A TERM PAPER OF SIGNALS AND SYSTEMS (ECE209) ON

Problems based Exponential and Trigonometric Fourier Series and its applications

Submitted to Lovely Professional University, Phagwara Session 2009-2013

SUBMITEED BY AKSHAY BASOTRA Roll No. A04 Reg No. 10900678

SUBMITTED TO MR.SOURAV Faculty Lovely Professional University

INDEX

ABSTRACT INTRODUCTION TO FOURIER SERIES EXPONENTIAL FOURIER SERIES TRIGONOMETRIC FOURIER SERIES APPLICATIONS OF FOURIER SERIES REFRENCES

Abstract
Fourier series are of great importance in both theoretical and applied mathematics. For orthonormal families of complex-valued functions {f }, Fourier Series are sums of the f that can approximate periodic, complex-valued functions with arbitrary precision. This paper will focus on the Fourier Series of the complex exponentials. Of the many possible methods of estimating complex-valued functions, Fourier series are especially attractive because uniform convergence of the Fourier series (as more terms are added) is guaranteed for continuous, bounded functions. Furthermore, the Fourier coe cients are designed to minimize the square of the error from the actual function. Finally, complex exponentials are relatively simple to deal with and ubiquitous in physical phenomena. This paper first defines generalized Fourier series, with an emphasis on the series with complex exponentials. Then, important properties of Fourier series are described and proved, and their relevance is explained. A complete example is then given, and the paper concludes by brie y mentioning some of the applications of Fourier series and the generalization of Fourier series.

Introduction of Fourier series

A Fourier series is an expansion of a periodic function in terms of an infinite sum of sines and cosines. Fourier series make use of the orthogonality relationships of the sine and cosine functions. The computation and study of Fourier series is known as harmonic analysis and is extremely useful as a way to break up an arbitrary periodic function into a set of simple terms that can be plugged in, solved individually, and then recombined to obtain the solution to the original problem or an approximation to it to whatever accuracy is desired or practical. Examples of successive approximations to common functions using Fourier series are illustrated above.

We now use the formula above to give a Fourier series expansion of a very simple function. Consider a sawtooth wave

In this case, the Fourier coefficients are given by

It can be proved that the Fourier series converges to (x) at every point x where is differentiable, and therefore:

(Eq.1)

When x = , the Fourier series converges to 0, which is the half-sum of the left- and right-limit of at x = . This is a particular instance of the Dirichlet theorem for Fourier series.

Exponential Fourier series

We can use Euler's formula

where i is the imaginary unit,, to give a more concise formula:

The Fourier coefficients are then given by:

The Fourier coefficients an, bn, cn are related via

and

The notation cn is inadequate for discussing the Fourier coefficients of several different functions. Therefore it is customarily replaced by a modified form of (in this case), such as F or and functional notation often replaces subscripting. Thus:

In engineering, particularly when the variable x represents time, the coefficient sequence is called a frequency domain representation. Square brackets are often used to emphasize that the domain of this function is a discrete set of frequencies

Trigonometric fourier series

In this section, (x) denotes a function of the real variable x. This function is usually taken to be periodic,of period 2, which is to say that (x + 2) = (x), for all real numbers x. We will

attempt to write such a function as an infinite sum, or series of simpler 2periodic functions. We will start by using an infinite sum of sine and cosine functions on the interval [, ], as Fourier did (see the quote above), and we will then discuss different formulations and generalizations.

Fourier's formula for 2-periodic functions using sines and cosines

For a periodic function (x) that is integrable on [, ], the numbers

and

are called the Fourier coefficients of . One introduces the partial sums of the Fourier series for , often denoted by

The partial sums for are trigonometric polynomials.One expects that the functions SN approximate the function , and that the approximation improves as N tends to infinity. The infinite sum

is called the Fourier series of .

