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Generalized Fourier series : ウィキペディア英語版
Generalized Fourier series

In mathematical analysis, many generalizations of Fourier series have proved to be useful.
They are all special cases of decompositions over an orthonormal basis of an inner product space.
Here we consider that of square-integrable functions defined on an interval of the real line, which is important, among others, for interpolation theory.
==Definition==

Consider a set of square-integrable functions with values in \mathbb=\mathbb\mbox\mathbb,
:\Phi = \_^\infty,
which are pairwise orthogonal for the inner product
:\langle f, g\rangle_w = \int_a^b f(x)\,\overline(x)\,w(x)\,dx
where ''w''(''x'') is a weight function, and \overline\cdot represents complex conjugation, i.e. \overline(x)=g(x) for \mathbb=\mathbb.
The generalized Fourier series of a square-integrable function ''f'': (''b'' ) → \mathbb,
with respect to Φ, is then
:f(x) \sim \sum_^\infty c_n\varphi_n(x),
where the coefficients are given by
:c_n = .
If Φ is a complete set, i.e., an orthonormal basis of the space of all square-integrable functions on (''b'' ), as opposed to a smaller orthonormal set,
the relation \sim \, becomes equality in the '''' sense, more precisely modulo |·|''w'' (not necessarily pointwise, nor almost everywhere).

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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