卷积公式介绍

1 卷积定义

 若$f(x)$与$h(x)$有界且可积，一维函数卷积连续形式$$\begin{array}{rl}g(x)& =f(x)\ast h(x)\\ & ={\int }_{-\infty }^{+\infty }f(\xi )h(x-\xi )d\xi \end{array}$$一维函数卷积离散形式$$\begin{array}{rl}g(x)& =f(x)\ast h(x)\\ & =\sum _{\xi }f(\xi )h(x-\xi )\end{array}$$二维函数卷积的连续形式表示为$$\begin{array}{rl}g(x,y)& =f(x,y)\ast h(x,y)\\ & ={\int }_{-\infty }^{+\infty }{\int }_{-\infty }^{+\infty }f(\xi ,\eta )h(x-\xi ,y-\eta )d\xi d\eta \end{array}$$二维函数卷积的离散形式表示为$$\begin{array}{rl}g(x,y)& =f(x,y)\ast h(x,y)\\ & =\sum _{\xi }\sum _{\eta }f(\xi ,\eta )h(x-\xi ,y-\eta )\end{array}$$则称$g(x)$称为函数$f(x)$与$h(x)$的卷积。其中$\ast$表示卷积符号。$g(x)$是$f(x)$与$h(x)$两个函数共同作用的结果。对于给定的$x$，第一个函数贡献是$f(\xi )$，则第二个函数的贡献是$h(x-\xi )$，需要对任何可能的$\xi$求和。

2 卷积的性质

 卷积共满足如下六种性质：

• 交换律：$f(x)\ast h(x)=h(x)\ast f(x)$
• 分配律：$[v(x)+w(x)]\ast h(x)=v(x)\ast h(x)+w(x)\ast h(x)$
• 结合律：$[v(x)\ast w(x)]\ast h(x)=v(x)\ast [w(x)\ast h(x)]$
• 三角不等式：$|f(x)\ast h(x)|\le |f(x)|\ast |h(x)|$
• 位移不变性：若$f(x)\ast h(x)=g(x)$，则$f(x-x_0)\ast h(x)=g(x-x_0)$或$f(x)\ast h(x-x_0)=g(x-x_0)$
• 缩放性：若$f(x)\ast h(x)=g(x)$，则$f(\frac{x}{b})\ast h(\frac{x}{b})=|b|g(\frac{x}{b})$

3 卷积实例

 已知$$f(t)=\{\begin{array}{ll}1& 0\le t\le 1\\ 0& \mathrm{o}\mathrm{t}\mathrm{h}\mathrm{e}\mathrm{r}\mathrm{w}\mathrm{i}\mathrm{s}\mathrm{e}\end{array}g(t)=\{\begin{array}{ll}{e}^{-\beta t}& t\ge 0\\ 0& t<0\end{array}$$求$f(t)\ast g(t)$。
解：$$g(t-\tau )=\{\begin{array}{ll}{e}^{-\beta (t-\tau )}& t\ge \tau \\ 0& t<\tau \end{array}$$
当$t<0$时，$f(\tau )g(t-\tau )$，${\int }_{-\infty }^{+\infty }f(\tau )g(t-\tau )d\tau =0$
当$t\ge 0$时，$$f(\tau )g(t-\tau )=\{\begin{array}{ll}{e}^{-\beta (t-\tau )}& 0\le \tau \le t\\ 0& \mathrm{o}\mathrm{t}\mathrm{h}\mathrm{e}\mathrm{r}\mathrm{w}\mathrm{i}\mathrm{s}\mathrm{e}\end{array}$$$${\int }_{-\infty }^{+\infty }f(\tau )g(t-\tau )d\tau ={\int }_0^{t}f(\tau )g(t-\tau )d\tau ={\int }_0^t{e}^{-\beta (t-\tau )}d\tau =\frac{1}{\beta }\left(1-e^{-\beta t}\right)$$
当$t>1$时，$$f(\tau )g(t-\tau )=\{\begin{array}{ll}{e}^{-\beta (t-\tau )}& 0\le \tau \le 1\\ 0& \text{otherwise}\end{array}$$$${\int }_{-\infty }^{+\infty }f(\tau )g(t-\tau )d\tau ={\int }_0^1{e}^{-\beta (t-\tau )}d\tau =\frac{e-1}{\beta }{e}^{-\beta t}$$
综上所述可知：
$$f(t)\ast g(t)=\{\begin{array}{ll}0& t<0\\ \frac{1}{\beta }\left(1-e^{-\beta t}\right)& 0\le t\le 1\\ \frac{e-1}{\beta }{e}^{-\beta t}& t>1\end{array}$$