A Concise Tutorial on Functional Analysis for Applications to Signal Processing

Functional analysis is a well-developed field in the discipline of Mathematics, which provides unifying frameworks for solving many problems in applied sciences and engineering. In particular, several important topics (e.g., spectrum estimation, linear prediction, and wavelet analysis) in signal processing had been initiated and developed through collaborative efforts of engineers and mathematicians who used results from Hilbert spaces, Hardy spaces, weak topology, and other topics of functional analysis to establish essential analytical structures for many subfields in signal processing. This paper presents a concise tutorial for understanding the theoretical concepts of the essential elements in functional analysis, which form a mathematical framework and backbone for central topics in signal processing, specifically statistical and adaptive signal processing. The applications of these concepts for formulating and analyzing signal processing problems may often be difficult for researchers in applied sciences and engineering, who are not adequately familiar with the terminology and concepts of functional analysis.