设 f ( x ) f(x) f(x) 是定义在 [ − l , l ] [-l,l] [−l,l] 上的实函数,证明:
1 l ∫ − l l [ f ( x ) − a 0 2 − ∑ n = 1 N ( a n cos n π x l + b n sin n π x l ) ] 2 d x ≤ 1 l ∫ − l l [ f ( x ) − A 0 2 − ∑ n = 1 N ( A n cos n π x l + B n sin n π x l ) ] 2 d x \dfrac 1l\int_{-l}^l\left[f(x)-\dfrac{a_0}2-\sum_{n=1}^N\left(a_n\cos\dfrac{n\pi x}l+b_n\sin\dfrac{n\pi x}l\right)\right]^2\text dx\le\dfrac 1l\int_{-l}^l\left[f(x)-\dfrac{A_0}2-\sum_{n=1}^N\left(A_n\cos\dfrac{n\pi x}l+B_n\sin\dfrac{n\pi x}l\right)\right]^2\text dx l1∫−ll[f(x)−2a0−n=1∑N(ancoslnπx+bnsinlnπx)]2dx≤l1∫−ll[f(x)−2A0−n=1∑N(Ancoslnπx+Bnsinlnπx)]2dx
其中 a n , b n a_n,b_n an,bn 是 f ( x ) f(x) f(x) 的傅里叶系数, A n , B n A_n,B_n An,Bn 是任意常数。上式当且仅当 A n = a n , B n = b n A_n=a_n,B_n=b_n An=an,Bn=bn 时等号成立。
记
S N ( x ) = a 0 2 + ∑ n = 1 N ( a n cos n π x l + b n sin n π x l ) T N ( x ) = A 0 2 + ∑ n = 1 N ( A n cos n π x l + B n sin n π x l ) \begin{aligned} S_N(x)&=\dfrac{a_0}2+\sum_{n=1}^N\left(a_n\cos\dfrac{n\pi x}l+b_n\sin\dfrac{n\pi x}l\right)\\ T_N(x)&=\dfrac{A_0}2+\sum_{n=1}^N\left(A_n\cos\dfrac{n\pi x}l+B_n\sin\dfrac{n\pi x}l\right) \end{aligned} SN(x)TN(x)=2a0+n=1∑N(ancoslnπx+bnsinlnπx)=2A0+n=1∑N(Ancoslnπx+Bnsinlnπx)
对于 [ − l , l ] [-l,l] [−l,l] 上的全体连续函数,定义内积
( f ( x ) , g ( x ) ) = 1 l ∫ − l l f ( x ) g ( x ) d x (f(x),g(x))=\dfrac 1l\int_{-l}^lf(x)g(x)\text dx (f(x),g(x))=l1∫−llf(x)g(x)dx
则原不等式即为
∥ f ( x ) − S N ( x ) ) ∥ 2 ≤ ∥ f ( x ) − T N ( x ) ∥ 2 \Vert f(x)-S_N(x))\Vert^2\le\Vert f(x)-T_N(x)\Vert^2 ∥f(x)−SN(x))∥2≤∥f(x)−TN(x)∥2
并且根据傅里叶系数的计算式,有
a n = 1 l ∫ − l l f ( x ) cos n π x l d x = ( f ( x ) , cos n π x l ) b n = 1 l ∫ − l l f ( x ) sin n π x l d x = ( f ( x ) , sin n π x l ) \begin{aligned} a_n&=\dfrac 1l\int_{-l}^lf(x)\cos\dfrac{n\pi x}l\text dx=\left(f(x),\cos\dfrac{n\pi x}l\right)\\ b_n&=\dfrac 1l\int_{-l}^lf(x)\sin\dfrac{n\pi x}l\text dx=\left(f(x),\sin\dfrac{n\pi x}l\right) \end{aligned} anbn=l1∫−llf(x)coslnπxdx=(f(x),coslnπx)=l1∫−llf(x)sinlnπxdx=(f(x),sinlnπx)
可以证明三角函数系 { 1 , cos n π x l , sin n π x l } ( n = 1 , 2 , ⋯ , N ) \left\{1,\cos\dfrac{n\pi x}l,\sin\dfrac{n\pi x}l\right\}(n=1,2,\cdots,N) {1,coslnπx,sinlnπx}(n=1,2,⋯,N) 在定义的内积下两两正交,且 1 1 1 的模为 2 2 2 , cos n π x l , sin n π x l \cos\dfrac{n\pi x}l,\sin\dfrac{n\pi x}l coslnπx,sinlnπx 的模均为 1 1 1 。因此有
