Tuesday, 6 September 2016
Convolution as Weighted Average
We know that the average of f over [x-T,x+T] for any fixed x is given by f_{\text{avg}}(x)=\frac{1}{2T}\int_{x-T}^{x+T} f(t)\,\mathrm{d}t. Define \phi=\frac{\Pi_T}{2T}, where \begin{align}\Pi_T(t)=\begin{cases}1,&\quad -T\leq t\leq T\\
0,&\quad |t|>T.\end{cases}\end{align} We then have \int_{-\infty}^\infty \phi(t)\,\mathrm{d}t=\frac{1}{2T}\int_{-T}^T \Pi_T(t)\,\mathrm{d}t=1. For any fixed x, \begin{align}\phi(x-t)=\begin{cases}\frac{1}{2T},&\quad x-T\leq t\leq x+T\\
0,&\quad \text{else}.\end{cases}\end{align} Thus, for any given function f and any fixed value of x, \begin{align}f(t)\phi(x-t)=\begin{cases}\frac{1}{2T}f(t),&\quad x-T\leq t\leq x+T\\
0,&\quad \text{else}.\end{cases}\end{align} We conclude that f_{\text{avg}}(x)=\int_{-\infty}^\infty f(t)\phi(x-t)\,\mathrm{d}t. More generally, when we replace \phi with an arbitrary function, we have the definition of a convolution: the convolution of two functions f and g is given by f*g(x)=\int_{-\infty}^\infty f(t)g(x-t)\,\mathrm{d}t. Reference: The Mathematics of Imaging by Timothy G. Freeman
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