Rayleigh Energy Theorem (Parseval's Theorem)

GUIDE: Mathematics of the Discrete Fourier Transform (DFT) - Julius O. Smith III. Rayleigh Energy Theorem (Parseval's Theorem)

NOTE: THIS DOCUMENT IS OBSOLETE, PLEASE CHECK THE NEW VERSION: "Mathematics of the Discrete Fourier Transform (DFT), with Audio Applications --- Second Edition", by Julius O. Smith III, W3K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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Rayleigh Energy Theorem (Parseval's Theorem)



Theorem: For any $x\,

\

I.e.,

\

Proof: This is a special case of the Power Theorem.

Note that again the relationship would be cleaner ($\) if we were using the normalized DFT.

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