Parseval's identity


In mathematical analysis, Parseval's identity, named after Marc-Antoine Parseval, is a fundamental result on the summability of the Fourier series of a function. The identity asserts the equality of the energy of a periodic signal and the energy of its frequency domain representation. Geometrically, it is a generalized Pythagorean theorem for inner-product spaces.
The identity asserts that the sum of squares of the Fourier coefficients of a function is equal to the integral of the square of the function,
where the Fourier coefficients of are given by
The result holds as stated, provided is a square-integrable function or, more generally, in Lp space A similar result is the Plancherel theorem, which asserts that the integral of the square of the Fourier transform of a function is equal to the integral of the square of the function itself. In one-dimension, for

Generalization of the Pythagorean theorem

The identity is related to the Pythagorean theorem in the more general setting of a separable Hilbert space as follows. Suppose that is a Hilbert space with inner product Let be an orthonormal basis of ; i.e., the linear span of the is dense in and the are mutually orthonormal:
Then Parseval's identity asserts that for every
This is directly analogous to the Pythagorean theorem in Euclidean geometry, which asserts that the sum of the squares of the components of a vector in an orthonormal basis is equal to the squared length of the vector. One can recover the Fourier series version of Parseval's identity by letting be the Hilbert space and setting for
More generally, Parseval's identity holds for arbitrary Hilbert spaces, not necessarily separable. When the Hilbert space is not separable any orthonormal basis is uncountable and we need to generalize the concept of a series to an unconditional sum as follows: let an orthonormal basis of a Hilbert space, then we say that converges unconditionally if for every there exists a finite subset such that
for any pair of finite subsets that contains . Note that in this case we are using a net to define the unconditional sum.