Fourier Series and Trasforms

Basics in Systems and Circuits Theory
Michael E.Auer 01.11.2011 BSC04

Fourier Series
Fourier Transform
Laplace Transform
Applications of Laplace Transform
Z-Transform
BSC Modul 4: Advanced Circuit Analysis
Fourier Series
Fourier Transform
Laplace Transform
Z-Transform
The Fourier series of a periodic function f(t) is a
representation that resolves f(t) into a dc component and
an ac component comprising an infinite series of harmonic
sinusoids.
Given a periodic function f(t) = f(t+nT) where n is an
integer and T is the period of the function.

where
0
=2/T is called the fundamental frequency in
radians per second.

ac
n
n
dc
t n b t n a a t f

=
+ + =
1
0 0 0 0
) sin cos ( ) (
Trigonometric Fourier Series (1)
in alternative form of f(t)

where

and a
n
and b
n
are as follow

=
T
o n
dt t n t f
T
a
0
) cos( ) (
2
) ( tan ,
1
n
2 2
n
n
n n n
a
b
b a c

= + =
=
T
o n
dt t n t f
T
b
0
) sin( ) (
2

ac
n
n n
dc
t n c a t f

=
+ + =
1
0 0
) cos( ( ) (
Trigonometric Fourier Series (2)
(Inverse tangent or arctangent)
) 2 ( ) ( and
2 1 , 0
1 0 , 1
) ( + =
< <
< <
= t f t f
t
t
t f
=
=
= =
= =
even n , 0
odd n , / 2
) sin( ) (
2

and 0 ) cos( ) (
2
0
0
0
0
n
dt t n t f
T
b
dt t n t f
T
a
T
n
T
n
=
= + =
1
1 2 ), sin(
1 2
2
1
) (
k
k n t n
n
t f
=
=
=
=
=
=
even n , 0
odd n , 90
even n , 0
odd n , / 2

n
n
n
A
Truncating the series at N=11

a) Amplitude and
b) Phase spectrum
Fourier Series Example
Determine the Fourier series of the
waveform shown right. Obtain the
amplitude and phase spectra.
Three types of symmetry
1. Even Symmetry : a function f(t) if its plot is
symmetrical about the vertical axis.

In this case,
) ( ) ( t f t f =
0
) cos( ) (
4
) (
2
2 /
0
0
2 /
0
0
=
=
=
n
T
n
T
b
dt t n t f
T
a
dt t f
T
a
Typical examples of even periodic function

Symmetry Considerations (1)
2. Odd Symmetry : a function f(t) if its plot is
anti-symmetrical about the vertical axis.

In this case,
) ( ) ( t f t f =
=
=
2 /
0
0
0
) sin( ) (
4
0
T
n
dt t n t f
T
b
a
Typical examples of odd periodic function

3. Half-wave Symmetry : a function f(t) if

) ( )
2
( t f
T
t f =
=
=
even an for , 0
odd n for , ) sin( ) (
4
even an for , 0
odd n for , ) cos( ) (
4
0
2 /
0
0
2 /
0
0
0
T
n
T
n
dt t n t f
T
b
dt t n t f
T
a
a
Typical examples of half-wave odd periodic functions

Example 1
Find the Fourier series expansion of f(t) given
below.

=
|
.
|
\
|
|
.
|
\
|
=
1
2
sin
2
cos 1
1 2
) (
n
t
n n
n
t f

Ans:
Example 2
Determine the Fourier series for the half-wave
cosine function as shown below.

=
= =
1
2 2
1 2 , cos
1 4
2
1
) (
k
k n nt
n
t f
Ans:
Steps for Applying Fourier Series
1. Express the excitation as a Fourier series.
2. Transform the circuit from the time domain to the
frequency domain.
3. Find the response of the dc and ac components in
the Fourier series.
4. Add the individual dc and ac responses using the
superposition principle.
Circuit Applications (1)
Example
Find the response v
0
(t) of the circuit below when
the voltage source v
s
(t) is given by

( ) 1 2 , sin
1 2
2
1
) (
1
= + =

=
k n t n
n
t v
n
s


Amplitude spectrum of the output
voltage
Solution
Phasor of the circuit
For dc component, (
n
=0 or n=0), V
s
= => V
o
= 0

For n
th
harmonic,

In time domain,
s 0
V
2 5
2
V
n j
n j
+
=
)
5
2
tan ( c
4 25
4
) (
1
1
2 2
0
+
=
k
n
t n os
n
t v

s
2 2
1
0
V
4 25
5 / 2 tan 4
V , 90
2
V
n
n
n
S
+

= =

Given:

The average power is

The rms value is

=
=
+ = + =
1
Im 0 m dc
1
0 n dc
) cos( I I ) ( and ) cos( V V ) (
m n
Vn
t m t i t n t v
) (
1
2 2 2
0
=
+ + =
n
n n rms
b a a F
=
+ =
1
n n dc dc
) cos( I V
2
1
I V P
n
n n

Average Power and RMS Values (1)
Example
Determine the average power supplied to the
circuit shown below if
i(t)=2+10cos(t+10)+6cos(3t+35) A
Answer: 41.5W
Average Power and RMS Values (2)
The exponential Fourier series of a periodic function f(t)
describes the spectrum of f(t) in terms of the amplitude and
phase angle of ac components at positive and negative
harmonic.

The plots of magnitude and phase of c
n
versus n
0
are called
the complex amplitude spectrum and complex phase
spectrum of f(t) respectively.

