Appendix E

Gram-Schmidt procedure, proof, example

We will only prove result 6.2 for signal sets with signals sm (t) 6≡ 0 for all m ∈ M. The statement
then also should hold for sets that do contain all-zero signals.
Proof: The proof is based in induction.

1. First we will show that the induction hypothesis holds for one signal, i.e for |M| = 1.
Therefore consider s1 (t) and take
Z T
s1 (t)
ϕ1 (t) = p with E s1 = s12 (t)dt. (E.1)
E s1 0

Note that by doing so

Z T Z T
1 2
ϕ12 (t)dt s1 (t)dt = 1,
= (E.2)
0 0 E s1
p p
i.e. ϕ1 (t) has unit energy (is normal). Since s1 (t) = E s1 ϕ1 (t) the coefficient s11 = E s1 .

2. Now suppose that induction hypothesis holds for m − 1 ≥ 1 signals. Thus there exists an
orthonormal basis ϕ1 (t), ϕ2 (t), · · · , ϕn−1 (t) for the signals s1 (t), s2 (t), · · · , sm−1 (t) with
n − 1 ≤ m − 1. Now consider the next signal sm (t) and an auxiliary signal θm (t) which is
defined as follows: X
1
θm (t) = sm (t) − smi ϕi (t) (E.3)
i=1,n−1

with Z T
smi = sm (t)ϕi (t)dt for i = 1, n − 1. (E.4)
0
We can distinguish between two cases now:
P
(a) If θm (t) ≡ 0 then sm (t) = i=1,n−1 smi ϕi (t) and the induction hypothesis also holds
for m signals in this case.

68
APPENDIX E. GRAM-SCHMIDT PROCEDURE, PROOF, EXAMPLE 69

(b) If on the other hand θm (t) 6≡ 0 then take a new building-block waveform
Z T
θm (t)
ϕn (t) = p with E θm = θm2 (t)dt. (E.5)
E θm 0

By doing so
Z T Z T 1 2
ϕn2 (t)dt = θ (t)dt = 1, (E.6)
0 0 E θm m
i.e. also ϕn (t) has unit energy. Moreover for all i = 1, n − 1
Z T Z T 1
ϕn (t)ϕi (t)dt = p θm (t)ϕi (t)dt
0 0 E θm
 
Z T Z T X
1 
= p sm (t)ϕi (t)dt − sm j ϕ j (t)ϕi (t)dt 
E θm 0 0 j=1,n−1
 
X Z T
1 
= p smi − sm j ϕ j (t)ϕi (t)dt 
E θm j=1,n−1 0

1 X
= p (smi − sm j δ ji ) = 0, (E.7)
E θm j=1,n−1

and therefore ϕn (t) is orthogonal to all ϕi (t).

Note that now
X
sm (t) = θm (t) + smi ϕi (t)
i=1,n−1
p X X
= E θm ϕn (t) + smi ϕi (t) = smi ϕi (t) (E.8)
i=1,n−1 i=1,n
p
with smn = E θm . Thus also in this case for m signals there exists an orthonormal
basis with n ≤ m building-block waveforms. Therefore the induction hypothesis also
holds for m signals.

It should be noted that, when using the Gram-Schmidt procedure, any ordering of the
signals other than s1 (t), s2 (t), · · · , s|M| (t) will yield a basis, i.e. a set of building-block
waveforms, of the smallest possible dimensionality (see exercise 1 in chapter 6), however
in general with different building-block waveforms.

2
We will next discuss an example in which we actually carry out the Gram-Schmidt procedure
for a given set of waveforms.
APPENDIX E. GRAM-SCHMIDT PROCEDURE, PROOF, EXAMPLE 70

s1 (t) ϕ1 (t)
3 3

1 √
t 1/ 3 t
√
-1 1 2 3 −1/ 3 1 2 3

-3 -3

s2 (t) θ2 (t) ϕ2 (t)

3 3 3
√
1 t 1 t 1/ 2 t
-1 1 2 3 -1 1 2 3 1 2 3

-3 -3 -3

s3 (t)
3

1 1 2 3
θ3 (t) ≡ 0
-1 t

-3

Figure E.1: An example of the Gram-Schmidt procedure.

Example E.1 Consider the three waveforms sm (t), m = 1, 2, 3, shown in figure E.1. Note that T = 3.
We first determine from the energy E 1 of the first signal s1 (t)

E 1 = 4 + 4 + 4 = 12. (E.9)

Therefore the first building-block waveform ϕ1 (t) is

s1 (t) s1 (t) √
ϕ1 (t) = √ = √ , and thus s11 = 2 3. (E.10)
E1 2 3
Now we continue with the second signal s2 (t). First we determine the projection s21 of s2 (t) on the first
dimension i.e. the dimension that corresponds to ϕ1 (t):
Z T √
1
s21 = s2 (t)ϕ1 (t)dt = √ (−1 − 3 + 1) = − 3. (E.11)
0 3
APPENDIX E. GRAM-SCHMIDT PROCEDURE, PROOF, EXAMPLE 71

ϕ2 √
s2 2 2
J
]
J
J
J √
J 2
J
√ J √ √
− 3 J 3 2 3
J -
­
­ s1 ϕ1
­
­ √
­ − 2
­
­
­ √
s3 ­
À −2 2

Figure E.2: A vector representation of the signals sm (t), m = 1, 2, 3, of figure E.1.

hence the auxiliary signal θ2 (t) is now

√
θ2 (t) = s2 (t) + 3ϕ1 (t). (E.12)
Next we determine the energy E θ2 of the auxiliary signal θ2 (t):
E θ2 = 4 + 4 = 8, (E.13)
and the second building-block waveform ϕ2 (t) is
θ2 (t) θ2 (t)
ϕ2 (t) = p = √ . (E.14)
E θ2 2 2
Now we obtain for the signal s2 (t):
√
s2 (t) = θ2 (t) − 3ϕ1 (t)
√ √ √
= 2 2ϕ2 (t) − 3ϕ1 (t), thus s22 = 2 2. (E.15)
For the third signal s3 (t) we can now determine the projections s31 and s32 and the auxiliary signal θ3 (t):
Z T √
1
s31 = s3 (t)ϕ1 (t)dt = √ (−1 + 1 − 3) = − 3
0 3
Z T √
1
s32 = s3 (t)ϕ2 (t)dt = √ (−1 − 3) = −2 2 hence
0 2
√ √
θ3 (t) = s3 (t) + 3ϕ1 (t) + 2 2ϕ2 (t) ≡ 0. (E.16)
Since this auxiliary signal is always 0 we can express the third signal s3 t) in terms of ϕ1 (t) and ϕ2 (t) as
follows: √ √
s3 (t) = − 3ϕ1 (t) − 2 2ϕ2 (t), (E.17)
APPENDIX E. GRAM-SCHMIDT PROCEDURE, PROOF, EXAMPLE 72

hence the coefficients corresponding to s3 (t) are

√
s31 = − 3 and
√
s32 = −2 2. (E.18)

We have now obtained three vectors of coefficients, one for each signal:
√
s 1 = (s11 , s12 ) = (2 3, 0),
√ √
s 2 = (s21 , s22 ) = (− 3, 2 2), and
√ √
s 3 = (s31 , s32 ) = (− 3, −2 2). (E.19)

These vectors are depicted in figure E.2.