Questions on the (continuous or discrete) convolution of two functions. It can also be used for questions about convolution of distributions (in the Schartz's sense) or measures.

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17 views

Fourier Transform Identity?

$f(x) \in \mathbb{R}$ and $g(x) \in \mathbb{R}$ $$\int\int \mathop{dx \, dy} f(x)f(y)g(x-y) = \int dk \, \left| \tilde{f}(k)\right|^2\tilde{V(k)} $$ All integrals are over all space. Is this true? ...
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1answer
26 views

Find convolution of u[n]-u[n-2] and u[n]-u[n-2]

Question: Find convolution of $u[n]-u[n-2]$ and $u[n]-u[n-2]$ I have found that $u[n]\cdot u[n]=n$, $u[n]\cdot u[n-2]=n-2$, $u[n-2]\cdot u[n-2]=n-4$ Use linear property, my answer is: ...
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0answers
8 views

Approximation of $C^1$ by $C^1_b$

Can we approximate a function which is $C^1$ with functions that are $C^1$ with bounded first derivative? Thank you in advance.
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3answers
133 views

How to find the impulse response with input and output given?

The Question: A CT signal x(t), which is non-zero only over the time interval, t = [-2,3] is applied to an LTIC system with impulse response h(t). The output y(t) is observed to be non-zero only over ...
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0answers
182 views

Convolution of two Gaussians or two sinc functions using direct integration

I tried to solve the following to problems from Gaskil's book Linear Systems, Fourier Transforms, and Optics. But I'm struggling to get the right results. My experience with calculating convolutions ...
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0answers
53 views

Finding convolution identites

Suppose I have the following definition: $$\frac{x^2/2!}{e^x-1-x}=\sum_{k=0}^{\infty}A_k\frac{x^k}{k!}$$ I want to find a convolution identity for these coefficients $A_k$, but I've never studied ...
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1answer
22 views

Is it possible to find a solution to this integral equation?

I have an integral equation of the following form: $y(t)=\lambda x(t) + x(t)\int_{-\infty}^{\infty}K(t,s)x(s)ds$ I haven't been able to find any discussion online of integral equations with the ...
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1answer
37 views

Mollification of $L^{\infty}$ functions

We know when $1\leq p<\infty$ , the mollification function $f^{\epsilon}=\phi_{\epsilon}*f$ for $L^{p}(R^n)$ functions converge to $f$ in $L^{p}$ norm, when $p=\infty$ it might be wrong. But who ...
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1answer
74 views

Convolution theorem - proof

I'm trying to understand a proof of convolution theorem given here: http://www-structmed.cimr.cam.ac.uk/Course/Convolution/convolution.html In section named "Proof of second statement of convolution ...
2
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0answers
47 views

Inverse Fast Fourier Transform to find the voltage across a capacitor of a RC circut

Fourier transform of a RC circuit The following example of a RC circuit describes the use of the fourier transform in order to receive the output voltage across the capacitor. My questions ...
2
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1answer
33 views

Finding $\int_{-\infty}^\infty |f\ast f'|^2(x)\,dx$ using Plancherel’s theorem

Suppose $G(\mathbb R)\ni f(x),\mathcal{F}[f](\omega)=\frac{1}{1+|w|^3}$ find the value of $$\int_{-\infty}^\infty |f\ast f'|^2(x)\,dx$$ I thought using Plancherel’s theorem \begin{align} ...
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1answer
43 views

Convolution/Deconvolution $\stackrel{?}{=}$ Coding/Decoding

In a strict mathematical sens, can a convolution/deconvolution be equivalent to a coding/decoding process ? I just got the remark from a reviewer that it's strictly different, it's a little surprising ...
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1answer
54 views

Differential equation with fourier transform and convolution

We have differential equation $3s(t)-2s''(t)=r(t)\,$ and $s(t)$ is convolution $s=g*r\,$ where $g(t)=ae^{-b\left | t \right |}\,$ $\\a,b\in\mathbb R+$ Solve constans a and b. I tried to solve ...
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0answers
42 views

Sort of Convolution

I was wondering if the following convolution I am considering already has a name or well-studied. Thanks for your help. If the condition of the positive radius of convergence is not enough, then I ...
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0answers
37 views

Evaluating convoluted integrals of complex exponentional and rational

I want to evaluate the following integral: \begin{equation} f_{abcd}(t) = \int_{-\infty}^{\infty}d\lambda\int_0^{t-\lambda} d\tau \frac{e^{i a \tau}}{ (b+i \tau)^{5/2} } \int_0^{t-\lambda} d\tau ...
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0answers
29 views

L^2 space convolution inequality

How do you use Young's Inequality, and all these convolution formulae to prove the following inequality $$||f*g||^2_{L^2(\mathbb{T})}\leq ||f*f||_{L^2(\mathbb{T})}||g*g||_{L^2(\mathbb{T})}$$ where ...
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1answer
27 views

