We can also find basis
vectors for vector
spaces other than
ℝn
n
.
Let
PnPn
be the vector space of n-th order polynomials on (-1, 1) with
real coefficients (verify
P2P2
is a v.s. at home).
P2P2
= {all quadratic polynomials}. Let
b0t=1
b0
t
1
,
b1t=t
b1
t
t
,
b2t=t2
b2
t
t
2
.
b0tb1tb2t
b0
t
b1
t
b2
t
span
P2P2,
i.e. you can write any
ft∈P2
f
t
P2
as
ft=α0b0t+α1b1t+α2b2t
f
t
α0
b0
t
α1
b1
t
α2
b2
t
for some
αi∈ℝ
αi
.
P2P2
is 3 dimensional.
ft=t2-3t-4
f
t
t
2
3
t
4
Alternate basis
b0tb1tb2t=1t123t2-1
b0
t
b1
t
b2
t
1
t
1
2
3
t
2
1
write
ft
f
t
in terms of this new basis
d0t=b0t
d0
t
b0
t
,
d1t=b1t
d1
t
b1
t
,
d2t=32b2t-12b0t
d2
t
3
2
b2
t
1
2
b0
t
.
ft=t2-3t-4=4b0t-3b1t+b2t
f
t
t
2
3
t
4
4
b0
t
3
b1
t
b2
t
ft=β0d0t+β1d1t+β2d2t=β0b0t+β1b1t+β232b2t-12b0t
f
t
β0
d0
t
β1
d1
t
β2
d2
t
β0
b0
t
β1
b1
t
β2
3
2
b2
t
1
2
b0
t
ft=β0-12b0t+β1b1t+32β2b2t
f
t
β0
1
2
b0
t
β1
b1
t
3
2
β2
b2
t
so
β0-12=4
β0
1
2
4
β1=-3
β1
-3
32β2=1
3
2
β2
1
then we get
ft=4.5d0t-3d1t+23d2t
f
t
4.5
d0
t
3
d1
t
2
3
d2
t
ⅇⅈω0nt|n=-∞∞
n
ω0
n
t
is a basis for
L20T
L2
0
T
,
T=2πω0
T
2
ω0
,
ft=∑nCnⅇⅈω0nt
f
t
n
Cn
ω0
n
t
.
We calculate the expansion coefficients with
Cn=1T∫0Tftⅇ-ⅈω0ntdt
Cn
1
T
t
0
T
f
t
ω0
n
t
(1)
There are an infinite number of elements in
the basis set, that means
L20T
L2
0
T
is infinite dimensional (scary!).
Infinite-dimensional spaces are hard to
visualize. We can get a handle on the intuition by recognizing
they share many of the same mathematical properties with
finite dimensional spaces. Many concepts apply to both (like
"basis expansion"). Some don't (change of basis isn't a nice
matrix formula).
"My introduction to signal processing course at Rice University."