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See also: introduction to convolution |
There is a German word for convolution, Faltung ("folding"), which aptly expresses the process involved in convolution. Two signals g(t) and h(t) are convolved ("folded") by multiplying the two signals and summing the product terms. Thus the convolution result for any given parameter t is defined as
g * h = G(f)H(f)
The correlation of two signals, which is defined as
corr(g,h) = G(f)H(-f)
Last Update: 2002-Nov-03