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Understanding Convolution of Functions

The convolution of two functions f(t) and x(t) is defined as the integral from negative infinity to positive infinity of f(η) multiplied by x(t - η) dη. To understand the meaning, h(t) slides along the x-axis and the value at each point t is the area of the overlap between f(η) and h(t - η). Examples show convolution as the overlapping area between two identical windows and a more complicated case involving multiple overlaps.

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22 views3 pages

Understanding Convolution of Functions

The convolution of two functions f(t) and x(t) is defined as the integral from negative infinity to positive infinity of f(η) multiplied by x(t - η) dη. To understand the meaning, h(t) slides along the x-axis and the value at each point t is the area of the overlap between f(η) and h(t - η). Examples show convolution as the overlapping area between two identical windows and a more complicated case involving multiple overlaps.

Uploaded by

madhura480
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd

Convolution

by Mauro Caresta

The meaning of the Convolution


This note aims to explain the meaning of the Convolution between two functions. The convolution of two functions x(t ) and h(t ) is defined as:

f (t ) =

x( ) h(t )d

To understand the meaning of the convolution we can break it down into the following steps:

1) x and h are given as function of a dummy variable 2) Transpose of the functions: h( ) h( ) 3) Add an offset t which allows h(t ) to slide along the axis in the right direction. 4) The value at a fixed t x is given by the area of the curve resulted by the product of

the two functions x( ) h(t x ) , i.e. f (t x ) =

x( ) h(t

)d

Convolution Example 1

by Mauro Caresta

Shown in the following simple example is the convolution of two identical windows, note that in this case h( ) = h( ) . Here the amplitude is A=1, then the value of the convolution is exactly the intersection area between the two curves.

x (t )

h (t )

f (t ) = x(t ) h(t )

A2 B

t
-B/2 B/2

t
-B B

t1 t2

t1

t2

t3 t3 t4 t4

Convolution

by Mauro Caresta

Example 2 In this example a slightly more complicated case is shown

x(t)

h(t)

h(a+b-) h(t1-) x() h(c-) x()

h(b-)

h(t2-)

h(-)

The value of the convolution will be proportional at every point, to the intersection area of the two curves.

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