Đây là định nghĩa:
The convolution of
ƒ and
g is written
ƒ∗
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
ƒ(
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.
More generally, if
f and
g are complex-valued functions on
Rd, then their convolution may be defined as the integral:

Tuy nhiên chúng ta chủ yếu quan tâm đến tích chập rời rạc (discrete convolution)
-
-
(commutativity)
Một số tính chất của convolution
- Commutativity

- Associativity

- Distributivity

- Associativity with scalar multiplication

for any real (or complex) number

.
- Multiplicative identity
No algebra of functions possesses an identity for the convolution. The lack of identity is typically not a major inconvenience, since most collections of functions on which the convolution is performed can be convolved with a
delta distribution or, at the very least (as is the case of
L1) admit
approximations to the identity[disambiguation needed]. The linear space of compactly supported distributions does, however, admit an identity under the convolution. Specifically,

where δ is the delta distribution.
- Inverse element
Some distributions have an
inverse element for the convolution,
S(−1), which is defined by

The set of invertible distributions forms an
abelian group under the convolution.
- Complex conjugation

Integration
If
ƒ and
g are integrable functions, then the integral of their convolution on the whole space is simply obtained as the product of their integrals:

This follows from
Fubini's theorem. The same result holds if
ƒ and
g are only assumed to be nonnegative measurable functions, by
Tonelli's theorem.
Differentiation
In the one-variable case,

where
d/
dx is the
derivative. More generally, in the case of functions of several variables, an analogous formula holds with the
partial derivative:

A particular consequence of this is that the convolution can be viewed as a "smoothing" operation: the convolution of
ƒ and
g is differentiable as many times as
ƒ and
g are together.
These identities hold under the precise condition that
ƒ and
g are absolutely integrable and at least one of them has an absolutely integrable (L
1) weak derivative, as a consequence of
Young's inequality. For instance, when
ƒ is continuously differentiable with compact support, and
g is an arbitrary locally integrable function,

These identities also hold much more broadly in the sense of tempered distributions if one of
ƒ or
g is a compactly supported distribution or a Schwartz function and the other is a tempered distribution. On the other hand, two positive integrable and infinitely differentiable functions may have a nowhere continuous convolution.
In the discrete case, the
difference operator D ƒ(
n) = ƒ(
n + 1) − ƒ(
n) satisfies an analogous relationship:

Nguồn:
http://en.wikipedia.org/wiki/Convolution