If $\{\boldsymbol{\varphi}_1, \boldsymbol{\varphi}_2, ... \}$ is an orthonormal system in $\mathcal{H}$, then the Bessel's inequality is:
$$\sum_{j=1}^{\infty} |\langle \mathbf{x},\boldsymbol{\varphi}_j \rangle|^2 \leq \lVert \mathbf{x} \rVert^2 \quad \text{for every } \mathbf{x}\in \mathcal{H}.$$
My question is:
- What is the meaning/concept of this inequality?
- Is there any geometric or physical interpretations about that?
Any comments or answers are appreciated.
It's like the Pythagorean theorem, but we might not have enough vectors in our orthonormal system to represent $x$ exactly. If $x \in \mathbb R^3$ and we have an orthonormal set of vectors $\{\phi_1,\phi_2,\phi_3\} \subset \mathbb R^3$, then we can express $x$ as a linear combination $x = \sum_{j=1}^3 \langle x,\phi_j\rangle \phi_j$. The Pythagorean theorem then tells us that $\|x\|^2=\sum_{j=1}^3 | \langle x,\phi_j\rangle |^2$. If we had only two vectors in our orthonormal set, we might not be able to represent $x$ exactly, and we would get an inequality rather than an equality.