Convolution Definition and 364 Threads

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. FeDeX_LaTeX

    Generalisation of Parseval's Theorem via Convolution Theorem

    Homework Statement [/B] Suppose we have a 2\pi-periodic, integrable function f: \mathbb{R} \rightarrow \mathbb{C} whose Fourier coefficients are known. Parseval's theorem tells us that: \sum_{n = -\infty}^{\infty}|\widehat{f(n)}|^2 = \frac{1}{2\pi}\int_{-\pi}^{\pi}|f(x)|^{2}dx, where...
  2. D

    A Cauchy convolution with other distribution

    I have a set of data which are probably convolutions of a Cauchy distribution with some other distribution. I am looking for some model for this other distribution so that a tractable analytic formula results. I know that the convolution Cauchy with Cauchy is again Cauchy, but I want the other...
  3. R

    A Convolution Questions: Expectation Value & PDF Method

    Hi Two questions: 1) I saw this definition of expectation value: E[g(X)] = integral wrt x from -inf to inf of g(x)*f(x)*dx for some function g(x) of a random variable X and its density function f(x). Can this be used to derive why convolution gives the density of a random variable sum? 2) In...
  4. R

    Convolution of two Sinc functions

    Homework Statement Calculate the convolution of ##sinc(at)## and ##sinc(bt),## where ##a## and ##b## are positive real numbers and ##a>b.## Homework Equations Convolution integral The Attempt at a Solution The fact that ##a>b## tells us that the graph of ##sinc(at)## is ##a-b## times more...
  5. Summer95

    How Does the Dirac Delta Function Solve the Differential Equation?

    Homework Statement Differential equation: ##Ay''+By'+Cy=f(t)## with ##y_{0}=y'_{0}=0## Write the solution as a convolution (##a \neq b##). Let ##f(t)= n## for ##t_{0} < t < t_{0}+\frac{1}{n}##. Find y and then let ##n \rightarrow \infty##. Then solve the differential equation with...
  6. Zafa Pi

    I Differentiability of convolution

    If f and g are continuous functions on the right half-line, [0,∞], then f✶g, the convolution of f and g, is defined by f✶g(x) = ∫[0,x] f(t)g(x-t)dt. I would like to know if f✶g is a differentiable function of x. If, for example, g(t) = 1 for t ≥ 0 then f✶g(x) = ∫[0,x]f(t)dt has a derivative...
  7. RJLiberator

    Convolution Question Homework: Get Bounds for f*f(x)

    Homework Statement Homework Equations f*f = integral from -inf to inf of f(t)f(x-t) dt = integral from -inf to inf of f(x-t)f(t)dt The Attempt at a Solution My question concerns some issues with part a. I break the problem up into two cases. Case 1: When rectangle is sliding into the...
  8. henry wang

    I What are the interpretations of Convolution integral?

    Physically or mathematically, what does the Convolution integral compute?
  9. M

    I Is Convolution a Viable Method for Enhancing Printing on a Rotating Platen?

    I'm working on a software application that is difficult to describe. I have a fixed printer that prints a binary image (black or white). The ultimate goal is to print columns of 1" diameter circular dots, slightly interlaced for efficiency. The caveat is that the printing substrate is not...
  10. R

    Convolution Calculation (piecewise function)

    Homework Statement Compute the convolution ##(f*h)(t)## where $$f(t) = \left\{\begin{matrix}1, \ \ for \ \ |t|<1 \\ 0, \ \ \ \ otherwise \end{matrix}\right.$$ and $$h(t) = \left\{\begin{matrix}2|t|-1, \ \ for \ \ |t|<1/2 \\ 0, \ \ \ \ otherwise \end{matrix}\right.$$ Homework Equations...
  11. R

    Convolution and Transfer Function

    Homework Statement The impulse response ##h(t)## of a linear time invariant system is real valued. Where * denotes the complex conjugate, the transfer function satisfies: $$H(- \nu) = H^* (- \nu)$$ Use this result to show that for such a system, given the input ##f(t)= \sin(2 \pi \nu t)##...
  12. SSGD

    Convolution of Time Distributions

    I need some help to make sure my reasoning is correct. Bear with me please. I have a time distribution for a process and I want to construct a distribution for the time it takes to perform two processes. So I would define ##\tau = t + t## This would create a new distribution with is a...
  13. R

    Convolution Integral Properties

    Homework Statement Either by using the properties of convolution or directly from the definition, show that: If $$F(t)=\int^t_{-\infty} f (\tau) d \tau$$ then $$(F * g) (t) = \int^t_{-\infty} (f * g) (\tau) d \tau$$ Homework Equations The convolution of ##f## with ##g## is given by...
  14. X

    How Do You Solve a Discrete Convolution Sum with Step Functions?

