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Convolution and correlation

Two closely-related bilinear operations that are especially important for information processing are convolution and correlation. In the simplest case, correlation can be described as a comparison of two fields at all possible relative positions. More specifically, if is the correlation of two one-dimensional fields and , , then reflects how well and match (in an inner-product sense) when relatively displaced by r.gif Mathematically,

 

Higher dimensional correlations are the same, except that r is a relative displacement vector rather than a scalar.

Convolution, , is essentially the same as correlation, except that the field is reflected before the comparison takes place:

 

Convolution is useful because: (1) its algebraic properties are more like multiplication, and thus more familiar, than correlation; and (2) many physical processes (e.g. linear systems, such as dendritic nets) perform convolutions.


Bruce MacLennan
Wed Oct 2 16:55:07 EDT 1996