Convolution Case

The * denotes convolution and u[n] as the heaviside function. $x[n]= u[n]α^n$ Determine a sequence $h[n]$ such that-: $x[n]∗h[n]=α^n(u[n+2]−u[n−2])$ I am trying this problem for quite awhile now. ...
0
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1answer
33 views

Uncertain with piecewise result for convolution integral

I have two equations $$x(t) = u(t) - 2u(t-2) + u(t-5)$$ $$h(t) = e^{2t}u(1-t)$$ where $u(t)$ is the unit step function. I'm attempting to find the convolution of the two: $$y(t) = h(t)*x(t)$$ I ...
2
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2answers
67 views

Integration of dirac function explanation

I have a problem that need your help. I have a gray image. We denotes $I(x)$ is gray level of a pixel in the image and $f(z)$ is a function of $z$(ie: histogram function...)-where $z$ is the set of ...
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1answer
66 views

Convolution: $ f (-)*g = g(-)* f$ does this mean both $f$ and $g$ have to be even functions?

Assuming $f$ and $g$ are different functions, does $ f (-)*g = g(-)* f$ mean both $f$ and $g$ have to be even functions? In fact, this is equivalent to $f\star g = g \star f$ (i.e., cross-correlation ...
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2answers
31 views

convolution problem given $h(x)=1/2$ for $0<x<2$ and $0$ otherwise

I have a convolution problem in the form $$g(x)= \int_{-\infty}^\infty h(y)h(x-y)\,dy$$ where they give me the function $h(x)=1/2$ for $0<x<2$ and $0$ otherwise. I have never done a ...
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2answers
37 views

Computing a messy convolution

Consider the functions $$ x(t) = u(t - \frac{1}{2}) - u(t - \frac{3}{2}) $$ and $$ h(t) = tu(t) $$ where $u(t) = 1$ if $t \geq 0$ and $u(t) = 0$ if $t < 0$. I'm trying to compute $$ (x*h)(t) ...
2
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1answer
42 views

Calc $\frac{1}{\sqrt{2\pi}}\int_{-\infty}^\infty -\frac{t}{1+t^2}(\delta (\omega-t-\pi)-\delta(\omega-t+\pi))dt$

The answer to this integral:$$\frac{1}{\sqrt{2\pi}}\int_{-\infty}^\infty -\frac{t}{1+t^2}(\delta (\omega-t-\pi)-\delta(\omega-t+\pi))dt$$ is ...
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3answers
41 views

Divisor function convolution

I need some help to prove that $$ (d*d)(p^k) = \frac{(k+3)(k+2)(k+1)}{6} \qquad \forall p \in \mathcal{P},\quad \forall k \in \mathbb{N}, $$ where $d$ is the divisor function and $\mathcal{P}$ the set ...
0
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1answer
59 views

problem with convolution

I'm struggling with this kind of problem: I have an assumption that $f$ and $g$ are in $L^2(R)$, and I should prove that $f\star g \rightarrow 0$ when $|x| \rightarrow \infty$. I think (but I'm not ...
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0answers
58 views

Function smoothing using convolution

I have a function $\hat f$ which is an estimator of an unknown function $f$. The estimator $\hat f$ looks pretty irregular (see the red line). I would like to smooth it with some kernel function ...
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0answers
98 views

Distribution of the sum of many lognormal random numbers from same distribution

In my application I have to sum up a lot (between 1000 and 2000) lognormally distributed random numbers and use their sum. All random numbers that I sum up follow the same distribution. The current ...
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0answers
44 views

understanding discrete-time convolution

I'm trying to understand the discrete-time convolution for LTIs and its graphical representation. standard explanations (like: this one) start with the idea of decomposing an input signal $x[t]$ into ...
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1answer
70 views

When convolution of two functions has compact support?

It is well-known that, if $f$ and $g$ are compactly supported continuous functions, then their convolution exists, and is also compactly supported and continuous (Hörmander 1983, Chapter 1). Next, ...
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2answers
139 views

Fourier transform as diagonalization of convolution

I've read this in a lot of places but never quite got how this is true or meant. Let's say we have a convolution Operator $$ A_f(g) = \int f(\tau)g(t-\tau)d\tau $$ and apply it to $g(t)=e^{ikt}$. ...
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0answers
217 views

Convolution with itself equals itself times a function

Consider the case that $f \in L^1(\mathbb{R})$ and $g \in L^1_{loc}(\mathbb{R})$. Then look at the equation $$ f*f=g\cdot f. $$ I know that if $g$ is constant, then $f=0$. But what about other $g$'s? ...
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0answers
30 views

using convolution for power series solution method for DE's

Say I have a homogeneous linear differential equation of the form $y''+py'+qy=0$ and I want to solve it using the power series solution method. So I use the substitution ...
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0answers
56 views

Autocorrelation of Raised Cosine Function

Let us define the raised cosine function as follows: $f \left( x \right) = \dfrac{\left( 1 + \cos \left( x \right) \right)}{2}$, for $- \pi < x < \pi$. $f \left( x \right) = 0$, elsewhere. I ...
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35 views