    Homework Statement Find ##x[n] \ast h[n]## when ##x[n] = 3 u[2-n]## and ##h[n] = 4\left( \frac{1}{2} \right)^{n+2}u[n+4]## where ##u[n-k]## is the unit step function. Homework Equations None really The Attempt at a Solution So I know this is probably simple but I am confused. So the...
  15. MidgetDwarf

    Differential Equation (Laplace transform involving a convolution)

    So I have to solve an initial value problem involving the Laplace Transformation method. I have all the terms in Y(t) besides one term, I cannot figure how to change it from frequency domain back into time domain.Not sure how to type in Latex, so i uploaded a picture, using the whiteboard...
  16. alena_S

    Convolution of characteristic function

    Homework Statement I am trying to figure out following problem. Let A ⊂ R. Then we can define the characteristic function: \begin{align} \chi_A : R → \{0, 1\}, x = \begin{cases} 1 & \text{if } x \in A \\ 0 & \text{else } \end{cases} \end{align} Let a be bigger than 0. I am...
  17. M

    Inverse Laplace : with Convolution

    Homework Statement Use the convolution property to obtain the inverse Laplace transform of F(s)= e-3s * ((3s+15)/s2+25) Homework EquationsThe Attempt at a Solution = (3*(s/s2+52) + 15*(1/s2+52)) *e-3s Using table of Laplace: 3*(s/s2+52) = 3*cos(5*t) = T7 15*(1/s2+52) = 15/5*sin(5*t) =T18 e-3s...
  18. D

    Convolution Integral (s.d.o.f. system)

    < Mentor Note -- Poster has been reminded that they need to show their work on schoolwork questions > Does anybody know how to solve this exercise? Derive the response of an undamped single-degree-offreedom system to force f(t)=F_0*cos(w_n*t)*u(t) with null initial conditions, w_n=(k/m)^1/2...
  19. T

    Relationship between Cross-Correlation and Convolution

    Hi there, I've recently been looking into applications of cross-correlation in the context of signal processing. I've noticed that the mathematical operations that yield the cross correlation between two signals is very similar to the operations in calculating the convolution of a signal and...
  20. davidbenari

    Analyzing RC response with convolution theorem and fft.

    Some textbooks like (Numerical recipes the art of scientific computing) derive the DFT as a Riemann sum of the CTFT. With this in mind it would be natural then to approximate the identity ##y(t)=x*h=\mathcal{F}^{-1}\big\{XH\big\}## with the mathlab code y=ifft(fft(x).*fft(h)) which roughly...
  21. J

    Is there a mistake in my calculation or in my reasoning?

    Homework Statement y'' + 3y' + 2y = r(t), r(t) = u(t - 1) - u(t - 2), y(0) = y'(0) = 0. I need to solve this by convolution, which I know is commutative. The problem is that my calculation gives (f * g) =/= (g * f). Could someone please tell me where my mistake is? Homework Equations...
  22. I

    Convolution (Possibly using Fourier transform)

    Homework Statement Find a function ##u## such that ##\int_{-\infty}^\infty u(x-y)e^{-|y|}dy=e^{-x^4}##. Homework Equations Not really sure how to approach this but here's a few of the formulas I tried to use. Fourier transform of convolution ##\mathscr{F} (f*g)(x) \to \hat f(\xi ) \hat g(\xi...
  23. STEMucator

    Solve Convolution Systems: Integrate Impulse Response & Input

    Hi everyone, I'm having some trouble understanding how convolutions are applied to systems. Suppose I'm given the impulse response of a system as ##g(t) = u(t)## and I'm also given the system input ##x(t) = u(t) - u(t-2)##. The system output should then be given by: $$y(t) = g(t) * x(t) =...
  24. E

    Fourier Transform and Convolution

    Considering two functions of ##t##, ##f\left(t\right) = e^{3t}## and ##g\left(t\right) = e^{7t}##, which are to be convolved analytically will result to ##f\left(t\right) \ast g\left(t\right) = \frac{1}{4}\left(e^{7t} - e^{3t}\right)##. According to a Convolution Theorem, the convolution of two...
  25. L

    MATLAB Convolution: Finding the Convolution of Two Functions with Step Inputs

    Homework Statement Use MATLAB to find the convolution between a) ##f(t) = u(t) -u(t -3)## and ##g(t) = u(t) -u(t -1)## Homework Equations The Attempt at a Solution t = -10: 0.1: 10; f = heavisde(t) -heaviside(t -3); g = heaviside(t) -heaviside(t -1); t = -20: 0.1: 20; c = conv(f, g); plot(t...
  26. Italo Campoli

    Inverse Laplace Transform of a fractional F(s)

    Homework Statement [/B] Having a little trouble solving this fractional inverse Laplace were the den. is a irreducible repeated factor 2. The attempt at a solution tryed at first with partial fractions but that didnt got me anywhere, i know i could use tables at the 2nd fraction i got as...
  27. wirefree

    Can Sketching Reveal the Solution to This Integral?

