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Generalized Fourier series

In mathematical analysis, there are many potentially useful generalizations of Fourier series. For a set of square-integrable, pairwise-orthogonal (with respect to some weight function ) functions , the generalized Fourier series of a square-integrable function is
where the coefficients are determined by

The relation becomes equality if is a complete set.

Some theorems on the coefficients include:

Bessel's Inequality

Parseval's Theorem

If is a complete set,

See also: complete set,
orthogonal, square-integrable.




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This article is licensed under the GNU Free Documentation License. It uses material from the Wikipedia article "Generalized Fourier series".