Description: This code computes the approximation of the convolution integral (*) between two functions, f(t) and g(t), sampled at the times t1,t2,...,tm (unit spacing), via the trapezoidal quadrature rule. To compute the integral with other than unit spacing, multiply the result by the spacing increment.
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convtrapz.m
Fast convolution approximation via trapezoidal rule.PDF
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