    I greatly appreciate this chance to submit a query. I have the following integral: $$\int_{1}^t 2sin(t-\tau)e^{-2(t-1)} d\tau$$ and it has been suggested to me that if I sketch the two constituent functions and multiply them, I can read the answer off the paper. So here are my sketches: go...
  28. S

    Convolution and space-time Fourier transform

    Hi, I have a general function u(x,y,z,t). Then, (1) what would be the space-time Fourier transform of G⊗(∂nu/∂tn) and (2) would the relation G⊗(∂nu/∂tn) = ∂n(G⊗u)/∂tn hold true? Here, note that the symbol ⊗ represents convolution and G is a function of (x,y,z) only (i.e. it does not depend on...
  29. E

    Step Validity with the Fourier Transform of Convolution

    A convolution can be expressed in terms of Fourier Transform as thus, ##\mathcal{F}\left\{f \ast g\right\} = \mathcal{F}\left\{f\right\} \cdot \mathcal{F}\left\{g\right\}##. Considering this equation: ##g\left(x, y\right) = h\left(x, y\right) \ast f\left(x, y\right)## Are these steps valid...
  30. R

    What Fourier transform be called? Correlation or convolution?

    We know that in the Fourier transform formula ,there are mainly two terms function f(t) and complex exponential term ( function). But I am confused that what should i call Fourier transform formula as a correlation or convolution formula? So can anybody help regarding it?
  31. M

    Convolution theorem for Laplace Transform proof

    Hi all. Sorry about creating this new threat despite existing some others on the same topic. I have a problem in understanding a very specific step in the mentioned proof. Let me take the proof given in this link as our guide. My problem is just at the ending. When it says: "The region...
  32. T

    Use convolution integral to find step response of a system

    Homework Statement An electrical network has the unit-impulse response :h(t)=3t⋅e-4t .If a unit voltage step is applied to the network, use the convolution integral to work out the value of the output after 0.25 seconds. Homework Equations Convolution integral: y(t)=f(t)*h(t) Unit step...
  33. B

    Can the Set R(G) be Proven as a Ring in Convolution on Groups?

    Let ##G## be a group and let ##R## be the set of reals. Consider the set ## R(G) = \{ f : G \rightarrow R \, | f(a) \neq 0 ## for finitely many ## a \in G \} ##. For ## f, g \in R(G) ##, define ## (f+g)(a) = f(a) + g(a) ## and ## (f * g)(a) = \sum_{b \in G} f(b)g(b^{-1}a) ##. Prove that ##...
  34. Th3HoopMan

    Correlation between Iterative Methods and Convolution Codes

    Hey guys so I have this Calc 3 project and the end is throwing me for a loop. I've done the encoding part, and I've coded the standard iterative methods, but I don't see how the two correlate so I can use the iterative methods to decode a "y stream" with the inputs specified...
  35. ElijahRockers

    Convolution of gaussian functions

    Homework Statement Recall that we have defined the Gaussian ##f_s## by ##f_s (t) = \sqrt{s}e^{-st^2}## and shown that ##\hat{f_s}(\lambda) = \frac{1}{\sqrt{2}}e^{\frac{-\lambda^2}{4s}}##. Show that ##f_3 \ast f_6 (t) = \sqrt{\pi}f_{1/2}(t) = \sqrt{\pi/2}e^{-t^{2}/2}## The Attempt at a...
  36. K

    Convolute Atomic Data - Wavelength & Intensity FWHM 20mm

    Hi, Can anyone please help me in convoluting atomic data. Along x-axis I have wavelenght and on Y axis I have scattered intensity. I want to convolute with FWHM of 20mm. Thanks Kartik
  37. K

    Atomic Data Convolution: Wavelength vs Intensity

    Hi, does anyone help me please to convolute atomic data. On x-axis I have wavelength and on Y axis scattered intensity data. Thanks Kartik
  38. I

    Why Are the Convolution Bounds (-∞ to 3, 3 to 5, and 5 to ∞)?

