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It's a mathematical operation. You can read about it here.
The convolution, for example, is used in continuos time systems, the discrete convolution is used in discrete time systems.
(This is not a extensive list of uses of the convolution, and maybe there are others mathematical methods to study these systems, and surely there are other possible uses to the convolution, these are what i've used)
Convolution only when you related to the LTI system, you can get fully undersdanding.
The result of convolution is the system h response to the input x.
The mathmatic is quit abstract for we engineer guys..
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