NOTE: THIS DOCUMENT IS OBSOLETE, PLEASE CHECK THE NEW VERSION: "Mathematics of the Discrete Fourier Transform (DFT), with Audio Applications --- Second Edition", by Julius O. Smith III, W3K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:
where is called the remainder term. There exists between and such that
In particular, if in , then
which is normally small when is close to .When , the Taylor series reduces to what is called a Maclaurin series.