Parseval's theorem in the context of Plancherel theorem


Parseval's theorem in the context of Plancherel theorem

⭐ Core Definition: Parseval's theorem

In mathematics, Parseval's theorem usually refers to the result that the Fourier transform is unitary; loosely, that the sum (or integral) of the square of a function is equal to the sum (or integral) of the square of its transform. It originates from a 1799 theorem about series by Marc-Antoine Parseval, which was later applied to the Fourier series. It is also known as Rayleigh's energy theorem, or Rayleigh's identity, after John William Strutt, Lord Rayleigh.

Although the term "Parseval's theorem" is often used to describe the unitarity of any Fourier transform, especially in physics, the most general form of this property is more properly called the Plancherel theorem.

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Parseval's theorem in the context of Spectral density

In signal processing, the power spectrum of a continuous time signal describes the distribution of power into frequency components composing that signal. Fourier analysis shows that any physical signal can be decomposed into a distribution of frequencies over a continuous range, where some of the power may be concentrated at discrete frequencies. The statistical average of the energy or power of any type of signal (including noise) as analyzed in terms of its frequency content, is called its spectral density.

When the energy of the signal is concentrated around a finite time interval, especially if its total energy is finite, one may compute the energy spectral density. More commonly used is the power spectral density (PSD, or simply power spectrum), which applies to signals existing over all time, or over a time period large enough (especially in relation to the duration of a measurement) that it could as well have been over an infinite time interval. The PSD then refers to the spectral power distribution that would be found, since the total energy of such a signal over all time would generally be infinite. Summation or integration of the spectral components yields the total power (for a physical process) or variance (in a statistical process), identical to what would be obtained by integrating over the time domain, as dictated by Parseval's theorem.

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