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Bessel's Inequality and Parseval's Identity
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Bessel's Inequality - Definition
In any inner product space, the sum of the squares of the projections of any vector onto a set of orthonormal vectors is less than or equal to the square of the norm of the vector.
Bessel's Inequality - Mathematical Expression
Bessel's Inequality is expressed as
Bessel's Inequality - Example
Consider a vector in and an orthonormal basis consisting of vectors . Bessel's Inequality asserts that .
Parseval's Identity - Definition
Parseval's Identity states that for any two square-summable sequences, the sum of the product of their elements is equal to the square of the norm of their inner product in space.
Parseval's Identity - Mathematical Expression
Parseval's Identity is given by
Parseval's Identity - Example
For a Fourier series expansion of a function, Parseval's Identity implies that the sum of the squares of the coefficients is equal to the integral of the square of the function over the interval .
Orthonormal Set - Definition
An orthonormal set is a set of vectors in an inner product space that are all unit vectors and orthogonal to each other.
Inner Product Space - Definition
An inner product space is a vector space with an additional structure called an inner product, which allows defining angles and lengths.
Hilbert Space - Definition
A Hilbert space is a complete inner product space, which means it is a space where every Cauchy sequence of vectors has a limit within the space.
Projection of a Vector - Explanation
The projection of vector onto vector (assuming is not the zero vector) is given by the formula
Cauchy Sequence - Definition
A Cauchy sequence is a sequence in a metric space such that for any small positive distance, there's a point in the sequence beyond which all terms of the sequence are closer to each other than that distance.
Complete Space - Definition
In the context of metric spaces, a complete space is one in which every Cauchy sequence converges to a limit that is within the space.
Orthogonal Vectors - Definition
Two vectors are orthogonal if their inner product is zero, which geometrically implies that they are at right angles to each other.
Square-summable sequences - Definition
Square-summable sequences are sequences of numbers whose series of squares is convergent. This property is fundamental in the definition of the space.
Fourier Series Expansion - Relevance to Parseval's Identity
In the context of Fourier series, Parseval's Identity equates the sum of the squares of the coefficients of the series to the integral of the square of the function, illustrating the conservation of energy between time and frequency domains.
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