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. K

    Convolution integral and fourier transform in linear response theory

    Hello, Consider I have a linear time-invariant (LTI) system, with ##x(t)##, ##y(t)##, and ##h(t)##, as input, output, and impulse response functions, respectively. I have two choices to write the convolution integral to get ##y(t)##: $$ 1)\ \ \ y(t) = \int_{0}^{t} h(t-t')x(t')dt' $$ and...
  2. L

    LTI systems and convolution

    How would you interpretate this image about LTI systems and convolution?
  3. C

    Convolution exercise with block diagram and cases

    1. First of all, a block diagram is given where x(t) is the input and y(t) the output.The y(t) is asked when given the h(t) and x(t).We have in parallel h(t) and δ(t-1)*h(t) and those 2 go through a summer (the second one with minus and the first one with a plus) and give y(t). 2. I know from...
  4. M

    Discrete Time Convolution of Sums

    Evaluate the following discrete-time convolution: y[n] = cos(\frac{1}{2}\pin)*2^{n}u[-n+2] Here is my sloppy attempt: y[n] = \sumcos(\frac{1}{2}\pik)2^{n-k}u[-n-k+2] from k = -∞ to ∞ = \sumcos(\frac{1}{2}\pik)2^{n-k} from k = -∞ to 2 We can re-write the cos as...
  5. P

    Convolution with sign function

    Hello all, I am having some trouble calculating a convolution. For the question, and my attempt at a solution, please take a look at the pic. Can someone please point me in the right direction?
  6. M

    Solving Inverse Laplace Transform w/ Convolution Integral: Ch 8, Sec 10 #3

    Boas Ch. 8, Sec. 10 #3 Use the convolution integral to find the inverse transforms of: \frac{p}{(p^{2}-1)^{2}} = \frac{p}{p^{2}-1} \frac{1}{p^{2}-1} I'm completely confused with these things. Are we supposed to figure out the inverse Laplace transform and then use that within our convolution...
  7. L

    Signal and System : Convolution problem

    I have given the question and my attempt in the image that i have loaded please tell me that am i doing it right ?
  8. dexterdev

    What is circular convolution?

    Hi PF, What is circular convolution? Why do we need such an operation if we have linear convolution, What is its basic difference of both convolutions. Is circular convolution used only in frequency domain? -Devanand T
  9. ElijahRockers

    How can I simplify this Convolution through a limit change?

    Homework Statement Compute the convolution y[n] = x[n] * h[n] if discrete signals: x[n] = \alpha^nu[n] h[n] = \beta^nu[n] Where \alpha \neq \beta. Homework Equations y[n] = \sum_{k=-\infty}^{\infty} h[n-k]x[k] The Attempt at a Solution I plugged the two equations into...
  10. perplexabot

    Discrete convolution evalutation.

    Hello all. I have a homework question but since I have no idea how to go about solving it I have started with an exercise problem from the book (with the solution and vague steps provided). Here is my attempt of the exersize question. Homework Statement Compute the convolution y[n] = x[n]...
  11. I

    Convolution theorem and laplace transforms

    Okay, so this is the first time I'm encountering this theorem and I'm not very strong in calculus. But I tried to understand it myself but couldn't. Convolution theorem is the one in the attachment as give in the book ( couldn't find a way to type that out easily). My doubt is if laplace(f)...
  12. D

    MHB Correcting Constants in Convolution of Fourier Transforms

    I am trying to prove the convolution of the Fourier Transform $$ (\widehat{f\star g})(\xi) = 2\pi\hat{f}(\xi)\hat{g}(\xi) $$
  13. F

    Convolution in Frequency Domain

    Homework Statement Find the Fourier transform of the following signal JUST by using the FT table and the FT properties x(t) = sin(t) -pi<=t<=pi 0 otherwise NOTE: I am using CONVOLVED WITH as a substitute for * (the real convolution operator) because I cannot express...
  14. S

    Convolution of periodic signals

    Homework Statement Consider an LTI system with impulse response h(t) = (0.5sin(2t)/(t) Find system output y(t) if x(t) = cos(t) + sin(3t) Homework Equations y(t) = x(t)*h(t) The Attempt at a Solution I am only familiar with doing much simpler convolutions using graphical...
  15. T

    Finding the inverse laplace transform of (2/(s+2)^4) using Convolution theorem.

