I am currently learning about the concept of convolution between two functions in my university course. The course notes are vague about what convolution is, so I was wondering if anyone could give me a good explanation. I can't seem to grasp other than the fact that it is just a particular integral of two functions. What is the physical meaning of convolution and why is it useful? Thanks a lot.


Solution 1:

Have a look here:
http://answers.yahoo.com/question/index?qid=20070125163821AA5hyRX

...and lots of good answers here:
https://mathoverflow.net/questions/5892/what-is-convolution-intuitively

Solution 2:

I'd suggest these lectures by professor Osgood here

particularly lectures 8 and 9.