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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0
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2answers
33 views

What Does The Following System Do?

I have a system $y(t) = 0.5 \int^\infty _{-\infty} x(T)[d(t-T) - d(t+T) dT] $ Where d(x) is the Dirac Delta function (couldn't find the LaTEX representation - a little rusty there, so an edit to ...
0
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1answer
46 views

Question About Optimal Approach to Find Impulse Response?

I have the following O.D.E. relating a system's input and output, where x(t) is the input and y(t) is the output: $2x(t) = {d^2\over dt^2} [y(t)] + 6{d\over dt} [y(t)] + 8y(t)$ It is also known that ...
0
votes
1answer
112 views

Deconvolution of a convolution product with $Ax\ /\ (x^2+l^2)^{3/2}$

This is not a homework, and I have no idea whether it could be one. It is only a request for help, as I do not have any experience using Fourier transform. The origin of the problem is from physics. ...
0
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1answer
84 views

Understanding a diagram on Convolution

Could someone please explain what is happening at the "f*g" row and below? The image is located here as linked from the Wikipedia page. I want to teach myself about Fourier Transforms / Series, and ...
0
votes
1answer
204 views

Gradient of Predictive Sparse Decomposition Cost function

I am trying to minimize the following Cost function with respect to $X_m$. $$ Energy = f(X) = \frac{1}{2}||I-\sum_{m=1}^{M}{C_m * X_m}||_2^2+\sum_{m=1}^{M}{||X_m-\phi(W_m * I)||_2^2}+\lambda|X|_1 $$ ...
1
vote
3answers
107 views

Convolution doubt

Can someone explain why the general formula of the convolution is this one: $$(f*g)(t)=\int_{-\infty}^{\infty}f(t-\tau)g(\tau)d\tau$$ But when both $f(\tau)$ and $g(\tau)$ are equal to zero for ...
9
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2answers
456 views

Convolution intuition: clarifying Terence Tao's “blurring”/“fuzz” interpretation

On this math.MO post, "What is convolution intuitively?", Terence Tao's answer (in the case where one function is a bump function) involves "blurring" and "fuzz." Could someone clarify his ...
1
vote
1answer
58 views

Solving $ F_{n} = \sum_{i=1}^{n-1} (F_{i}\cdot F_{n-i}) $?

I need to find $F_{n}$ in : $$ F_{n} = \sum_{i=1}^{n-1} (F_{i}\cdot F_{n-i}) , F_0 = 0 , n>=2 $$ This equation screams convolution , I think , but I find it as a quite long solution sometimes. ...
1
vote
1answer
86 views

Estimate of $|(f*g)(x)-f(x)|$ where $g$ is approximation to the identity

Let $f: \mathbb R \rightarrow \mathbb R$ continuous with compact support $[0,1]$. Assume $|f(x)| \leq M$ for all $x \in [0,1]$. Let $\epsilon > 0$. Then let $0< \delta <1$ s.t. $$ \forall ...
2
votes
1answer
167 views

Convoluted Lorentzian and Fourier Transformation

To describe a measurement, I have to calculate the convolution of three functions $f,g,h$: $f(x)=\frac{1}{(W/2)^2+x^2} \, , W>0$ $g(x)=e^{\beta x} \frac{(\beta x-2)e^{\beta x}+\beta ...
2
votes
0answers
265 views

Convolution of compactly supported functions

Let $f,g : \mathbb R \rightarrow \mathbb R$ continuous and compactly supported. I want to show that $f*g$ is continuous and compactly supported. I am 100% sure how to do it. I began as follows: ...
3
votes
1answer
121 views

Which mathematical tool or method should I use to compare two matrices most efficiently?