    Homework Statement Find the inverse laplace transform of (2/(s+2)^4) using the given table of identities: Homework Equations Here are the given identities: The Attempt at a Solution Alright, I realize that there is a simple identity that I can use with a factorial symbol, but this...
  16. L

    Solving differential equations using convolution, the dreaded 0=0.

    Homework Statement tx'' + (4t-2)x' + (13t-4)x = 0 Use laplace transform to solve. The Attempt at a Solution I've split up the X'(s) and X(s) and integrated to get X(s) = \frac{c}{(s^2 + 4s + 13)^2} = \frac{c}{9} \left[ \frac{3}{(s+2)^2 + 9} \right]^2 From this I'm guessing...
  17. mnb96

    Help with 2d convolution formula

    Hello, I consider two functions f:R^2 \rightarrow R and g:R^2 \rightarrow R, and the two dimensional convolution (f \ast g)(\mathbf{x}) = \int_{\mathbb{R}^2}f(\mathbf{t})g(\mathbf{x-t})d^2\mathbf{t} I proved using the Fourier transform and the convolution theorem that the convolution of two...
  18. J

    Convolution of two probability distributions using FFT

    I've been trying to code an algorithm to compute the convolution of two probability distributions. using the FFT. This relies on the "convolution theorem": (p*q)[z] = FFT^{-1}(FFT(p) \cdot FFT(q)) However, when I test it using the distributions p={0.1, 0.2, 0.3, 0.4} q={0.4, 0.3, 0.2, 0.1}...
  19. M

    Convolution upper limit help

    So here is my problem: Find the output y(t) given the input x(t) and the input response h(t). x(t) = e-tu(t) h(t) = u(t-2)-u(t-4) Relevant equations: y(t) = x(t)*h(t) = ∫e-\tau u( \tau )(u(t-\tau-2)-u(t-\tau-4))d\tau What I don't get: How do I write h(t) in the integral? I think I'm just...
  20. H

    Convolution with Impulse Function

    Is this true: h(t)* Heaviside(t-t0) = h(t0) If this is true saves my work a lot. It appears not to be true I tried proving it...
  21. jegues

    Convolution of Unit Step and Impulses

    Homework Statement Homework Equations The Attempt at a Solution See the 2 figures attached below. Am I doing this correctly? Is the result I obtained correct? Is there a easier way I could've solved this problem? Thanks again!
  22. jegues

    Convolution Problem: Solve 2e^{-t}u(t) \ast e^{t}u(-t)

    Homework Statement Convolve, 2e^{-t}u(t) \ast e^{t}u(-t) \quad \text{Where u(t) is the step function} Homework Equations The Attempt at a Solution 2e^{t}\int_{?}^{?}e^{-\tau}u(\tau) e^{-\tau}u(-t+\tau)d \tau I'm not sure what the limits on my integral should be, the u(-t) is confusing me...
  23. N

    What Is Convolution in Mathematics?

    I'm really confused about the idea of convolution and could really use some help understanding it. Wikipedia says: Emphasis added. It seems to me that since the two functions are being multiplied together and then integrated that the integral should give the product of the areas of the...
  24. L

    Lighter matlab descrete convolution software

    A while back I tended a course in transform methods. During the course we were handed a MAtlab program that could be used to simulate convotution called Discrete Convolution Demo. It's kind of big or you might say bloated and I'd like some lightweight version or something. If someone know some...
  25. M

    Prove Equivalence of Two Functions - Convolution Identity

    Hi there, working on a physical problem I found two functions that should be equivalent, and indeed they seem to be after a numerical check. The functions are shown in the attached PDF. I can not figure a way to prove their equivalence analytically (the double integral especially gives me...
  26. M

    The integral of the convolution between functions f

    Hello there, I am really struggling to prove that "The integral of the convolution between functions f and gequals the product of their integrals", http://en.wikipedia.org/wiki/Convolution#Integration Can anybody give me a hint? Many thanks
  27. K

    How do I implement convolution of 3 functions in Matlab via FFT?

