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7 - Note 28. Nov 2023

The document provides an overview of approximation methods and Fourier analysis. It discusses: 1. The Vondermonde method for finding the best linear approximation to a given function. 2. How the least squares method can be used to find the best polynomial approximation to a set of data points. 3. Properties of the Fourier transform and how it can be used to represent periodic functions as sums of sinusoids. 4. How orthogonality of trigonometric functions allows extracting Fourier coefficients using integrals, and the discrete Fourier transform provides coefficients for a finite set of data points.

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Hamd Imran
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0% found this document useful (0 votes)
14 views

7 - Note 28. Nov 2023

The document provides an overview of approximation methods and Fourier analysis. It discusses: 1. The Vondermonde method for finding the best linear approximation to a given function. 2. How the least squares method can be used to find the best polynomial approximation to a set of data points. 3. Properties of the Fourier transform and how it can be used to represent periodic functions as sums of sinusoids. 4. How orthogonality of trigonometric functions allows extracting Fourier coefficients using integrals, and the discrete Fourier transform provides coefficients for a finite set of data points.

Uploaded by

Hamd Imran
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Approximation

Vondermonde method
d lineor in a b
Given f x
af b fax
Xi yd Xz Yz 3,43

seek the best approximation ca b

Afi Xi b fake Ys
t bfz.kz
Afn Xz ya
t bf2K3
af 1 3 43
3 overdetermined cannot besolved
egs 2porometers
f HD fixe Yi

fi Xz fake
e l I
I Xz

XT o a
p t b
o

Find such thatthe error E


s g
p E Y F is minimal
solution F is the projectionof I
g
Ii inthe Ii Ii Ipeone
7
p E'I III E peone

F A a XT biz
g

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l
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IF'T
e
f
R 1 IET C o e
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R2
adj
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oscillations bod approximation

adj R2 1 mm
t R2
n

m number ofpoint
is number
of porometers
increase n reeotive to m R't fi E t AIT n P
Nonlinear regression
b
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Ela b Yi f ki fyi ae
b
5

Minimum
b b
FEA 2
If fyi ae j e o

b
a e a eb x o
fig 2
yi
non linear system of equations
s

V
Xmin
Fourier Transform

2T periodic functions
f G f Xt 2T tx
exompe Tg an aes nx t bn sin nx is 21T periodic

NE 21

if not 2 not at periodic


discrete frequencies
If f periodic
not periodic continuous spectrum
f
inxte inxjtgy.ceinx.e ing
coefficients ay
in
An bn e ant ibn e
2

Cn C n

Cn C n

Co Ao

An Cnt C n n 0

bn icon C n

Spectrum Ao Idol Kol


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Note for ferrenfet fCN ftx bn 0 Inez
odd
f ft an o i
I
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discrete spectrum
f 2nF
acne
distinct frequencies
among
orthogonality 2T
Mtn
Tg ein't eim d f e d o n t m

0
0
I
cos mtn x isin mtn x
21T
i o
n m
O
f e DX 21T

im
f
m
II acne dx
le
m
ein dx
e
f dx
II Cne cm.at

0
if ntm
21T if n m
m
dx
cm
0
e
f

Orthogonality for sinnx cos nx

ing
2
sin Knx Sin nx Tfeim e imxyceinx e

T Sm n IT Im n

Gm n n m n
o mtn

cos mx coscnx dx IT8mm IT dm n

T
coscmx sin hx dx O
x Emo fan cosCnx tbh sincnx HEIN
f
sinCmx
fk dx Info an coknxlsincmxjtbnsincmxjsincnxdd

bm.IT
so not defined
bm sin m x
fix dx

cos Cmx
fk dx Info anceschxkees Cmx tbh cos Cmx sincnx dx

Am I

am
if cos m x
fix dx
2T 2T
For do
ff DX 21T Teo To fix DX
2
To Ae
2

Discrete Fourier Transform

en ta e
f dx
O f 21T

in't
at fj e
II fo Kitty'tZ

CnTH
o fj zhjozII en

i
z t e j I

AN
Cn Cmtn discrete spectrum finite frequencies information
loss
also Cn C Nth

reconstruction
Signol
Original fan NI
is replacedby
inx
2 one
gk h o

II fjeinxfe.it iY
MY Ny eincx g
e Xj
2
it Eoff n
Let X Xm 2 m me 6 N I interpolation nodes
yI
n
m g a einem j
m
j e µ

ein Xm Xj an
m
tj 1 NI
einem Mi z an ta o
h 0 h o A A

a e FF N Mj

gam t II fj N 8mg fm fam


Xm
f xm t m o N l
gp p
complex reel volued

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