Convolution

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

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

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

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