Deduce that, for all $n \in \mathbb{N}$ and $P \in \mathbb{C}_n[X]$, the function from $\mathbb{R}$ to $\mathbb{C}$, $\theta \mapsto P(\cos\theta)$ is in $\mathcal{S}_n$. Recall that $\mathcal{S}_n$ is the $\mathbb{C}$-vector space of functions $f : \mathbb{R} \rightarrow \mathbb{C}$ satisfying $$\exists (a_0, \ldots, a_n) \in \mathbb{C}^{n+1}, \quad \exists (b_1, \ldots, b_n) \in \mathbb{C}^n, \quad \forall t \in \mathbb{R}, \quad f(t) = a_0 + \sum_{k=1}^{n}\left(a_k \cos(kt) + b_k \sin(kt)\right)$$
Deduce that, for all $n \in \mathbb{N}$ and $P \in \mathbb{C}_n[X]$, the function from $\mathbb{R}$ to $\mathbb{C}$, $\theta \mapsto P(\cos\theta)$ is in $\mathcal{S}_n$.
Recall that $\mathcal{S}_n$ is the $\mathbb{C}$-vector space of functions $f : \mathbb{R} \rightarrow \mathbb{C}$ satisfying
$$\exists (a_0, \ldots, a_n) \in \mathbb{C}^{n+1}, \quad \exists (b_1, \ldots, b_n) \in \mathbb{C}^n, \quad \forall t \in \mathbb{R}, \quad f(t) = a_0 + \sum_{k=1}^{n}\left(a_k \cos(kt) + b_k \sin(kt)\right)$$