The Fourier series does not always converge, and even when it does converge for a specific value x0 of x, the sum of the series at x0 may differ from the value (x0) of the function. It is one of the main questions in harmonic analysis to decide when Fourier series converge, and when the sum is equal to the original function. If a function is square-integrable on the interval [, ], then the Fourier series converges to the function at almost every point. In engineering applications, the Fourier series is generally presumed to converge everywhere except at discontinuities, since the functions encountered in engineering are more well behaved than the ones that mathematicians can provide as counter-examples to this presumption. In particular, the

Fourier series converges absolutely and uniformly to (x) whenever the derivative of (x) (which may not exist everywhere) is square integrable.

Applications of Fourier series

To recapitulate, Fourier series simplify the analysis of periodic, real-valued functions. Specifically, it can break up a perio dic function into an infinite series of sine and cosine waves. This property makes Fourier series very useful in many applications. We now give a few. Consider the very common di erential equation given by: x (t) + ax (t) + b = f (t) (23) This equation describes the motion of a damped harmonic oscillator that is driven by some function f (t). It can be used to model an extensive variety of physical phenomena, such as a driven mass on a spring, an analog circuit with a capacitor, resistor, and inductor, or a string vibrated at some frequency. There are two parts to the solution of equation (25). The first part is a transient that fades away (generally) fairly quickly. When the transient is gone, what remains is the steady-state solution. This is what we will concern ourselves with. If f (t) is a sinusoid, then the solution is also a sinusoid which is not very di cult to find. The problem is that the driver is generally not a simple sinusoid, but some other periodic function. In electronics, for example, a common driving voltage function is the square wave s(t), a periodic function (whose period we shall say is 2p) such that s(t) = 0 for -p = t < 0 and s(t) = 1 for 0 = t < p. The physical property of oscillating systems that makes Fourier Analysis useful is the property of superposition - in other words, suppose the driving force f (t), along with some initial conditions, pro duces some steady state solution
1

x (t), and that another driving force, f

1 2 3 1 2 3 2

(t) produces the steady state solution

x (t). Then the driving force f

1 2

(t) = f (t) + f (t) produces the steady-state

response x (t) = x (t) + x (t). Then, since we can represent any perio d driving function as a Fourier series, and it is a simple matter to find the steady state solution to a sinusoidallydriven oscillator, we can find the response to the arbitrary driving function f (x) = a + (a cos(nx) + b sin(nx)).
0 n n

So suppose we had our square wave equation, where f (t) is the square wave function. We could then decompose the square wave into sinusoidal components as follows:

p 1 s(x)e c = 2p n -p p

- in x

= e 2p
0

- in x

i = 2np (e - 1)

in p

c = -i (e - 1) -i np -n 2np and then just combine the c and c terms as before. The result would be an
n -n

infinite sum of sin and cos terms of the form in equation (2). The steady-state response of the system to the square wave would then just be the sums of the steady-state responses to the sinusoidal components of the square wave. The basic equations of the Fourier series led to the development of the Fourier transform, which can decompose a non-periodic function much like the Fourier series decomposes a perio dic function. Because this type of analysis is very computation-intensive, di erent Fast-Fourier Transform algorithms have been devised, which lower the order of growth of the number of operations from order with these new techniques, Fourier series and Transforms have become an integral part of the toolboxes of mathematicians and scientists. To day, it is used for applications as diverse as file compression (such as the JPEG image format), signal processing in communications and astronomy, acoustics, optics, and cryptography.

References:
Arfken, G. "Fourier Series." Ch. 14 in Mathematical Methods for Physicists, 3rd ed. Orlando, FL: Academic Press, pp. 760-793, 1985. Askey, R Power Series." Amer. Math. Monthly 103, 297304, 1996. Beyer, W. H. (Ed.). CRC Standard Mathematical Tables, 28th ed. Boca Raton, FL: CRC Press, 1987. Brown, J. W. and Churchill, R. V. Fourier Series and Boundary Value Problems, 5th ed. New York: McGrawHill, 1993.

. and Haimo, D. T. "Similarities between Fourier and Byerly, W. E. An Elementary Treatise on Fourier's Series, and Spherical, Cylindrical, and Ellipsoidal Harmonics, with Applications to Problems in Mathematical Physics. New York: Dover, 1959. Carslaw, H. S. Introduction to the Theory of Fourier's Series and Integrals, 3rd ed., rev. and enl. New York: Dover, 1950.