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  • 09 Hilbert Spaces

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    Krsto Prorokovic
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    Hilbert spaces are vector spaces with an inner product that are complete with respect to the norm defined by the inner product. They are useful for studying concepts like Fourier analysis and quantum mechanics. Some examples of Hilbert spaces include the space of complex vectors Cn with the inner product defined as the sum of the products of corresponding entries, the space of finite energy complex functions L2(R) with the inner product defined as the integral of the product of the two functions, and the space of square-summable sequences l2(Z) with the inner product defined as the sum of the products of corresponding sequence entries.

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    Hilbert Spaces for Signal Processing

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    Hilbert spaces are vector spaces with an inner product that are complete with respect to the norm defined by the inner product. They are useful for studying concepts like Fourier analysis and quantum mechanics. Some examples of Hilbert spaces include the space of complex vectors Cn with the inner product defined as the sum of the products of corresponding entries, the space of finite energy complex functions L2(R) with the inner product defined as the integral of the product of the two functions, and the space of square-summable sequences l2(Z) with the inner product defined as the sum of the products of corresponding sequence entries.

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    © All Rights Reserved
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    16 views2 pages

    09 Hilbert Spaces

    Uploaded by

    Krsto Prorokovic
    Hilbert spaces are vector spaces with an inner product that are complete with respect to the norm defined by the inner product. They are useful for studying concepts like Fourier analysis and quantum mechanics. Some examples of Hilbert spaces include the space of complex vectors Cn with the inner product defined as the sum of the products of corresponding entries, the space of finite energy complex functions L2(R) with the inner product defined as the integral of the product of the two functions, and the space of square-summable sequences l2(Z) with the inner product defined as the sum of the products of corresponding sequence entries.

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    © All Rights Reserved
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    of 2

    Connexions module: m10840

    Hilbert Spaces

    Justin Romberg
    This work is produced by The Connexions Project and licensed under the
    Creative Commons Attribution License 3.0

    Abstract
    This module will provide an introduction to the concepts of Hilbert spaces.

    1 Hilbert Spaces
    A vector space S with a valid inner product1 dened on it is called an inner product space, which is also
    a normed linear space. A Hilbert space is an inner product space that is complete with respect to the
    norm dened using the inner product. Hilbert spaces are named after David Hilbert2 , who developed this
    idea through his studies of integral equations. We dene our valid norm using the inner product as:
    k x k=

    (1)

    < x, x >

    Hilbert spaces are useful in studying and generalizing the concepts of Fourier expansion, Fourier transforms,
    and are very important to the study of quantum mechanics. Hilbert spaces are studied under the functional
    analysis branch of mathematics.
    1.1 Examples of Hilbert Spaces

    Below we will list a few examples of Hilbert spaces3 . You can verify that these are valid inner products at
    home.
    For Cn ,

    < x, y >= y x =

    y0

    y1

    ...

    yn1

    x0

    x1

    n1
    X

    xi yi
    =

    i=0

    ..
    .

    xn1
    Space of nite energy complex functions: L2 (R)
    Z
    < f, g >=

    f (t) g (t)dt

    Version

    2.7: Dec 26, 2013 4:28 pm -0600

    http://creativecommons.org/licenses/by/3.0/

    1 "Inner Products" <http://cnx.org/content/m10755/latest/>


    2 http://www-history.mcs.st-andrews.ac.uk/history/Mathematicians/Hilbert.html
    3 "Hilbert Spaces" <http://cnx.org/content/m10434/latest/>

    http://cnx.org/content/m10840/2.7/

    Connexions module: m10840

    Space of square-summable sequences: `2 (Z)


    < x, y >=

    X
    i=

    http://cnx.org/content/m10840/2.7/

    x [i] y [i]

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