Avoiding FFTs by reusing prior FFT results

Background From a mathematical point of view, the formulas similar to the following were produced: $F_1(f) = \mathcal{F}(T(t))$ $F_2(f) = \mathcal{F}(T(t)\times sin\Theta t)$ $F_3(f) = ...
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1answer
46 views

Convolution of Strictly Convex Function

Let $f:\mathbb{R}\rightarrow \mathbb{R}$ be a $C^2$, strictly convex function, and $\theta_\epsilon$ the standard approximation to identity ...
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0answers
63 views

Absolute continuity and convolution

Suppose that $\mu$ is a finite Borel measure on the real line, $f, g\in L^1(\mu)$. Define $\nu=\mu\ast\mu$. Do I understand correctly that the convolution $f\mu\ast g\mu$ is absolutely continuous wrt ...
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1answer
37 views

What is the generalization for a convolution in $\mathbb C$?

Since the integration range of "the" convolution is $\mathbb R$, what is a sensible generalization in complex numbers? Would one still integrate over $\mathbb R$, or some other path, or over the ...
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0answers
34 views

Proof commutativity of (differential) convolution operater

I tried to proof a claim and I'm not sure if I did it right. It would be great if someone could have a look at it! First I give a definiton: Let $h : [0, \infty ) \rightarrow \mathbb{R}$. We define ...
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1answer
21 views

Show separability of discrete convolution.

Given two functions $I, H$ we define the discrete convolution as $$ I' (u,v) = I(u,v) \ast H(u,v) = \sum_{i = -\infty}^\infty \sum_{j = -\infty}^\infty I(u-i, v-j) H(i,j)$$ Now, I need to show that ...
2
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1answer
49 views

Fourier transform of a Laplace transform

Is there an easy way to find the Fourier transform of a Laplace transform of function? $$ F[L[f(t)]_{s}] $$ Where my $f(t)$ is $\sqrt{t}$. However, Before finding the Fourier transform I do the ...
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1answer
49 views

Laplace transform of a product of two functions

I have read questions and answers about this topic and i am still confused, using this formula we can calculate the Laplace transform of a product of two functions: $$ L[a_{(t)} b_{(t)}]={{1}\over{2 ...
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1answer
59 views

Bound on the derivative of a cut-off function

Let $\rho$ be a smooth function in $\mathbb R^n$ such that $0 \leq \rho \leq 1$ and $\rho$ is supported in the unit disk and let $\rho_\epsilon(x) = \epsilon^{-n}\rho(\epsilon^{-1}\|x\|)$. If $f$ is ...
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1answer
57 views

Convolution operator positive definite?

Let $\mu$ be a compactly supported Borel probability measure on $\mathbb{R}^n$. Consider the convolution operator $T: L^2(\mathbb{R}^n) \rightarrow L^2(\mathbb{R}^n)$ defined by $$ Tf = f \ast \mu $$ ...
2
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2answers
53 views

Is the convolution operation some kind of group operation?

I'm just curious but will the convolution operation be any sort of group operation? A motivating example would be to see that the natural exponential family of distribution functions are closed under ...
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1answer
57 views

Probability of a single variable from a Moment Generating Function

This is from the A/S/M study guide, and the answer is listed, I just don't understand how he's arriving at the answer... I'm sure it's something simple I am missing! I have two identically ...
2
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2answers
109 views

Density of sum of two uniform random variables

I have two uniform random varibles. $X$ is uniform over $[\frac{1}{2},1]$ and $Y$ is uniform over $[0,1]$. I want to find the density funciton for $Z=X+Y$. There are many solutions to this on this ...
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0answers
40 views

Re-expressing the Integral $\int h(t-\tau)x(t-\tau)x(\tau)^2\,\text{d}\tau$

Given the integral: $$ \int^{t}_{0} h(t-\tau)x(t-\tau)x(\tau)^2\,\text{d}\tau = \int^{t}_{0} h(t-\tau)F(\tau)\,\text{d}\tau + K $$ Can you find $F(\tau)$ so it is not a function of $t$ and find $K$ ...
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0answers
33 views

Variance reduction factor using gaussian filtering

I am currently trying to find the variance reduction ratio using gaussian filtering. For a simpler filter (as mean filtering for example), I am able to calculate it easily to find the well known ...
2
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0answers
51 views

Do asymptotically equivalent coefficients survive convolution at least in Θ?

This is a follow-up question to this one where I asked if asymptotic equivalence of coefficients carried over after convolution, resp. why this was not the case. Answerer Daniel Fischer proposed that ...
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0answers
54 views

What is $D\delta$ if $D$ is ordinary differential operator and $\delta$ is the Dirac distribution?

I'm reading some material about single-variable distribution theory. More specifically, I was checking some theorems of the convolution algebra $\mathcal{D}_+$, where $\mathcal{D}_+$ is the space of ...