Parsevals theorem

In mathematics, Parsevals theorem

[1]
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 trans-
form. 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 Rayleighs energy the-
orem, or Rayleighs Identity, after John William Strutt,
Lord Rayleigh.
[2]
Although the term Parsevals theorem is often used to
describe the unitarity of any Fourier transform, espe-
cially in physics and engineering, the most general form
of this property is more properly called the Plancherel
theorem.
[3]
1 Statement of Parsevals theorem
Suppose that A(x) and B(x) are two square integrable
(with respect to the Lebesgue measure), complex-valued
functions on R of period 2 with Fourier series
A(x) =

n=
a
n
e
inx
and
B(x) =

n=
b
n
e
inx
respectively. Then

n=
a
n
b
n
=
1
2

A(x)B(x) dx,
where i is the imaginary unit and horizontal bars indicate
complex conjugation.
More generally, given an abelian topological group G
with Pontryagin dual G^, Parsevals theorem says the
PontryaginFourier transform is a unitary operator be-
tween Hilbert spaces L
2
(G) and L
2
(G^) (with integration
being against the appropriately scaled Haar measures on
the two groups.) When G is the unit circle T, G^ is the
integers and this is the case discussed above. When G is
the real line R, G^ is also R and the unitary transform
is the Fourier transform on the real line. When G is the
cyclic group Z, again it is self-dual and the Pontryagin
Fourier transform is what is called discrete-time Fourier
transform in applied contexts.
2 Notation used in engineering and
physics
In physics and engineering, Parsevals theorem is often
written as:

|x(t)|
2
dt =

|X(f)|
2
df
where X(f) = F{x(t)} represents the continuous
Fourier transform (in normalized, unitary form) of x(t)
and f represents the frequency component (not angular
frequency) of x.
The interpretation of this form of the theorem is that the
total energy contained in a waveform x(t) summed across
all of time t is equal to the total energy of the wave-
forms Fourier Transform X(f) summed across all of its
frequency components f.
For discrete time signals, the theorem becomes:

n=
|x[n]|
2
=
1
2

|X(e
i
)|
2
d
where X is the discrete-time Fourier transform (DTFT)
1
2 6 EXTERNAL LINKS
of x and represents the angular frequency (in radians
per sample) of x.
Alternatively, for the discrete Fourier transform (DFT),
the relation becomes:
N1

n=0
|x[n]|
2
=
1
N
N1

k=0
|X[k]|
2
where X[k] is the DFT of x[n], both of length N.
3 See also
Parsevals theorem is closely related to other mathemati-
cal results involving unitarity transformations:
Parsevals identity
Plancherels theorem
WienerKhinchin theorem
Bessels inequality
4 Notes
[1] Parseval des Chnes, Marc-Antoine Mmoire sur les
sries et sur l'intgration complte d'une quation aux dif-
frences partielles linaire du second ordre, coecients
constants presented before the Acadmie des Sciences
(Paris) on 5 April 1799. This article was published in M-
moires prsents lInstitut des Sciences, Lettres et Arts, par
divers savans, et lus dans ses assembles. Sciences, math-
matiques et physiques. (Savans trangers.), vol. 1, pages
638648 (1806).
[2] Rayleigh, J.W.S. (1889) On the character of the com-
plete radiation at a given temperature, Philosophical
Magazine, vol. 27, pages 460469. Available on-line
here.
[3] Plancherel, Michel (1910) Contribution a l'etude de la
representation d'une fonction arbitraire par les integrales
dnies, Rendiconti del Circolo Matematico di Palermo,
vol. 30, pages 298335.
5 References
Parseval, MacTutor History of Mathematics archive.
George B. Arfken and Hans J. Weber, Mathematical
Methods for Physicists (Harcourt: San Diego, 2001).
Hubert Kennedy, Eight Mathematical Biographies
(Peremptory Publications: San Francisco, 2002).
Alan V. Oppenheim and Ronald W. Schafer,
Discrete-Time Signal Processing 2nd Edition (Pren-
tice Hall: Upper Saddle River, NJ, 1999) p 60.
William McC. Siebert, Circuits, Signals, and Sys-
tems (MIT Press: Cambridge, MA, 1986), pp. 410
411.
David W. Kammler, A First Course in Fourier Anal-
ysis (PrenticeHall, Inc., Upper Saddle River, NJ,
2000) p. 74.
6 External links
Parsevals Theorem on Mathworld
3
7 Text and image sources, contributors, and licenses
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