Trigonometric interpolation polynomial

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SUMMARY

The discussion focuses on determining the coefficients \(c_l\) and \(d_m\) for the trigonometric interpolation polynomial \(P(t)\) that approximates the function \(f(t)\) defined by a summation involving cosine and sine terms. The function \(f(t)\) is expressed as \(f(t) = \sum_{k=0}^{99} (k \cos(2\pi k t) - k \sin(2\pi k t))\). Participants suggest using geometric series and differentiation techniques to evaluate the sums involved in \(f(t)\) and to derive the necessary coefficients for the least squares approximation.

PREREQUISITES
  • Understanding of trigonometric functions and their properties
  • Familiarity with least squares approximation techniques
  • Knowledge of geometric series and complex exponentials
  • Basic calculus, particularly differentiation of series
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  • Learn how to derive coefficients in trigonometric interpolation polynomials
  • Study the application of geometric series in evaluating summations
  • Explore differentiation techniques for series involving trigonometric functions
  • Investigate least squares fitting methods for polynomial approximations
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Mathematicians, engineering students, and anyone involved in numerical analysis or approximation theory will benefit from this discussion, particularly those focusing on trigonometric interpolation and least squares methods.

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Homework Statement


Let t_j=j/100, a_j=j, b_j=-j, for j=0,1,...,99. Define f(t)=\sum\limits_{k=0}^{99} (a_k\cos(2\pi kt)+b_k\sin(2\pi kt))
Determine the values of c_l, d_m for l= 0,...5, m=1,...,4, so that P(t)=\frac{c_0}{2}+\sum\limits_{k=1}^4 (c_k\cos(2\pi kt)+d_k\sin(2\pi kt))+c_5\cos(10\pi kt)
is the least squares approximation to the data point (t_j,f(t_j)) for j=0,...,99.

Homework Equations


c_k=\frac{1}{50}\sum\limits_{j=0}^{99} f(t_j)\cos(2\pi kt_j)
d_k=\frac{1}{50}\sum\limits_{j=0}^{99} f(t_j)\sin(2\pi kt_j)

The Attempt at a Solution


It's clear that I have to evaluate f(t_j) first, but I don't know how to. I've tried simplifying the expression for f(t_j) a bit but this is all I can get
f(t_j)=100\sum\limits_{k=1}^{49}\cos(2\pi kt_j)+50\cos(2\pi50t_j)+\sum\limits_{k=1}^{49}(100-2k)\sin(2\pi kt_j))
since \cos(2\pi(100-k)t_j)=\cos(2\pi kt_j), \sin(2\pi(100-k)t_j)=-\sin(2\pi kt_j), \sin(2\pi 50t_j)=0.
I would be much appreciated if someone could help me evaluate this summation, thanks!
 
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You have
$$f(t) = \sum_{k=0}^{99} [k \cos(2\pi k t) - k \sin(2\pi k t)].$$ You could try using the fact that
$$k \cos(2\pi k t) - k \sin(2\pi k t) = \frac{1}{2\pi}\frac{\partial}{\partial t} [\sin(2\pi k t) + \cos (2\pi k t)].$$ You can evaluate the sums of sin and cos by considering the geometric series ##(e^{i2\pi t})^k##.
 
Thanks for the idea, but I can't seem to arrive at anything useful. Here's what I have done
$$f(t) = \sum_{k=0}^{99} [k \cos(2\pi k t) - k \sin(2\pi k t)]=\frac{1}{2\pi}\frac{\partial}{\partial t}\sum_{k=0}^{99} [\sin(2\pi k t) + \cos (2\pi k t)].$$
$$\sum_{k=0}^{99}\sin(2\pi k t)=\mathrm{Im}\sum_{k=0}^{99} (e^{i2\pi t})^k=\ldots=\frac{\sin(100\pi t)\sin(99\pi t)}{\sin (\pi t)}$$
Similarly, $$\sum_{k=0}^{99}\sin(2\pi k t)=1+\frac{\cos(100\pi t)\sin(99\pi t)}{\sin (\pi t)}$$
I'm not going to differentiate this whole thing wrt t, am I?
 
Yeah, that does look like it's going to be tedious, doesn't it? Perhaps you can differentiate a little earlier when you have the results of the sums in terms of complex exponentials still.
 
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