In mathematics (and, in particular, functional analysis) convolution is a mathematical operation on two functions (f and g); it produces a third function, that is typically viewed as a modified version of one of the original functions, giving the integral of the pointwise multiplication of the two functions as a function of the amount that one of the original function solution. (See row 11 at DTFT § Properties.) A discrete convolution can be defined for functions on the set of integers. Generalizations of convolution have applications in the field of numerical analysis and numerical linear algebra, and in the design and implementation of finite impulse response filters in signal processing.
Computing the inverse of the convolution operation is known as deconvolution.
The convolution of f and g is written f∗g, using an asterisk or star. It is defined as the integral of the product of the two functions after one is reversed and shifted. As such, it is a particular kind of integral transform:
While the symbol t is used above, it need not represent the time domain. But in that context, the convolution formula can be described as a weighted average of the function f(τ) at the moment t where the weighting is given by g(−τ) simply shifted by amount t. As t changes, the weighting function emphasizes different parts of the input function.
For functions f, g supported on only (i.e., zero for negative arguments), the integration limits can be truncated, resulting in