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Parseval's theorem
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Parseval's theorem
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{{merge|Parseval’s identity|date=December 2023}} {{Short description|Theorem in mathematics}}In mathematics, Parseval’s theoremParseval des Chênes, Marc-Antoine Mémoire sur les séries et sur l’intégration complète d’une équation aux différences partielles linéaire du second ordre, à coefficients constants” presented before the Académie des Sciences (Paris) on 5 April 1799. This article was published in Mémoires présentés à l’Institut des Sciences, Lettres et Arts, par divers savants, et lus dans ses assemblées. Sciences, mathématiques et physiques. (Savants étrangers.), vol. 1, pages 638â648 (1806). usually refers to the result that the Fourier transform is unitary; loosely, that the sum (or integral) of the square of a function is equal to the sum (or integral) of the square of its transform. It originates from a 1799 theorem about series by Marc-Antoine Parseval, which was later applied to the Fourier series. It is also known as Rayleigh’s energy theorem, or Rayleigh’s identity, after John William Strutt, Lord Rayleigh.Rayleigh, J.W.S. (1889) “On the character of the complete radiation at a given temperature,” Philosophical Magazine, vol. 27, pages 460â469. Available on-line here. Although the term “Parseval’s theorem” is often used to describe the unitarity of any Fourier transform, especially in physics, the most general form of this property is more properly called the Plancherel theorem.Plancherel, Michel (1910) “Contribution à l’etude de la representation d’une fonction arbitraire par les integrales définies,” Rendiconti del Circolo Matematico di Palermo, vol. 30, pages 298â335.- the content below is remote from Wikipedia
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Statement of Parseval’s theorem
Suppose that A(x) and B(x) are two complex-valued functions on mathbb{R} of period 2 pi that are square integrable (with respect to the Lebesgue measure) over intervals of period length, with Fourier series
A(x)=sum_{n=-infty}^infty a_ne^{inx}
and
B(x)=sum_{n=-infty}^infty b_ne^{inx}
respectively. Then{{Equation box 1|indent =|title=: | {{EquationRef|Eq.1}}}}|cellpadding= 6|border|border colour = #0073CF|background colour=#F5FFFA}}where i is the imaginary unit and horizontal bars indicate complex conjugation. Substituting A(x) and overline{B(x)}:
A(x)=sum_{n=-infty}^infty a_ne^{2pi nileft(frac{x}{P}right)}
and
B(x)=sum_{n=-infty}^infty b_ne^{2pi nileft(frac{x}{P}right)}
respectively. Then{{Equation box 1|indent =|title= |
: | {{EquationRef|Eq.2}}}}|cellpadding= 6|border|border colour = #0073CF|background colour=#F5FFFA}}Even more generally, given an abelian locally compact group G with Pontryagin dual G^, Parseval’s theorem says the PontryaginâFourier transform is a unitary operator between Hilbert spaces L2(G) and L2(G^) (with integration being against the appropriately scaled Haar measures on the two groups.) When G is the unit circle T, G^ is the integers and this is the case discussed above. When G is the real line mathbb{R}, G^ is also mathbb{R} and the unitary transform is the Fourier transform on the real line. When G is the cyclic group Zn, again it is self-dual and the PontryaginâFourier transform is what is called discrete Fourier transform in applied contexts.Parseval’s theorem can also be expressed as follows:Suppose f(x) is a square-integrable function over [-pi, pi] (i.e., f(x) and f^2(x) are integrable on that interval), with the Fourier series
f(x) simeq frac{a_0}{2} + sum_{n=1}^{infty} (a_n cos(nx) + b_n sin(nx)).
ThenBOOK, 439, Arthur E. Danese, Advanced Calculus, 1, Allyn and Bacon, Inc., Boston, MA, 1965, BOOK, 519, Wilfred Kaplan, Advanced Calculus,archive.org/details/advancedcalculus00kapl_841, limited, Addison Wesley, Reading, MA, 1991, 4th, 0-201-57888-3, Wilfred Kaplan, BOOK, 119, Georgi P. Tolstov, Fourier Series,archive.org/details/fourierseries00tols, registration, Silverman, Richard, Prentice-Hall, Inc., Englewood Cliffs, NJ, 1962,
frac{1}{pi} int_{-pi}^{pi} f^2(x) ,mathrm{d}x = frac{a_0^2}{2} + sum_{n=1}^{infty} left(a_n^2 + b_n^2 right).
Notation used in engineeringIn electrical engineering, Parseval’s theorem is often written as:
int_{-infty}^infty | x(t) |^2 , mathrm{d}t = frac{1}{2pi} int_{-infty}^infty | X(omega) |^2 , mathrm{d}omega = int_{-infty}^infty | X(2pi f) |^2 , mathrm{d}f
where X(omega) = mathcal{F}_omega{ x(t) } represents the continuous Fourier transform (in normalized, unitary form) of x(t), and omega = 2pi f is frequency in radians per second.The interpretation of this form of the theorem is that the total energy of a signal can be calculated by summing power-per-sample across time or spectral power across frequency. For discrete time signals, the theorem becomes:
sum_{n=-infty}^infty | x[n] |^2 = frac{1}{2pi} int_{-pi}^pi | X_{2pi}({phi}) |^2 mathrm{d}phi
where X_{2pi} is the discrete-time Fourier transform (DTFT) of x and phi represents the angular frequency (in radians per sample) of x.Alternatively, for the discrete Fourier transform (DFT), the relation becomes:
sum_{n=0}^{N-1} | x[n] |^2 = frac{1}{N} sum_{k=0}^{N-1} | X[k] |^2
where X[k] is the DFT of x[n], both of length N.We show the DFT case below. For the other cases, the proof is similar. By using the definition of inverse DFT of X[k], we can derive
begin{align}
frac{1}{N} sum_{k=0}^{N-1} | X[k] |^2&= frac{1}{N} sum_{k=0}^{N-1} X[k]cdot X^*[k]
= frac{1}{N} sum_{k=0}^{N-1} left[sum_{n=0}^{N-1} x[n],expleft(-jfrac{2pi}{N}k,nright)right] , X^*[k]
[5mu]&= frac{1}{N} sum_{n=0}^{N-1} x[n] left[sum_{k=0}^{N-1} X^*[k],expleft(-jfrac{2pi}{N}k,nright)right]
= frac{1}{N} sum_{n=0}^{N-1} x[n] (N cdot x^*[n])
[5mu]&= sum_{n=0}^{N-1} | x[n] |^2,end{align}where * represents complex conjugate.See alsoParseval’s theorem is closely related to other mathematical results involving unitary transformations:Notes{{reflist}}External links
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