NOTE: THIS DOCUMENT IS OBSOLETE, PLEASE CHECK THE NEW VERSION: "Mathematics of the Discrete Fourier Transform (DFT), with Audio Applications --- Second Edition", by Julius O. Smith III, W3K Publishing, 2007, ISBN 978-0-9745607-4-8. - Copyright © 2017-09-28 by Julius O. Smith III - Center for Computer Research in Music and Acoustics (CCRMA), Stanford University
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Formal Statement of Taylor's TheoremLet
be continuous on a real interval
containing
(and
), and let
exist at
and
be continuous for all
. Then we have the following Taylor series expansion:
whereis called the remainder term. There exists
between
and
such that
In particular, ifin
, then
which is normally small whenis close to
.
When
, the Taylor series reduces to what is called a Maclaurin series.