I have two matrices(the first one is mxm, while the second one is nxn, m>n). They store data pertaining to human speech. The second matrix contains a data segment that acts like an acoustic ...
1
vote
1answer
61 views

Recovering function from convolution with a square function

Let $m : \mathbb{R} \to \mathbb{R}$ be a continuous function of compact support. Given $M$ as: $$ M(x) = \int_{\mathbb{R}} m(t) (t+x)^2\ \mathrm{d}t,$$ is it possible recover $m$? I thought it ...
2
votes
1answer
82 views

A continuous random walk of length 1

Suppose one starts at origo in in the plane and takes $N$ steps of length $1/N$ in a random direction, what is the distribution of the resulting distance from origo as $N$ approaches infinity? For one ...
0
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1answer
281 views

Fourier Transform for a Convolution

Alright, so I am using the Convolution property of Fourier Transforms to find a function $f(x)$. So the obvious equation: $h(x) = f(x) \ast g(x)$. Definitions: $$g(x)=Rect\left[\frac x w ...
0
votes
1answer
69 views

convolution operation

The convolution operation is stated below and is equivalent to Now, lets say we have 2 functions namely x(t) and u1(t). If we convolve the x(t) with u1(t) where u1(t) is the unit doublet ...
3
votes
1answer
56 views

$f\in L^2(\mathbb{R}^3)$ implies $v(x)=\int_{\mathbb{R}^3}\frac{f(y)}{|x-y|}dy\in W^{2,2}$?

Let $f\in L^2(\mathbb{R}^3)$ be a function with compact support and define $v:\mathbb{R}^3\to\mathbb{R}$ by $$v(x)=\int_{\mathbb{R}^3}\frac{f(y)}{|x-y|}dy$$ Is true that $v\in W^{2,2}(\mathbb{R}^3)$ ...
1
vote
1answer
61 views

Signal Processing Convolution Summation Calculation

I am learning convolution of signals, and need to do a lot of summations and math. Because y[n]=Sum(x[k]h[n-k]) from negative infinity to infinity. I am always stuck at math procedures. Also, I am ...
2
votes
1answer
78 views

Is it true that $f\in W^{-1,p}(\mathbb{R}^n)$, then $\Gamma\star f\in W^{1,p}(\mathbb{R}^n)$?

I am trying to understand the following paper. In page 1191, in the beggining of the proof of Theorem 2.9. the authors consider the convolution $$v=\Gamma\star f$$ They claim that $v\in ...
2
votes
0answers
80 views

Solving Dirichlet problem by means of potential theory

Let $\Omega\subset\mathbb{R}^N$ be a bounded smooth domain and consider the Dirichlet problem with $f\in H^{-1}(\Omega)$ $$\tag{1}-\Delta u=f$$ Is there a way to solve this problem by using ...
1
vote
0answers
170 views

Convolution property in terms of fft (matlab)

I am working on some signal processing and I have the following data: ...
1
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0answers
83 views

How to deconvolve from the result of a sort of double convolution integral?

Say that I have a probability density function defined on the unit circle, $f_{\Theta}(\theta)$, with $\theta \in \left[0,2\pi\right)$. I have a joint pdf, assuming independence, of ...
1
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0answers
20 views

How can convolution be interpreted as a recognizer?

In many textbooks it is said, that convolution can be interpreted as a pattern recognizer and that if kernel is located in region similar to it, then it gives greater response, than when it locates in ...
2
votes
3answers
270 views

Does the Convolution of Two Series Require Absolute Convergence?

Let $A=(a_n)_{n=0}^\infty$ and $B=(b_n)_{n=0}^\infty$ be sequences of real numbers. Let $C = (c_n)_{n=0}^\infty$ be the sequence such that $$c_n = {a_0}{b_n} + {a_1}{b_{n-1}} +\cdots+ {a_n}{b_0}.$$ ...
2
votes
1answer
260 views

Using FFT in matlab

I am not completely sure if this is where a MatLab question belongs, so if not, please direct me where I should ask. But onto my question. I am working on trying to deconvolution a signal with ...
0
votes
1answer
36 views

Convolution and integrating over G(t)

I'm struggling with the following expression in a statistics script: $$H(x) = \int_{-\infty}^\infty F(x-t) dG(t)$$ What does the dG(t) mean exactly? I've never seen that notation before. Background: ...
2
votes
0answers
325 views

How to express multiplication of two spherical harmonics expansions in terms of their coefficients?

