Generalized Fourier Series

The generalized Fourier series of a square-integrable function f: →, with respect to Φ, is then

where the coefficients are given by

If Φ is a complete set, i.e., an orthonormal basis of the space of all square-integrable functions on, as opposed to a smaller orthonormal set, the relation becomes equality in the sense, more precisely modulo |·|w (not necessarily pointwise, nor almost everywhere).

Read more about Generalized Fourier Series:  Example (Fourier–Legendre Series)

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