Convolution

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The convolution of two equal-sized vectors x=(xi) and y = (yi) is simply the scalar product between x and y reversed.

convolution(x,y) = sum i=1 ... n { xi * yn-i}

The convolution of two functions f and g is defined as:

convolution(f,g) = integral -inf ... +inf { f(u) g(x-u) du }


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