Consider a spherical harmonics expansion/series like this: $$f(\theta,\varphi)=\sum_{\ell=0}^\infty \sum_{m=-\ell}^\ell f_\ell^m \, Y_\ell^m(\theta,\varphi)$$ Presumably if we take two functions on ...
2
votes
1answer
59 views

Asymptotics at the origin of the convolution with an approximation to the identity.

In short, I am trying to find sufficient conditions for an approximation to the identity function $K_h$ so that, for $h$ small enough and fixed, the asymptotics at the origin of an $L^1 \cap L^2$ ...
1
vote
1answer
334 views

Convolution of distributions.

We are given with distributions $f,g \in D'(\Bbb R)$. If $suppf\subset (-\infty,a)$ and $supp(g)\subset(b,\infty)$ then prove that $f*g$ is well defined distribution. where $a$ and $b$ are real ...
3
votes
2answers
157 views

How to prove that operator is not compact in $L_2 (\mathbb{R})$

I have the operator $(Af)(x) = \int _{\mathbb{R}} e^{{-(x-t)^2}/2} f(t) dt$. It seems to me that it isn't compact and I'm looking for some general <=> criterion for integral operators to be ...
2
votes
1answer
129 views

The differentiability of convolutions

Yes, again, this type of question. Similar ones this and this. I come with another variant. Let $f\in\mathcal{S}$, i.e. Schwartz function, and $g\in L^{p}(\mathbb{R}^d),p\in[1,\infty]$. The following ...
3
votes
2answers
107 views

Problem of convolution.

If we are given with a polynomial $\mathcal P$ and a compactly supported distribution $g$. Can we prove that their convolution will be a polynomial again?
2
votes
2answers
158 views

What if the cauchy product of two series in $\mathbf{Z}$ is null

I have a problem I do not find a solution. Given two series $\left(a_n\right)_{n \in \mathbf{Z}}$ and $\left(b_n\right)_{n \in \mathbf{Z}}$ which have a cauchy product $\left(c_n\right)_{n \in ...
1
vote
0answers
145 views

Fourier transform of convolution in a finite range

Can anyone help me evaluate the Fourier transform of of the following function, $t \in \mathbb{R}$, $\lambda \in \mathbb{C}$, $g:\mathbb{R} \rightarrow \mathbb{R}$, $f(t) = \int_{t_0}^t ...
3
votes
2answers
2k views

convolution of exponential distribution and uniform distribution

Given $X$ an exponentially distributed random variable with parameter $\lambda$ and $Y$ a uniformly distributed random variable between $-C$ and $C$. $X$ and $Y$ are independent. I'm supposed to ...
1
vote
1answer
59 views

expanding convoluted integrand

I have a function on the form $$g(y) = \int_{-\infty}^{\infty}{e^{-v^2}f(y-v)dv}$$ I know that $g(y)$ is linear around $0$, $g(y\approx 0)\approx yG$, and I am interested in finding this gradient $G$. ...
2
votes
1answer
128 views

On using fourier transforms to solve the root of a convolution

In continuation of Lower bounds of laplace transform of characteristic functions. My question is: Can anyone point out where i'm going wrong in the derivation below. It's been a while ...
0
votes
1answer
65 views

Proving an identity regarding the Cauchy problem (using convolutions)

Given $u_0 \in C_c(\mathbb{R}^n)$, consider the solution of the Cauchy problem $$u(x,t) = \int_{\mathbb{R}^n} \Gamma (x - y,t)u_0(y) dy \qquad x \in \mathbb{R}^n,t>0\, \, .$$ Given $0<s<t$ , ...
2
votes
2answers
61 views

