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Fourier Series

Fourier Series

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Lecture Notes for
EE 261
The Fourier Transform and its Applications
Prof. Brad OsgoodElectrical Engineering DepartmentStanford University
 
Contents
1 Fourier Series 1
1.1 Introduction and Choices to Make . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.2 Periodic Phenomena . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21.3 Periodicity: Definitions, Examples, and Things to Come . . . . . . . . . . . . . . . . . . . . 41.4 It All Adds Up . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91.5 Lost at
c
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101.6 Period, Frequencies, and Spectrum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131.7 Two Examples and a Warning . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 161.8 The Math, the Majesty, the End . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 211.9 Orthogonality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 261.10 Appendix: The Cauchy-Schwarz Inequality and its Consequences . . . . . . . . . . . . . . . 331.11 Appendix: More on the Complex Inner Product . . . . . . . . . . . . . . . . . . . . . . . . . 361.12 Appendix: Best
L
2
Approximation by Finite Fourier Series . . . . . . . . . . . . . . . . . . 381.13 Fourier Series in Action . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 391.14 Notes on Convergence of Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 511.15 Appendix: Pointwise Convergence vs. Uniform Convergence . . . . . . . . . . . . . . . . . . 591.16 Appendix: Studying Partial Sums via the Dirichlet Kernel: The Buzz Is Back . . . . . . . . 601.17 Appendix: The Complex Exponentials Are a Basis for
L
2
([0
,
1]) . . . . . . . . . . . . . . . . 621.18 Appendix: More on the Gibbs Phenomenon . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
2 Fourier Transform 65
2.1 A First Look at the Fourier Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 652.2 Getting to Know Your Fourier Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
3 Convolution 95
3.1 A
is Born . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 953.2 What is Convolution, Really? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 993.3 Properties of Convolution: It’s a Lot like Multiplication . . . . . . . . . . . . . . . . . . . . 101

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