( f ( x ) , T N ( x ) ) = ( f ( x ) , A 0 2 + ∑ n = 1 N ( A n cos n π x l + B n sin n π x l ) ) = A 0 2 ( f ( x ) , 1 ) + ∑ n = 1 N [ A n ( f ( x ) , cos n π x l ) + B n ( f ( x ) , sin n π x l ) ] = A 0 a 0 2 + ∑ n = 1 N ( A n a n + B n b n ) ( f ( x ) , S N ( x ) ) = ( f ( x ) , a 0 2 + ∑ n = 1 N ( a n cos n π x l + b n sin n π x l ) ) = a 0 2 ( f ( x ) , 1 ) + ∑ n = 1 N [ a n ( f ( x ) , cos n π x l ) + b n ( f ( x ) , sin n π x l ) ] = a 0 2 2 + ∑ n = 1 N ( a n 2 + b n 2 ) ( S N ( x ) , T N ( x ) ) = ( a 0 2 + ∑ n = 1 N ( a n cos n π x l + b n sin n π x l ) , A 0 2 + ∑ n = 1 N ( A n cos n π x l + B n sin n π x l ) ) = A 0 a 0 4 ( 1 , 1 ) + ∑ n = 1 N [ A n a n ( cos n π x l , cos n π x l ) + B n b n ( sin n π x l , sin n π x l ) ] = A 0 a 0 2 + ∑ n = 1 N ( A n a n + B n b n ) ( S N ( x ) , S N ( x ) ) = ( a 0 2 + ∑ n = 1 N ( a n cos n π x l + b n sin n π x l ) , a 0 2 + ∑ n = 1 N ( a n cos n π x l + b n sin n π x l ) ) = a 0 2 4 ( 1 , 1 ) + ∑ n = 1 N [ a n 2 ( cos n π x l , cos n π x l ) + b n 2 ( sin n π x l , sin n π x l ) ] = a 0 2 2 + ∑ n = 1 N ( a n 2 + b n 2 ) \begin{aligned} (f(x),T_N(x))&=\left(f(x),\dfrac{A_0}2+\sum_{n=1}^N\left(A_n\cos\dfrac{n\pi x}l+B_n\sin\dfrac{n\pi x}l\right)\right)\\ &=\dfrac{A_0}2(f(x),1)+\sum_{n=1}^N\left[A_n\left(f(x),\cos\dfrac{n\pi x}l\right)+B_n\left(f(x),\sin\dfrac{n\pi x}l\right)\right]\\ &=\dfrac{A_0a_0}2+\sum_{n=1}^N(A_na_n+B_nb_n) \\ (f(x),S_N(x))&=\left(f(x),\dfrac{a_0}2+\sum_{n=1}^N\left(a_n\cos\dfrac{n\pi x}l+b_n\sin\dfrac{n\pi x}l\right)\right)\\ &=\dfrac{a_0}2(f(x),1)+\sum_{n=1}^N\left[a_n\left(f(x),\cos\dfrac{n\pi x}l\right)+b_n\left(f(x),\sin\dfrac{n\pi x}l\right)\right]\\ &=\dfrac{a_0^2}2+\sum_{n=1}^N\left(a_n^2+b_n^2\right) \\ (S_N(x),T_N(x))&=\left(\dfrac{a_0}2+\sum_{n=1}^N\left(a_n\cos\dfrac{n\pi x}l+b_n\sin\dfrac{n\pi x}l\right),\dfrac{A_0}2+\sum_{n=1}^N\left(A_n\cos\dfrac{n\pi x}l+B_n\sin\dfrac{n\pi x}l\right)\right)\\ &=\dfrac{A_0a_0}4(1,1)+\sum_{n=1}^N\left[A_na_n\left(\cos\dfrac{n\pi x}l,\cos\dfrac{n\pi x}l\right)+B_nb_n\left(\sin\dfrac{n\pi x}l,\sin\dfrac{n\pi x}l\right)\right]\\ &=\dfrac{A_0a_0}2+\sum_{n=1}^N(A_na_n+B_nb_n) \\ (S_N(x),S_N(x))&=\left(\dfrac{a_0}2+\sum_{n=1}^N\left(a_n\cos\dfrac{n\pi x}l+b_n\sin\dfrac{n\pi