Fundamental operation for LTI systems and filtering. Definition Continuous-Time $$ y(t) = (x * h)(t) = \int_{-\infty}^{\infty} x(\tau) h(t - \tau) d\tau $$ Discrete-Time $$ y[n] = (x * h)[n] = \sum_{k=-\infty}^{\infty} x[k] h[n - k] $$ Physical Interpretation Convolution represents the output of an LTI system: $x[n]$: …
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