Applied and Numerical Harmonic Analysis

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 Jayakumar Ramanathan

Methods of Applied
Fourier Analysis

Springer Science+Business Media, LLC

Jayakumar Ramanathan
Department of Mathematics
Eastern Michigan University
Ypsilanti, MI 48197

Library of Congress Cataloging-in-Publication Data

Ramanathan, Jayakumar, 1958-

Methods of applied fourier analyis / Jayakumar Ramanathan.
p. cm. -- (Applied and numerical harmonic analysis)
ISBN 978-1-4612-7267-0 ISBN 978-1-4612-1756-5 (eBook)
DOI 10.1007/978-1-4612-1756-5
1. Fourier analysis. 1. Title. II. Series.
QA403.5.R33 1998
515'.2433--dc21 98-4738
CIP

Printed on acid-free paper

© 1998 Springer Science+Business Media New York
Originally published by Birkhliuser Boston in 1998
Softcover reprint ofthe hardcover Ist edition 1998

Copyright is not c1aimed for works of U.S. Government employees.

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ISBN 978-1-4612-7267-0

Typeset by the Author in LArEX.

9 8 765 432 1
 Dedicated
to
Beth, Lauren, and Nicole.
Contents

Preface xi

1 Periodic Functions 1
1.1 The Characters . ..... 1
1.2 Some Tools of the Trade . 4
1.3 Fourier Series: LP Theory 8
1.4 Fourier Series: L 2 Theory 15
1.5 Fourier Analysis of Measures 19
1.6 Smoothness and Decay of Fourier Series 22
1.7 Translation Invariant Operators . 23
1.8 Problems ............ 27

2 Hardy Spaces 31
2.1 Hardy Spaces and Invariant Subspaces 31
2.2 Boundary Values of Harmonic FUnctions . 36
2.3 Hardy Spaces and Analytic FUnctions 42
2.4 The Structure of Inner FUnctions 45
2.5 The HI Case ........... 50
2.6 The Szego-Kolmogorov Theorem 53
2.7 Problems .... . . . . . . . . . 59

3 Prediction Theory 63
3.1 Introduction to Stationary Random Processes 63
3.2 Examples of Stationary Processes . . 68
3.3 The Reproducing Kernel . . . . . . . 71
3.4 Spectral Estimation and Prediction . 76
3.5 Problems ............... 84
4 Discrete Systems and Control Theory 87
4.1 Introduction to System Theory 87
4.2 Translation Invariant Operators . 90
4.3 Hoc Control Theory . . . . . . . 93
4.4 The Nehari Problem . . . . . . . 103
4.5 Commutant Lifting and Interpolation 108
4.6 Proof of the Commutant Lifting Theorem 112
4.7 Problems . 119

5 Harmonic Analysis in Euclidean Space 123

5.1 Function Spaces on R n . 123
5.2 The Fourier Transform on £1 . 127
5.3 Convolution and Approximation 134
5.4 The Fourier Transform: £2 Theory 138
5.5 Fourier Transform of Measures 145
5.6 Bochner's Theorem . 152
5.7 Problems . 156

6 Distributions 159
6.1 General Distributions . 159
6.2 Two Theorems on Distributions. 164
6.3 Schwartz Space . . . . . 172
6.4 Tempered Distributions 175
6.5 Sobolev Spaces 179
6.6 Problems . 184

7 Functions with Restricted Transforms 187

7.1 General Definitions and
the Sampling Formula . . . . . . . 187
7.2 The Paley-Wiener Theorem . . . . 192
7.3 Sampling Band-Limited Functions 199
7.4 Band-Limited Functions and Information 203
7.5 Problems . 215

8 Phase Space 219

8.1 The Uncertainty Principle . 219
8.2 The Ambiguity Function . . . . . . . 227
8.3 Phase Space and Orthonormal Bases 236
8.4 The Zak Transform and the Wilson Basis 243
8.5 An Approximation Theorem. 256
8.6 Problems . 260

viii
9 Wavelet Analysis 263
9.1 Multiresolution Approximations. 263
9.2 Wavelet Bases . . . . . . . . . . 267
9.3 Examples ............. 276
9.4 Compactly Supported Wavelets . 281
9.5 Compactly Supported Wavelets II 290
9.6 Problems ............ 299

A The Discrete Fourier Transform 301

A.l The Analysis of Periodic Sequences . 301
A.2 The Cooley-Thkey Algorithm . . 306
A.3 The Good-Winograd Algorithm. 310
A.4 Fast Computations of Integrals 313

B The Hermite Functions 317

Bibliography 323

Index 328

ix
Preface

From its inception, harmonic analysis has made fundamental connections

with other scientific disciplines. The aim of this book is to provide a math-
ematical introduction to this field with special emphasis on those topics
that do find direct application in engineering and the sciences. It must be
mentioned that, even with such a guideline, there is still great latitude in
the choice of possible topics; the particular choices made here are primarily
a matter of taste. The material should be accessible to graduate students
in mathematics with a good background in analysis.
The first chapter is an introduction to the basic ideas of trigonometric
series. The material includes a treatment of the £1 and £2 theory together
with important ancillary topics such as the Fourier analysis of measures.
Chapter 2 is an introduction to the theory of Hardy spaces. The structure
of inner and outer functions is presented along with a proof of the Szego-
Kolmogorov theorem.
With the theory of the first two chapters as a foundation, the next two
chapters develop material that is directly relevant to applications. Chapter
3 explores the prediction theory of discrete stationary stochastic processes.
This includes a discussion of the spectral theory of stationary processes as
well as prediction theory (including the maximum entropy solution). The
fourth chapter explores connections of Fourier series with discrete control
theory. Ideas and theorems basic to Boo control theory are given, including
Nehari's theorem and the commutant lifting theorem.
Chapters 5 and 6 are again of a foundational nature. The first of these
mirrors chapter 1 and exposits the basic theory of harmonic analysis in R n.
Chapter 6 is an introduction to the theory of distributions. This includes
the theory of tempered distributions as well as a rudimentary treatment of
Sobolev spaces.
The last three chapters are devoted to application-oriented topics in the
n
R setting. Chapter 7 begins with the connection between functions with
restricted Fourier transform and analytic function theory, the main result
being the Paley-Wiener theorems. The chapter then turns to the analy-
sis of band-limited functions with the aim of making rigorous connections
with the ideas of information theory. Chapter 8 is devoted to the analysis of
functions using techniques where the spatial (time) and frequency domains
are treated on an equal footing. The chapter begins with a discussion of the
uncertainty principle and the ambiguity transform. The rest is devoted to
various positive and negative results about the distribution of orthonormal
bases within phase space. The subject of the final chapter is wavelet the-
ory. After presenting the basic ideas of multiresolution approximations and
examples, the chapter covers the theory of compactly supported wavelets.
There are two appendices covering the discrete Fourier transform and
Hermite functions. Problems of varying difficulty are given at the end of
each chapter. Some ask the reader to fill in details while others explore
topics related to those presented in the text.
Acknowledgment It is a pleasure to thank my family for their encour-
agement throughout the duration of this project. Thanks also to Wayne
Yuhasz and Lauren Lavery of Birkhauser for their patient guidance through
the publication process.

Jayakumar Ramanathan
Ann Arbor, MI
1998

xii