 Period average

The period average extracts the reference level of an integrable function that repeats. For a real- or complex-valued periodic function $f$ with positive period of a function $T$, assume $f$ is Lebesgue integrable on every bounded interval. Its average isThe answer is independent of the starting point $a$. Splitting a shifted interval at the old endpoint and using $f(t+T)=f(t)$ moves its extra piece back into the missing piece. The interval length must be a period; an arbitrary window can give a different average.

For $g(t)=2+\sin (2\pi t)+\frac{1}{2}\cos (4\pi t)$, every length-one window has average $2$: both oscillating integrals vanish over that window. A half-unit window instead has average $2+(2/\pi )\cos (2\pi a)$, which depends on its start. Thus a short sample of an oscillation can bias an estimate of its reference level even when the full-cycle average is known exactly.

In the complex Fourier series convention with basis $e^{2\pi int/T}$, the zero-frequency Fourier coefficient is $c_0=⟨f⟩$. This assertion defines the coefficient even when an additional convergence theorem is needed to reconstruct $f$ from its series. Strang's §4.1 explicitly identifies that constant coefficient with the average.^[ref]

Averaging a square measures something different from averaging its original function. For the illustrated $g$, orthogonality of the trigonometric terms gives $⟨g^2⟩=4+1/2+1/8=37/8$, whereas $⟨g{⟩}^2=4$. Its root mean square is therefore $\sqrt{37/8}$. Similarly, the period average of ${\sin }^2$ is $1/2$. A zero mean need not imply a zero mean square.