函数的光滑化或正则化 卷积 应用 两个统计独立变量X与Y的和的概率密度函数是X与Y的概率密度函数的卷积

 

 http://graphics.stanford.edu/courses/cs178/applets/convolution.html

 

Convolution is an operation on two functions f and g, which produces a third function that can be interpreted as a modified ("filtered") version of f. In this interpretation we call g the filter. If f is defined on a spatial variable like x rather than a time variable like t, we call the operation spatial convolution. Convolution lies at the heart of any physical device or computational procedure that performs smoothing or sharpening. Applied to two dimensional functions like images, it's also useful for edge finding, feature detection, motion detection, image matching, and countless other tasks. Formally, for functions f(x) and g(x) of a continuous variable x, convolution is defined as: 
 
where * means convolution and · means ordinary multiplication. For functions of a discrete variable x, i.e. arrays of numbers, the definition is: 
 
Finally, for functions of two variables x and y (for example images), these definitions become: 
 
and 
 
In digital photography, the image produced by the lens is a continuous function f(x,y), Placing an antialiasing filter in front of the sensor convolves this image by a smoothing filter g(x,y). This is the third equation above. Once the image has been recorded by a sensor and stored in a file, loading the file into Photoshop and sharpening it using a filter g[x,y] is the fourth equation.

 

 

 

 

 

zh.wikipedia.org/wiki/移動平均

移动平均英语:moving average,MA),又称“移动平均线”简称均线,是技术分析中一种分析时间序列数据的工具。最常见的是利用股价回报或交易量等变数计算出移动平均。

移动平均可抚平短期波动,反映出长期趋势或周期。数学上,移动平均可视为一种卷积

 

 

zh.wikipedia.org/wiki/卷积

 

由卷积得到的函数f*g一般要比fg都光滑。特别当g为具有紧支集的光滑函数,f为局部可积时,它们的卷积f*g也是光滑函数。利用这一性质,对于任意的可积函数f,都可以简单地构造出一列逼近于f的光滑函数列f_{s},这种方法称为函数的光滑化或正则化。

卷积的概念还可以推广到数列、测度以及广义函数上去。

 

卷积在科学、工程和数学上都有很多应用:

 

https://en.wikipedia.org/wiki/Convolution

 

 

 

 

 

 

 

 

 

 

 

 

posted @ 2017-09-18 02:59  papering  阅读(1110)  评论(0编辑  收藏  举报