Math Problem Statement

Parseval identity

Solution

Parseval's Identity is a key result in Fourier analysis, which relates the sum (or integral) of the square of a function to the sum (or integral) of the squares of its Fourier coefficients. It essentially says that the total energy in a signal is the same whether it is measured in the time domain or in the frequency domain.

Parseval's Identity for Fourier Series:

If f(x)f(x) is a function with Fourier series representation: f(x)=n=cneinxf(x) = \sum_{n=-\infty}^{\infty} c_n e^{inx} where cnc_n are the Fourier coefficients, then Parseval's Identity states that: 02πf(x)2dx=2πn=cn2\int_0^{2\pi} |f(x)|^2 \, dx = 2\pi \sum_{n=-\infty}^{\infty} |c_n|^2 This identity shows that the energy of the function f(x)f(x) (measured by the integral of its squared magnitude) is equal to the sum of the squared magnitudes of its Fourier coefficients.

Parseval's Theorem for Fourier Transforms:

For functions in the continuous Fourier transform setting, where f(t)f(t) and its Fourier transform F(ω)F(\omega) are related by: F(ω)=f(t)eiωtdtF(\omega) = \int_{-\infty}^{\infty} f(t) e^{-i\omega t} dt Parseval's theorem states that: f(t)2dt=12πF(ω)2dω\int_{-\infty}^{\infty} |f(t)|^2 dt = \frac{1}{2\pi} \int_{-\infty}^{\infty} |F(\omega)|^2 d\omega This shows that the total energy of the signal f(t)f(t) in the time domain is the same as the total energy in the frequency domain, with F(ω)F(\omega) representing the frequency components of the signal.

Summary:

  • Parseval's Identity expresses energy conservation between time and frequency domains.
  • It applies to both Fourier series and Fourier transforms, with sums for discrete cases and integrals for continuous cases.

Would you like to see more detailed derivations or specific examples?

Here are 5 related questions to consider:

  1. How are Fourier coefficients calculated for a given function?
  2. What are the conditions under which Parseval's identity holds?
  3. How does Parseval's identity apply to discrete-time Fourier transforms?
  4. Can Parseval's identity be used to approximate the energy of non-periodic signals?
  5. What is the difference between Parseval's theorem and Plancherel's theorem?

Tip: Parseval's identity is a powerful tool in signal processing, as it allows engineers to evaluate the energy of signals in both time and frequency domains.

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Math Problem Analysis

Mathematical Concepts

Fourier Analysis
Signal Processing
Energy Conservation

Formulas

Fourier Series Representation: f(x) = ∑_{n=-∞}^{∞} c_n e^{inx}
Parseval's Identity for Fourier Series: ∫_0^{2π} |f(x)|² dx = 2π ∑_{n=-∞}^{∞} |c_n|²
Fourier Transform: F(ω) = ∫_{-∞}^{∞} f(t) e^{-iωt} dt
Parseval's Theorem for Fourier Transforms: ∫_{-∞}^{∞} |f(t)|² dt = (1/2π) ∫_{-∞}^{∞} |F(ω)|² dω

Theorems

Parseval's Identity
Parseval's Theorem

Suitable Grade Level

Undergraduate Math or Physics