It is well known that the product and the convolution of two Gaussian probability density functions (PDFs) are also Gaussian. This memo provides derivations for the mean and standard deviation of the resulting Gaussians in both cases. These results are useful in calculating the effects of smoothing applied as an intermediate step in various algorithms. 1
CITATION STYLE
Bromiley, P. a. (2003). Products and Convolutions of Gaussian Probability Density Functions Density Functions. Tina Memo, (2003), No. 2003-003.
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