Marcelo's answer is right. Another way of seeing it (more easy to think it first in one dimension) : we know that the mean filter is equivalent to a convolution with a rectangular window. And we know that the convolution is a linear operation, which is also associative.
Now, applying a mean filter M
to a signal X
can be written as
Y = M * X
where *
denotes convolution. Appying the filter twice would then give
Y = M * (M * X) = (M * M) * X = M2 * X
This says that filtering twice a signal with a mean filter is the same as filtering it once with an equivalent filter given by M2 = M * M
. Now, this consists of applying the mean filter to itself, what gives a more soft filter (a triangular filter in this case).
The process can be repeated, (see first graph here) and it can be shown that the equivalent filter for many repetitions of a mean filter (N convolutions of the rectangular filter with itself) tends to a gaussian filter. Further, it can be shown that the gaussian filter has that property you didn't found in the rectangular (mean) filter: two passes of a gaussian filter are equivalent to another gaussian filter.