mnb96
- 711
- 5
Hi,
the continuous Fourier Transform is often defined on a finite interval, usually [-\pi,\pi]:
\hat{f_k} = \frac{1}{2\pi}\int_{-\pi}^{\pi}f(x)e^{-ikx}dx
If I understood correctly, this allows the basis functions to be defined so that they have norm=1, and they form an orthonormal basis for L^2([-\pi,\pi]).
Now, I get confused when one tries to compute the FT of a function f in the whole \mathcal{R} because:
1) The 2-norm of the basis functions goes to +\infty
2) They are not square integrable
3) Should I conclude that the basis-functions are orthogonal but NOT orthonormal?
4) If (1,2,3) are correct, then what is the space spanned by the basis-functions?
5) Is it possible to define an orthonormal basis for L^2(\mathcal{R}) with Fourier basis ?
the continuous Fourier Transform is often defined on a finite interval, usually [-\pi,\pi]:
\hat{f_k} = \frac{1}{2\pi}\int_{-\pi}^{\pi}f(x)e^{-ikx}dx
If I understood correctly, this allows the basis functions to be defined so that they have norm=1, and they form an orthonormal basis for L^2([-\pi,\pi]).
Now, I get confused when one tries to compute the FT of a function f in the whole \mathcal{R} because:
1) The 2-norm of the basis functions goes to +\infty
2) They are not square integrable
3) Should I conclude that the basis-functions are orthogonal but NOT orthonormal?
4) If (1,2,3) are correct, then what is the space spanned by the basis-functions?
5) Is it possible to define an orthonormal basis for L^2(\mathcal{R}) with Fourier basis ?
Last edited: