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Convolution has applications that include probability, statistics, acoustics, spectroscopy, signal processing and image processing, geophysics, engineering, physics, computer vision and differential equations. [1] The convolution can be defined for functions on Euclidean space and other groups (as algebraic structures).
The probability distribution of the sum of two or more independent random variables is the convolution of their individual distributions. The term is motivated by the fact that the probability mass function or probability density function of a sum of independent random variables is the convolution of their corresponding probability mass functions or probability density functions respectively.
For example, when = and =, Eq.3 equals , whereas direct evaluation of Eq.1 would require up to complex multiplications per output sample, the worst case being when both and are complex-valued. Also note that for any given M , {\displaystyle M,} Eq.3 has a minimum with respect to N . {\displaystyle N.} Figure 2 is a graph of the values of N ...
In mathematics, the convolution theorem states that under suitable conditions the Fourier transform of a convolution of two functions (or signals) is the product of their Fourier transforms. More generally, convolution in one domain (e.g., time domain) equals point-wise multiplication in the other domain (e.g., frequency domain).
In signal processing, multidimensional discrete convolution refers to the mathematical operation between two functions f and g on an n-dimensional lattice that produces a third function, also of n-dimensions. Multidimensional discrete convolution is the discrete analog of the multidimensional convolution of functions on Euclidean space.
Dirichlet convolution is a special case of the convolution multiplication for the incidence algebra of a poset, in this case the poset of positive integers ordered by divisibility. The Dirichlet hyperbola method computes the summation of a convolution in terms of its functions and their summation functions.
Circular convolution, also known as cyclic convolution, is a special case of periodic convolution, which is the convolution of two periodic functions that have the same period. Periodic convolution arises, for example, in the context of the discrete-time Fourier transform (DTFT). In particular, the DTFT of the product of two discrete sequences ...
More generally, given a monoid S, one can form the semigroup algebra [] of S, with the multiplication given by convolution. If one takes, for example, S = N d {\displaystyle S=\mathbb {N} ^{d}} , then the multiplication on C [ S ] {\displaystyle \mathbb {C} [S]} is a generalization of the Cauchy product to higher dimension.
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