Evaluate $\int_{-\infty}^{\infty} \chi_{[0,1]}(x-y) \chi_{[0,1]}(y) \, \mathrm{d}y$

I'm trying to evaluate the integral $$\int_{-\infty}^{\infty} \chi_{[0,1]}(x-y) \chi_{[0,1]}(y) \, \mathrm{d}y$$ where $\chi_{[0,1]}(x)=1$ is the characteristic function, i.e. equals $1$ for $x \in ...
16
votes
3answers
1k views

Why convolution regularize functions?

There is a tool in mathematics that I have used a lot of times and I'm still not confortable with. In fact I can't figure out (by this I mean that I cannot understand it geometrically) why does ...
1
vote
0answers
211 views

What's the exact definition for convolution?

I tried to solve the problem in Stein's Real analysis, 1ed, P94, Ex 21 (c), which asked to show that for any two measurable functions $f,g$ on $R^d$, the convolution of $f$ and $g$, $$(f\ast ...
2
votes
0answers
110 views

General approach to prove the smoothness of convolution

Consider $\mathbb{R}^d$ and $D_i = \partial /\partial x_i$, in many cases $$D_i(f*g) = D_if*g,$$ given one of $f,g$ is smooth and the other is $L^p$ integrable. I am wondering if there is a general ...
2
votes
1answer
624 views

What will be the support of the convolution of two test functions.

If $g\in C^{\infty}_c$ defined on $\Bbb R^n$ and K is the support of function $g$. I want to find the support of $g_\epsilon$. Where $g_\epsilon$ is regularization of $g$. Regularization of $g$ is ...
3
votes
0answers
47 views

changing the parameters of a function

Lets say we have $h[n] = ((1/2)^n )(u[n])$ now if we are ask, find h[k-n], then isn't it we should just swapped every 'n' with 'k-n'. So it turns out $h[k-n] = ((1/2)^{k-n})(u[k-n])$ But why here ...
2
votes
1answer
78 views

Fourier analysis exercise

I need a hand with this question: If $f\in{L_1(\mathbb{R})}$ and $g\in{L_2(\mathbb{R})}$, then prove that $\widehat{f*g}=\hat{f}\cdot \hat{g}$ As a tip, i have been told to prove that: ...
0
votes
1answer
40 views

Function with $|f(x)-\int^{\delta}_{-\delta}f(x+u)du|<\epsilon$

I am looking for a function $f:\mathbb{R}\to \mathbb{R}$ and $\epsilon>0$ such that there is no $\delta>0$, for him any $x\in\mathbb{R}$: $|f(x)-\int^{\delta}_{-\delta}f(x+u)du|<\epsilon$ ...
-2
votes
1answer
118 views

Prove that L[f' ' ](s)$ = $sL[f](s)

Can anyone prove this question ? Let $f$:$\mathbb{R}$$→$$\mathbb{C}$ be continuous function such that $f$$(0)$ $=$ $0$ and that $f'$ be a piecewise continuous function and absolutely integrable on ...
0
votes
1answer
303 views

Using Convolution Theorem to find the Laplace transform

In previous questions I have used Laplace transform to find the inverse Laplace transform. I have worked through this work booklet ...
5
votes
2answers
104 views

partially reconstruct information of function convoluted with boxcar kernel

the function (f) I want to reconstruct partially could look like this: The following properties are known: It consists only of alternating plateau (high/low). So the first derivation is zero ...
-2
votes
2answers
60 views

Lebesgue conduct integral

I. Suppose $f\in \mathcal{L^1}(R^n),g\in \mathcal{L^1}(R^n)$, then conduct integral $f*g$ is defined as $f*g(x)= \int_{R^n}f(x-y)g(y)dy$ for all $x$. My task is to prove following statements. (1) ...