Pulling the previous two sections (definitions) together, we
arrive at the most important and useful basis type:
We can shorten these two statements into one:
<
b
i
,
b
j
>=
δ
i
j
b
i
b
j
δ
i
j
where
δ
i
j
=1ifi=j0ifi≠j
δ
i
j
1
i
j
0
i
j
Where
δ
i
j
δ
i
j
is referred to as the Kronecker
delta function and is also often written
as
δi-j
δ
i
j
.
Orthonormal bases are very easy to deal
with! If
b
i
b
i
is an orthonormal basis, we can write for any
xx
x=∑i
α
i
b
i
x
i
α
i
b
i
(2)
It is easy to find the
α
i
α
i
:
<x,
b
i
>=<∑k
α
k
b
k
,
b
i
>=∑k
α
k
<
b
k
,
b
i
>
x
b
i
k
α
k
b
k
b
i
k
α
k
b
k
b
i
(3)
where in the above equation we can use our knowledge of the
delta function to reduce this equation:
<
b
k
,
b
i
>=
δ
i
k
=1ifi=k0ifi≠k
b
k
b
i
δ
i
k
1
i
k
0
i
k
<x,
b
i
>=
α
i
x
b
i
α
i
(4)
Therefore, we can conclude the following important equation
for
xx:
x=∑i<x,
b
i
>
b
i
x
i
x
b
i
b
i
(5)
The
α
i
α
i
's are easy to compute (no interaction between the
b
i
b
i
's)
Given the following basis:
b0b1=1211121-1
b
0
b
1
1
2
1
1
1
2
1
-1
represent
x=32
x
3
2
We are given the basis
1Tⅇⅈ
ω
0
nt
|n=-∞∞
n
1
T
ω
0
n
t
on
L
2
0T
L
2
0
T
where
T=2π
ω
0
T
2
ω
0
.
ft=∑n=-∞∞<f,ⅇⅈ
ω
0
nt>ⅇⅈ
ω
0
nt1T
f
t
n
f
ω
0
n
t
ω
0
n
t
1
T
Where we can calculate the above inner product in
L
2
L
2
as
<f,ⅇⅈ
ω
0
nt>=1T∫0Tftⅇⅈ
ω
0
nt¯dt=1T∫0Tftⅇ-ⅈ
ω
0
ntdt
f
ω
0
n
t
1
T
t
T
0
f
t
ω
0
n
t
1
T
t
T
0
f
t
ω
0
n
t
Let
b
i
b
i
be an orthonormal basis for a Hilbert space
HH. Then, for any
x∈H
x
H
we can write
x=∑i
α
i
b
i
x
i
α
i
b
i
(6)
where
α
i
=<x,
b
i
>
α
i
x
b
i
.
"My introduction to signal processing course at Rice University."