Fourier

series

L2 .

in

Theorem1 : Minimal property :let f L2 [, ] and T be any trigonometric polynomial of degree at m

||f T ||2 ||f SN ||2 .
proof :
P
int . and T (t) = P
SN (t) =
where en (t) =
nN f (n)e
nN bn en (t).
int
e . and bn is scaler
2

||f T ||2 =
1
2

1
2

1
2

|f (t) T (t)|2 dt.

1
2

|f (t) T (t)|2 dt =

{|f (t)|2 [f (t)

nN

|z|2 = zz.

(f (t) T (t))(f (t) T (t))dt

bn en +

nN

P
P
bn en f (t)]+ nN bn en nN bn en }dt.

First calculate middle term

R

1
2

nN

1
2

P
bn en + nN bn en f (t)] =

1
nN 2

bn

+P
bn f (n)
nN

1
2

nN

+P
bn f (n)
nN

1
2

nN

nN

+P
bn f (n)
nN bn f (n).

f (t)en +

nN

nN

1
2

f (t)

nN

1
bn en + 2

R P

nN

f (t) bn en .

f (t) bn en .
f (t) en bn .

Last term
Rcalculate
P
P
{
nN bn en
nN bn en }dt. =

1
2

[f (t)

1
2

R P

kN

jN (bk bj ek ej ).

|bn |2 .

Finaly we get this

1
2

|f (t) T (t)|2 dt = ||f (t)||2 [

P
2
nN |bn | .

Add and Subtract in right hand side with

R

1
2

nN

1
2

|f (t)T (t)|2 dt = ||f (t)||2 +

2.
|f (n)|
2

nN

+P

bn f (n)
nN bn f (n) ] +

nN

2.
|f (n)|

2
nN [ bn f (n)bn f (n)+|bn | +|f (n)| ]

|f (t) T (t)|2 dt = ||f (t)||2 +

||f T ||2 = ||f (t)||2 +

nN

nN

2
|bn f (n)|

2
|bn f (n)|
1

nN

nN

2.
|f (n)|

2.
|f (n)|

bn en f (t)

Calculate||f SN ||2 .
2

||f SN ||2 = ||f (t)||2 +

2

||f SN ||2 = ||f (t)||2 +

nN

2 P
2
|f (n)
f (n)|
nN |f (n)| .

nN

2.
|f (n)|

Finaly we got our result

||f T ||2 ||f SN ||2

bn = f (n).