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Generalized Fourier Coefficients and Fourier Series in Hilbert Spaces 📂Hilbert Space

Generalized Fourier Coefficients and Fourier Series in Hilbert Spaces

Definition[^1]

Let HH be a Hilbert space, and let {uα}αA\left\{ u_{\alpha} \right\}_{\alpha\in A} be a normal orthogonal system in HH. Then, for a fixed xHx\in H, let’s define the complex function x^:AC\hat{x} :A\to \mathbb{C} as follows.

x^(α)=x,uα \hat{x}(\alpha)=\left\langle x,u_{\alpha} \right\rangle

The values above are referred to as the Fourier coefficients of xx with respect to {uα}\left\{ u_{\alpha} \right\}.