they do overlap at 0, but that is usually not considered an overlap. Even if they were...
  43. U

    Convolution of e^{-|x|}: What is the result?

    Homework Statement Prove that the convolution of e^{-\left|x\right|} is (1-x)e^{x} for x<0 and (1+x)e^{-x} for x>0 Homework Equations The Attempt at a Solution I plug through the integral in the standard way and take the limits as x tends to positive and negative infinity etc...
  44. M

    What is time domain aliasing in linear convolution?

    please anyone can help me to get the answer?I have idea about aliasing which is basically in frequency domain caused by lower sampling rate which does not satisfy the Nyquist criteria. Frequency aliasing refers to higher frequency getting the image of lower frequency.But what is time domain...
  45. K

    Question about 2-D convolution

    Hi, I have been given two data set F = [1 0 0 1; 2 1 0 1; 1 2 1 0; 0 1 0 2] and G = [1 0; 1 2], here separated by (;) means they are different rows. I have been asked to compute the 2-D periodic convolution. [b]2. Homework Equations I know how to calculate the 2-D periodic convolution for 2...
  46. J

    What's the difference between convolution and crosscorrelation?

    What's the difference between convolution and crosscorrelation? I read the answer below, but I don't know enough math to understand it. Could someone clarify it for me, please? "The meaning is quite different. To see why in a simple setting, consider X and Y independent integer valued...
  47. J

    What's the difference between convolution and crosscorrelation?

    What's the difference between convolution and crosscorrelation? I read the answer below, but I don't know enough math to understand it. Could someone clarify it for me, please? "The meaning is quite different. To see why in a simple setting, consider $X$ and $Y$ independent integer valued...
  48. P

    Convolution proof where f=g=1/(1+x^2)

    So I am looking for some insight one how I might go about solving this problem. I have two equations f and g where f = g = \frac{1}{(1+x^2)}. The convolution theorem states that L(f*g) = L(f)*L(g) where L can be either the Laplace transform or the Fourier transform. So it will look like this...
  49. C

    Convolution Integral and Differential Equation

    I am really confused where to start with this problem. I know about convolutions somewhat. We have done them a little. Where is a good place to begin with this problem?
  50. B

    Fraunhofer diffraction and convolution of two aperture functions

    Hello, I'm having some trouble understanding the concept of two function convolution in Fraunhofer diffraction. Let's say I have an aperture function in the shape of some cosine function (which is always above zero), and I want to calculate the transmission function if I only illuminate 3...
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