Approximation of Functions using the Sign Function

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Homework Statement



Prove that any function [itex]f(x)[/itex] can be approximated to any accuracy by a linear combination of sign functions as:

[itex]f(x) ≈f(x_{0})+ \sum{[f(x_{i+1})-f(x_{i})]} \frac{1+ sgn(x -x_i)}{2}[/itex]

Homework Equations





The Attempt at a Solution



Looks like taylors theorem with a forward difference replaced with the derievative. It seems like the function only accepts sequential values approaching x from the left. That's about it. Anyone has any ideas?
 
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Doesn't look like Taylor series to me, nothing have been said about the difference between x_i and x_{i+1}. All I can see is that if {x_i} converges to x from the left, AND if f is left continuous, then the series converges to f(x). Not sure if this is necessary condition.