    Hi, I need help about the convolution of 3 functions as shown in attached file via FFT. Specially I need help about the Matlab implementation of whole process. Thanks in Advance. Regards Kamru
  28. S

    Derivative of a Convolution: Solving an ODE with an Integral Solution

    Hi, I want to verify that the form of a particular solution satisfies the following ODE: v' + (b/m)v = u/m with vpart= ∫e-(b/m)(t-r) (u(r)/m) dr where the limits are from 0 to t So I tried to differentiate v with respect to t, in order to substitute it back into the equation. But, how do...
  29. M

    Convolution of iid non central Chi square and normal distribution

    Hi, I am doing research and I am stuck at this point I need help to convolute iid non central chi-square with normal distribution.
  30. A

    Prove the convolution of f and g

    This was the bonus question on my test, I couldn't really figure out how to begin.
  31. N

    Quartus: Discrete-Time Convolution Calculations

    hello Does "quartus" have any special function or module for calculating discrete-time convolution?
  32. Chris L T521

    MHB Can you prove the properties of convolution?

    Thanks to those who participated in last week's POTW! Here's this week's problem. ----- Problem: Recall that the convolution of $f$ and $g$ is defined by the integral \[(f\ast g)(t) = \int_0^{t}f(t-\tau)g(\tau)\,d\tau.\] Establish the commutative, distributive, and associative properties of...
  33. G

    Convolution of a Gaussian with itself from the definition

    Homework Statement Find the convolution of g(x) = e^{-πx^{2}} with itself from -∞ to ∞ using the definition of convolution, not the Fourier Transform. The Attempt at a Solution See my attachment. My professor said that you have to use integration by parts, but I keep getting stuck...
  34. N

    MATLAB How to Resolve Vector Size Mismatch Error in MATLAB Convolution Fitting?

    Hi I have the following piece of code: dataX = -4:1:4; dataY = [0 -1 -10 -40 -55 10 40 10 1]; figure(1) plot(dataX, dataY, '*'); x = -2:0.01:2; plot(-4:0.01:4, 1*conv(exp(-x).*heaviside(x),sin(x)), dataX, dataY, '*') mdl = @(a, x)(a(1)*conv(exp(-x).*heaviside(x),sin(x)))...
  35. N

    Mathematica Mathematica: Convolution between Lorentzian and Gaussian

    Hi I have the following code: lorentz[A_, Ox_, Oy_, FWHM_, x_] := A (1/3.14) FWHM/((x - Ox)^2 + FWHM^2) + Oy; gauss[A_, Ox_, Oy_, x_, C_] := A Exp[-(x - Ox)^2 C] + Oy; Convolve[lorentz[1, 0, 0, 1, x], gauss[1, 0, 0, x, 1], x, y] It takes extremely long time for this to finish -- is it...
  36. E

    Strange convolution equation

    I've arrived at the following equation involving the convolution of two functions: f(x) = \int_{-\infty}^{\infty} f(t) g(t-x) dt = f(x) \ast g(x) Where: g(z) = e^{-z^2/2} In other words, a function convoluted with a Gaussian pdf results in the same function. I've tried taking Fourier...
  37. M

    Convolution of a convolution

    Hello there, I can not work out a computation i found, involving the convolution of a convolution. G is a function, as well as ε, and using the notation G*ε = ∫G(t-tau) dε (the integral being performed between 0 and t) I want to compute G*ε*ε I try (G*ε)*ε and end up with...
  38. A

    Is there a way to solve this convolution inequality?

    Dear friends, I am interesting to find some functions g satisfying the following convolution inequality (g\astv)(t)\leqv(t) for any positive function v\inL^{1}[0,T] and * denotes the convolution between g and v.
  39. E

    Solving Delta Function Convolution with Sin Wave

    hi I really need your help ... for linear time invariant system f(t) =f1(t) (convolution) f2(t) f(t) = ∫f1(t).f2 ( t-T) or f(t) = ∫f1(t-T).f2(t) where f1(t) = delta function = δ(t).δ(t-2) and f2(t) = sine wave = sin ( ∏t ) how i can solve this ... my problem is : how can i...
  40. A

    Fourier effect of time shift + convolution

    Ok, I know the Fourier effect of a time shift is a multiplication with an exponential: x(t-t0) → exp(-j2∏f*t0)X(f) Now say Y(f) is the Fourier transform of y(t). What I am wondering what is the difference in the Fourier space when convolving Y(f) with either X(f) or exp(-j2∏f*t0)X(f)...
  41. M

    What are the Convolution Intervals for Step Function and Exponential Decay?

