In this post we look at the sum two sinusoids of different amplitude and phase but where one has twice the frequency of the other. How should we choose the phase so that the sum has minimal peak?
Mathematically, given a constant
we wish to find

The sum can take a variety of forms, two of which are shown in red below (
and
).


We claim that a value of
for which the peak value of
is maximised is
as illustrated below (again
).

We see here the two sinusoids reach their minimum at
, resulting in a minimum value of
for the sum. However the maximum value is only
for the case
. Hence we make the observation that finding the lowest peak is different from finding the minimum deviation from zero.
I initially approached this problem using the method of Lagrange multipliers. Consider the problem of finding the maximum value of
where
and
are fixed. We write

where
are variables and
are constants. Hence we wish to maximise
subject to
. By the method of Lagrange multipliers, at the maximum the gradient vector of the objective function is parallel to the gradient of the constraint. In other words,
. Hence there exists a constant
so that


Solving these two equations for
and
gives
and
. Then the condition
gives us the quartic equation

By multiplying (1) by
and (2) by
and adding, we obtain

where
is one of the solutions of (3).
Unfortunately only for a few special cases does the solution in
have a “nice” form. So this approach to finding the best
was not appealing.
After conjecturing that the best
is
, one alternative approach is to proceed as follows. We firstly note that for
,

Hence the maximum value is
or
depending on how large
is.
Now we wish to show that for other values of
there exists
for which this maximum value is exceeded. Firstly note that the more interesting case is
since when
, we can achieve a minmax value of
by aligning the peak of
with the trough of
(e.g. for
), obtaining a sum value of
at
. This is at the local maximum since here,

and
.
From now on we consider
.
Choose
such that
(i.e.
is kept constant). Then
,
and
. Then

Write this as
, and note that
. We wish to show if
there exists
close to
such that
. We use the fact that near
,
while
. In particular for all
sufficiently close (but not equal) to
,


where
. Furthermore choose
so that
(i.e.
) and
. We then find

It follows that
,
or
, where
can be chosen to be positive for some
. Hence we have
as desired and

Hence we would have an
for which the claimed maximum value of
has been exceeded. We conclude that we must have
and
(e.g. when
), leading to the minmax value of
.
Recapping, we have shown that

It is interesting to see that the behaviour of the minmax changes from being quadratic to linear in
as
exceeds
. For the examples plotted above,
, leading to a minmax value of
as we found in the third graph.
If we wish to find
where
, we simply write this as
where
and use the above result to obtain the following:

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