Convolution of two functions

The convolution gives the integral of the product of one function with a reflected and shifted copy of another, evaluated for every shift x. It is used in signal processing, probability (sum of random variables), and solving linear systems.

(f \ast g)(x) = \int_{-\infty}^{\infty} f(y)\, g(x - y)\, \mathrm{d}y

What the symbols mean

two integrable functions of a real variable
the convolution of f and g evaluated at shift x
the shift variable
the integration variable

About this formula

  • FieldMathematics
  • TopicFunctional analysis
  • LevelUniversity
  • Also calledconvolution integral, convolution operation, convolution definition, continuous convolution, f star g, convolution of functions
  • SourceWikidata Q210857

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