    I am trying to see if I understand the convolution process correctly. This is from the solved example of my prof's notes: x[n] = u[n] and h[n] = a-nu[-n] for 0<a<1 As expected the first step was y[n] = x[n]* h[n] = Ʃ h[k]x[n-k] -∞<k<∞ = Ʃ a-ku[-k]u[n-k] -∞<k<∞ From my...
  42. M

    Convolution area property derivation

    Homework Statement Let y(t) be the convolution of x(t) with h(t), show that the area under y(t) is the product of the areas under x(t) and h(t) Homework Equations Convolution definition The Attempt at a Solution I found a derivation but it skips a step, uploaded it here: htt...
  43. T

    How do you understand the last 3 steps for convolution in the z-transform?

    Greetings, We just had 1.5 classes about this topic (due to some unavoidable circumstances in our country...) so our teacher just scribbled and roughly explained them on the board...So after i got home i couldn't get some steps he did for convolution in z-transform: find inverse z-transform...
  44. G

    Convolution Question Homework: Period & Expression Calculation

    Homework Statement This is a question from a sample exam, rather than a homework problem. \text{Let }f \text{ be the periodic function with period } 1 \text{ defined for }-1/2\leq t<1/2 \text{ by }f(t)=t^2\\ \text{ and let }g \text{ be the periodic function with period } 1 \text{ defined...
  45. M

    Convolution Homework Involving Impulse Functions

    Homework Statement How do you do a convolution of two functions containing only impulses? Homework Equations Say you have 2 functions to convolve, f1 and f2. I can't do the impulse symbol, so let's call it q. Say f1 = 2q(t+1) + 2q(t-4) and f2 = q(t-3) What is f1 convolved with f2? Or how...
  46. T

    Laplace Convolution proof - can someone please explain the diagram

    Homework Statement http://gyazo.com/22f5c655071e49adf3f4652e8042873b I derived the proof myself, but by arbitrary changing the t limit to infinity. I'm hoping that by understanding the diagram in the link above I will have a better idea of why I changed the limit. I currently look at it...
  47. D

    Intensity Distribution of 4 Slit diffraction grating using convolution

    Hi all, I am trying figure out this diffraction problem. I have to find the intensity distribution of a four slit fraunhofer diffraction grating using the convolution theorem. I can do the math and all...but I do not know how to start it! The only information I am given is the slits have...
  48. D

    Associative Property of Convolution?

    Hi, I have a quick question about certain algebraic properties of convolution. If I have 3 functions x(f), y(f) and z(f), is the following true? [x(f) . g(f)] * z(f) = [x(f) * z(f)].g(f) I looked on Wikipedia but there's only a property like this if one of the terms is a scalar, so most...
  49. Z

    Without Prefix: How to Evaluate the Convolution of f with Itself?

    Determine the confolution of f with itself where f is: f(t) = 1 for ltl<1 and 0 everywhere else Then deduce that: ∫-∞∞ sin2ω/ω2 dω = ∏ Fouriertransform of f gives: f(ω) = 2/√(2∏) sin(ω)/ω and using the convolution theorem gives: f*f = 4/√(2∏) sin2(ω)/ω2 But I'm clueless...
  50. C

    Mathematica Convolution property for InverseZtransform in Mathematica

    Hey! So when I enter this in Mathematica In[246] = ZTransform[Sum[f[k] g[k - n], {k, 0, n}], n, z] InverseZTransform[%, z, n] I get: Out[246] = ZTransform[f[n], n, z] ZTransform[g[-n], n, z] Out[247] = InverseZTransform[ZTransform[f[n], n, z] ZTransform[g[-n], n, z], z, n]...
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