Environmental Engineering Reference
In-Depth Information
sensors) in terms of a finite number of basis functions ϕ 1
ϕ m , which are gen-
erally nonlinear functions of the plant measured variables (secondary variables).
The model is simply obtained by projecting y into the space spanned by the linear
combination of these bases. This is so whether y is a vector in a Euclidean space,
a function in an inner product function space, a random variable in an inner prod-
uct random variable space, a random sequence in a random sequence inner product
space, etc.
For the purposes pursued in this chapter an inner product space ℵis a linear
space in which a real valued function called inner product is definedonanytwoof
its elements x
,
ϕ 2
, ...,
,
y . The inner product is denoted as
x
,
y
,so
x
,
y
: ℵ
.
(4.76)
The axioms that an inner product must satisfy are the same as the ones for an Eu-
clidean space. This is why other inner product spaces “look like” a Euclidean space.
4.3.1.1 Inner Product Axioms
The four axioms an inner product must satisfy are [63, 64]
(
IP 1
)
x
+
z
,
y
=
x
,
y
+
z
,
y
,
(
IP 2
)
α x
,
y
=
α
x
,
y
,
α
,
(4.77)
(
IP 3
)
x
,
y
=
y
,
x
,
(
IP 4
)
x
,
x
>
0
,
x
=
0
,
x
,
x
=
0
⇐⇒
x
=
0
.
It may easily be seen that in the Euclidean space
x T y
x
,
y
=
,
(4.78)
also known as dot product, is an inner product, because it satisfies these four axioms.
Two elem en ts x , y in an inner product space are said to be orthogonal if
x
,
y
=
0
y is also used in general. Orthogonality defined as x T y
and the notation x
=
0ina
Euclidean space is a particular case.
Just as in Euclidean spaces, the “size” of an element x is its norm , and
2
x
=
x
,
x
.
(4.79)
This is also a general property of inner products and this norm is called the norm
induced by the inner product. The norm assigns to each element a real number ac-
cording to (4.79). The four axioms for the norm in a normed linear space - and also
in an inner product space, where the norm is the induced norm - are [63, 64]
(
N 1
)
x
0
,
(
N 2
)
x
+
y
x
+
y
,
(4.80)
(
N 3
)
α x
=
α
x
,
(
N 4
)
x
=
0
⇐⇒
x
=
0
.
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