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 transform. 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 theorem, or Rayleighs Identity, after John William Strutt,
Lord Rayleigh.[2]

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 PontryaginFourier
transform is what is called discrete Fourier transform in
applied contexts.

2 Notation used in engineering and

physics

Although the term Parsevals theorem is often used to

describe the unitarity of any Fourier transform, especially in physics and engineering, the most general form In physics and engineering, Parsevals theorem is often
of this property is more properly called the Plancherel written as:
theorem.[3]



1
|x(t)|2 dt =
|X()|2 d =
|X(2f )|2 df
2

Statement of Parsevals theorem

where X() = F {x(t)} represents the continuous

Suppose that A(x) and B(x) are two square integrable Fourier transform (in normalized, unitary form) of x(t),
(with respect to the Lebesgue measure), complex-valued and = 2f is frequency in radians per second.
functions on R of period 2 with Fourier series
The interpretation of this form of the theorem is that the
total energy of a signal can be calculated by summing
power-per-sample across time or spectral power across

frequency.
inx
A(x) =
a e
n

For discrete time signals, the theorem becomes:

n=

and

B(x) =

n=

bn einx

respectively. Then

n=

an bn =

1
2

1
2

|X(ei )|2 d

where X is the discrete-time Fourier transform (DTFT)

of x and represents the angular frequency (in radians
per sample) of x.

n=

|x[n]|2 =

Alternatively, for the discrete Fourier transform (DFT),

the relation becomes:

A(x)B(x) dx,

N
1

where i is the imaginary unit and horizontal bars indicate

complex conjugation.

n=0

|x[n]|2 =

N 1
1
|X[k]|2
N
k=0

where X[k] is the DFT of x[n], both of length N.

More generally, given an abelian topological group G
with Pontryagin dual G^, Parsevals theorem says the
PontryaginFourier transform is a unitary operator between Hilbert spaces L2 (G) and L2 (G^) (with integration 3 See also
being against the appropriately scaled Haar measures on
the two groups.) When G is the unit circle T, G^ is the in- Parsevals theorem is closely related to other mathematitegers and this is the case discussed above. When G is the cal results involving unitarity transformations:
1

5
Parsevals identity
Plancherels theorem
WienerKhinchin theorem
Bessels inequality

[1] Parseval des Chnes, Marc-Antoine Mmoire sur les

sries et sur l'intgration complte d'une quation aux diffrences partielles linaire du second ordre, coecients
constants presented before the Acadmie des Sciences
(Paris) on 5 April 1799. This article was published in Mmoires prsents lInstitut des Sciences, ettres et Arts, par
divers savans, et lus dans ses assembles. Sciences, mathmatiques et physiques. (Savans trangers.), vol. 1, pages
638648 (1806).
[2] Rayleigh, J.W.S. (1889) On the character of the complete 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.

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 (Prentice Hall: Upper Saddle River, NJ, 1999) p 60.
William McC. Siebert, Circuits, Signals, and Systems
(MIT Press: Cambridge, MA, 1986), pp. 410411.
David W. Kammler, A First Course in Fourier Analysis (PrenticeHall, Inc., Upper Saddle River, NJ,
2000) p. 74.

External links
Parsevals Theorem on Mathworld

EXTERNAL LINKS

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