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by elcritch
2110 days ago
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It appears to be a discrete Fourier, no? Does it apply to all convolutions or just a specific instance or subset? As in id there a proof showing that as sample size N goes to a limit it approaches a continuous limit? I still natively think in continuous convolutions from Physics. The whole discretization of these operators is oddly harder for me despite it technically being simpler to compute. |
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> technically being simpler to compute.
They're equivalent, since the only meaningful way to "compute" a continuous convolution is symbolically, and discrete convolutions obey most of the same identities.
If one can place a lower bound on the time step resolution of a simulation then continuous convolutions are evaluated using discrete convolutions, which can represent the continuous case exactly via the Nyquist-Shannon sampling theorem.
Interestingly enough, to prove the Sampling Theorem you need to rely on the identity that multiplication in frequency is convolution in time, and to prove that it can't be realized in a physical system (breaks causality, since you multiply by a superposition of Heavisides which of course are infinitely long sinc functions in both directions of time).
And more interesting is that signals and systems is mostly applied dynamics and statistics, so it shouldn't be surprising if there's overlap.