x}l\right),\dfrac{a_0}2+\sum_{n=1}^N\left(a_n\cos\dfrac{n\pi x}l+b_n\sin\dfrac{n\pi x}l\right)\right)\\ &=\dfrac{a_0^2}4(1,1)+\sum_{n=1}^N\left[a_n^2\left(\cos\dfrac{n\pi x}l,\cos\dfrac{n\pi x}l\right)+b_n^2\left(\sin\dfrac{n\pi x}l,\sin\dfrac{n\pi x}l\right)\right]\\ &=\dfrac{a_0^2}2+\sum_{n=1}^N\left(a_n^2+b_n^2\right) \end{aligned} (f(x),TN(x))(f(x),SN(x))(SN(x),TN(x))(SN(x),SN(x))=(f(x),2A0+n=1∑N(Ancoslnπx+Bnsinlnπx))=2A0(f(x),1)+n=1∑N[An(f(x),coslnπx)+Bn(f(x),sinlnπx)]=2A0a0+n=1∑N(Anan+Bnbn)=(f(x),2a0+n=1∑N(ancoslnπx+bnsinlnπx))=2a0(f(x),1)+n=1∑N[an(f(x),coslnπx)+bn(f(x),sinlnπx)]=2a02+n=1∑N(an2+bn2)=(2a0+n=1∑N(ancoslnπx+bnsinlnπx),2A0+n=1∑N(Ancoslnπx+Bnsinlnπx))=4A0a0(1,1)+n=1∑N[Anan(coslnπx,coslnπx)+Bnbn(sinlnπx,sinlnπx)]=2A0a0+n=1∑N(Anan+Bnbn)=(2a0+n=1∑N(ancoslnπx+bnsinlnπx),2a0+n=1∑N(ancoslnπx+bnsinlnπx))=4a02(1,1)+n=1∑N[an2(coslnπx,coslnπx)+bn2(sinlnπx,sinlnπx)]=2a02+n=1∑N(an2+bn2)
可以发现 ( f ( x ) , T N ( x ) ) = ( S N ( x ) , T N ( x ) ) , ( f ( x ) , S N ( x ) ) = ( S N ( x ) , S N ( x ) ) (f(x),T_N(x))=(S_N(x),T_N(x)),(f(x),S_N(x))=(S_N(x),S_N(x)) (f(x),TN(x))=(SN(x),TN(x)),(f(x),SN(x))=(SN(x),SN(x)) ,故
( f ( x ) − S N ( x ) , S N ( x ) − T N ( x ) ) = ( f ( x ) , S N ( x ) ) − ( f ( x ) , T N ( x ) ) − ( S N ( x ) , S N ( x ) ) + ( S N ( x ) , T N ( x ) ) = 0 \begin{aligned} &(f(x)-S_N(x),S_N(x)-T_N(x))\\ =&(f(x),S_N(x))-(f(x),T_N(x))-(S_N(x),S_N(x))+(S_N(x),T_N(x))\\ =&0 \end{aligned} ==(f(x)−SN(x),SN(x)−TN(x))(f(x),SN(x))−(f(x),TN(x))−(SN(x),SN(x))+(SN(x),TN(x))0
因此 f ( x ) − S N ( x ) f(x)-S_N(x) f(x)−SN(x) 与 S N ( x ) − T N ( x ) S_N(x)-T_N(x) SN(x)−TN(x) 正交。由勾股定理得
∥ f ( x ) − T N ( x ) ∥ 2 = ∥ ( f ( x ) − S N ( x ) ) + ( S N ( x ) − T N ( x ) ) ∥ 2 = ∥ f ( x ) − S N ( x ) ∥ 2 + ∥ S N ( x ) − T N ( x ) ∥ 2 ≥ ∥ f ( x ) − S N ( x ) ∥ 2 \begin{aligned} \Vert f(x)-T_N(x)\Vert^2&=\Vert(f(x)-S_N(x))+(S_N(x)-T_N(x))\Vert^2\\ &=\Vert f(x)-S_N(x)\Vert^2+\Vert S_N(x)-T_N(x)\Vert^2\\ &\ge\Vert f(x)-S_N(x)\Vert^2 \end{aligned} ∥f(x)−TN(x)∥2=∥(f(x)−SN(x))+(SN(x)−TN(x))∥2=∥f(x)−SN(x)∥2+∥SN(x)−TN(x)∥2≥∥f(x)−SN(x)∥2
当且仅当 ∥ S N ( x ) − T N ( x ) ∥ 2 = 0 \Vert S_N(x)-T_N(x)\Vert^2=0 ∥SN(x)−TN(x)∥2=0 ,即 S N ( x ) = T N ( x ) S_N(x)=T_N(x) SN(x)=TN(x) ,也即 A n = a n , B n = b n A_n=a_n,B_n=b_n An=an,Bn=bn 时等号成立。