    Homework Statement Mainly concerned with part (a). Here's the answer: I understand where the answers inside the bracket came from, but I don't understand how they got their bounds (-infinity to 3, 3 to 5, and 5 to infinity) Homework Equations x is the impulse function here so y(t) =...
  39. B

    How to Solve a Convolution Exercise with Step-by-Step Instructions

    Homework Statement I have found the following exercise just solved, but I haven't understood some steps... f(t)=\begin {cases}1, t\in [-1,1] \\ 0, t\not \in [-1,1]\end{cases} We have to do the convolution f*f=\int^{+\infty}_{-\infty}f(\tau)f(\tau)f(t- \tau) d\tau=\int^{+1}_{-1}f(t- \tau)...
  40. Legend101

    Analytic solution of a Convolution Integral

    Homework Statement The question is in the attached image . My problem starts when dealing with the limits of integration . I need an analytic procedure of solving such problems without involving graphical method . The equations of the graphs of h(t) and x(t) are easily derived . Homework...
  41. P

    Optics Convolution Homework: Finite Sinusoidal Aperture Function

    Homework Statement According to my notes, if we have a sinusoidal aperture/transmission function of the form a(x)=1+sin(wx) and a 'top-hat' aperture function given by b(x)=1, -0.5d≤x≤0.5d, b(x)=0 otherwise, then their convolution should give a finite sinusoidal aperture function, i.e sinusoidal...
  42. A

    MHB What is the correct range of tau for case (4) in the Convolution 2 picture?

    Hi! Can someone show me how to get the range of tau for case (4) in the picture? Because when I draw it, the overlapped range I get is from t-T/2 to T, but in the solution, it says t-T to T/2.
  43. O

    Convolution and Probability Distributions

    Homework Statement Have 2 iid random variables following the distribution f(x) = \frac{\lambda}{2}e^{-\lambda |x|}, x \in\mathbb{R} I'm asked to solve for E[X_1 + X_2 | X_1 < X_2] Homework EquationsThe Attempt at a Solution So what I'm trying to do is create a new random variable Z = X_1 +...
  44. N

    Why is convolution used to represent LTI output?

    Hi. If you have a LTI system with an impulse response function ##h(t)## taking in an input ##x(t)##, why does its output ##y(t)## become ? I realize ##y(t)## not only depends on the instantaneous input ##x(t)##, but also on the lingering effects of previous inputs ##x(\tau)## with ##\tau <...
  45. J

    Can someone explain convolution to me?

    I'm trying to teach myself a bit of the content of signals and systems before the term starts using BP Lathi's "Linear Systems and Signals". I'm on convolutions now, and while I understand how to do them, I don't think I fully understand what exactly they are. So, for a given unit impulse...
  46. A

    Proof of the convolution theorem

    Homework Statement With the Fourier transform of f(x) defined as F(k)=1/√(2π)∫-∞∞dxf(x)e-ikx and a convolution of g(x) and h(x) defined by f(x)=[g*h](x)=∫-∞∞h(x-y)g(y)dy show that the Fourier transform of f(x) equals √(2π)H(k)G(k). Homework Equations In problem The Attempt at a Solution So I...
  47. F

    Probability convolution problem

    So this is a probability question, and I am asked to find P(0.6 < Y <= 2.2) where Y = X1 + X2 X1~U(0,1) and X2~exp(2). X1 and X2 are both independent random variables. Our professor worked it out, but I do not understand his explanation. So he starts by using the convolution:$$f_y (t) =...
  48. K

    [Fourier transform] Convolution product with sin and cos

    I'm asked to transform y(t) = x(t)*x(t) (where * is the convolution product) and x(t)= sinc(t)cos(2π10t) ( sinc(t)= sin(πt)/(πt) ).The attempt at a solution Clearly everything is simple if you know X(f), because y(t)=InverseFourier{ X(f)2 }. The problem is that I can't find X(f). By the way...
  49. R

    Applying Partial Fractions to Solve Laplace Transform Convolution

    Homework Statement x(t) = cos(3πt) h(t) = e-2tu(t) Find y(t) = x(t) * h(t) (ie convolution) Homework Equations Y(s) = X(s)H(s) and then take inverse laplace tranform of Y(s) The Attempt at a Solution L(x(t)) = \frac{s}{s^2+9π^2} L(h(t)) = \frac{1}{s+2} I then try to find the partial...
  50. S

    MHB Lim of Convolution: Fourier Analysis Solution

    Let f(x)=1+cos 2\pix and let fk=f*...*f (k-times convolution) what is the value of lim fk(1/2) when k tends to infinity Should use something about the Fourier Analysis, Could someone help me how to solve this problem?
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