ESS210B
Prof. Jin-Yi Yu
Fourier Transform
qFourier transform is an example of multiple regression. In this case, the independent (predictor) variables are:
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qThese independent variables are orthogonal to each other. That means:
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q     Therefore, all the off-diagonal terms are zero in the following matrix:
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qWe can easily get:
This demonstrates Fourier analysis is optimal in least square sense.