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Suppose that the v j j = 1 N are a finite-dimensional orthobasis. In this case we have

x ^ = j = 1 N x , v j v j .

But what if x span ( v j ) = V already? Then we simply have

x = j = 1 N x , v j v j

for all x V . This is often called the “reproducing formula”. In infinite dimensions, if V has an orthobasis v j j = 1 and x V has

j = 1 x , v j 2 <

then we can write

x = j = 1 x , v j v j .

In other words, x is perfectly captured by the list of numbers x , v 1 , x , v 2 , ...

Sound familiar?

  • V = C n , v k is the standard basis.
    x k = x , v k v k .
  • V = L 2 - π , π , v k t = 1 2 π e j k t For any f V we have
    f t = k = - c x v x
    where
    c k = f , v k = 1 2 π - π π f t e - j k t d t .

The general lesson is that we can recreate a vector x in an inner product space from the coefficients x , v k . We can think of x , v k as “transform coefficients.”

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Source:  OpenStax, Digital signal processing. OpenStax CNX. Dec 16, 2011 Download for free at http://cnx.org/content/col11172/1.4
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