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Convolution

circular convolution cyclic convolution

The convolution of two signals $ x$ and $ y$ in $ {\bf C}^N$ is denoted ``$ x\ast y$'' and defined by

$\displaystyle \zbox {(x\ast y)_n \isdef \sum_{m=0}^{N-1}x(m) y(n-m)}
$

Note that this is circular convolution (or ``cyclic'' convolution).7.2 The importance of convolution in linear systems theory is discussed in §8.3



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``Mathematics of the Discrete Fourier Transform (DFT)'', by Julius O. Smith III, W3K Publishing, 2003, ISBN 0-9745607-0-7.

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Copyright © 2003-10-09 by Julius O. Smith III
Center for Computer Research in Music and Acoustics (CCRMA),   Stanford University
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