= =

T
t jn
n
T dt e t f
T
c
0
0
/ 2 where , ) (
1
0

=
=
n
t jn
n
o
e c t f

) (
Exponential Fourier Series (1)
The complex frequency spectrum of the function
f(t)=e
t
, 0<t<2 with f(t+2)=f(t)

(a) Amplitude spectrum; (b) phase spectrum
Exponential Fourier Series (2)
Filter are an important component of electronics and communications
system.
This filtering process cannot be accomplished without the Fourier series
expansion of the input signal.
For example,

(a) Input and output spectra of a lowpass filter, (b) the lowpass filter passes
only the dc component when
c
<<
0
Application Filter (1)
(a) Input and output spectra of a bandpass filter, (b) the bandpass filter
passes only the dc component when

<<
0
Application Filter (2)
Fourier Series
Fourier Transform
Laplace Transform
Z-Transform
It is an integral transformation of f(t) from the time domain
to the frequency domain F()
F() is a complex function; its magnitude is called the
amplitude spectrum, while its phase is called the phase
spectrum.
Given a function f(t), its Fourier transform denoted by F(),
is defined by

= ) ( ) ( dt e t f F
t j
Definition of Fourier Transform (1)

Example 1:
Determine the Fourier transform of a single
rectangular pulse of wide and height A, as shown
below.
2
sin
2
2
2 /
2 /
) (
2 / 2 /
2 /
2 /

c A
j
e e A
e
j
A
dt Ae F
j j
t j
t j
=
|
|
.
|
\
|

=
=
=
Solution:
Amplitude spectrum of the
rectangular pulse
Example 2:
Obtain the Fourier transform of the
switched-on exponential function as
shown.
Solution:

j a
dt e
dt e e dt e t f F
e
t u e t f
t j a
t j jat t j
at
at
+
=
=
= =
<
>
= =
1

) ( ) (
Hence,
0 t , 0
0 t ,
) ( ) (
) (
| | ) ( ) ( ) ( ) (
2 2 1 1 2 2 1 1
F a F a t f a t f a F + = +
Linearity:
If F
1
() and F
2
() are, respectively, the Fourier
Transforms of f
1
(t) and f
2
(t)
Example:
| | ( ) ( ) | | | | ) ( ) (
2
1
) sin(
0 0 0
0 0

+ = =

j e F e F
j
t F
t j t j
Properties of Fourier Transform (1)
| | constant a is , ) (
1
) ( a
a
F
a
at f F

=
Time Scaling:
If F

() is the Fourier Transforms of f

(t), then
If |a|>1, frequency compression, or time expansion
If |a|<1, frequency expansion, or time compression
| | ) ( ) (
0
0

F e t t f F
t j
=
Time Shifting:
If F


(t), then
Example:
| |

j
e
t u e F
j
t
+
=

1
) 2 (
2
) 2 (
| | ) ( ) (
0
0

= F e t f F
t j
Frequency Shifting (Amplitude Modulation):
If F


(t), then
Example:
| | ) (
2
1
) (
2
1
) cos( ) (
0 0 0
+ + = F F t t f F
) ( ) ( s F j t u
dt
df
F =
(
Time Differentiation:
If F


(t), then the
Fourier Transform of its derivative is
Example:
( )
j a
t u e
dt
d
F
at
+
=
(

1
) (
) ( ) 0 (
) (
) (
F
j
F
dt t f F
t
=
(

Time Integration:
If F


(t), then the
Fourier Transform of its integral is
Example:
| | ) (
1
) (
+ =
j
t u F
Fourier transforms can be applied to circuits with non-sinusoidal
excitation in exactly the same way as phasor techniques being
applied to circuits with sinusoidal excitations.

By transforming the functions for the circuit elements into the
frequency domain and take the Fourier transforms of the
excitations, conventional circuit analysis techniques could be
applied to determine unknown response in frequency domain.
Finally, apply the inverse Fourier transform to obtain the
response in the time domain.
Y() = H()X()
Circuit Application (1)
Example:
Find v
0
(t) in the circuit shown below for
v
i
(t)=2e
-3t
u(t)
Circuit Application (2)
Solution:
) ( ) ( 4 . 0 ) ( gives ansform Fourier tr inverse the Taking
) 5 . 0 )( 3 (
1
) ( V
Hence,
2 1
1
) ( V
) ( V
) ( is circuit the of function transfer The

3
2
) ( V is signal input the of ansform Fourier tr The
3 5 . 0
0
0
i
0
i
t u e e t v
j j
j
H
j
t t
=
+ +
=
+
= =
+
=


Fourier Series
Fourier Transform
Laplace Transform
Z-Transform
It is an integral transformation of f(t) from the time
domain to the complex frequency domain F(s)
Given a function f(t), its Laplace transform denoted by
F(s), is defined by

Where the parameter s is a complex number
| |

= =
0
) ( ) ( ) ( dt e t f t f L s F
st
Definition of Laplace Transform
j s + =
, real numbers
When one says "the Laplace transform" without qualification,
the unilateral or one-sided transform is normally intended.
The Laplace transform can be alternatively defined as the
bilateral Laplace transform or two-sided Laplace transform by
extending the limits of integration to be the entire real axis. If
that is done the common unilateral transform simply becomes
a special case of the bilateral transform.
The bilateral Laplace transform is defined as follows:

Bilateral Laplace Transform
| |

= = ) ( ) ( ) ( dt e t f t f L s F
st
Determine the Laplace transform of each of the following functions shown:
Examples of Laplace Transforms (1)
a) The Laplace Transform of unit step, u(t) is given by
| |

= = =
0
1
1 ) ( ) (
s
dt e s F t u L
st
b) The Laplace Transform of exponential function, e
-at
u(t), a>0 is given by
| |

+
= = =
0
1
) ( ) (
s
dt e e s F t u L
st t
c) The Laplace Transform of impulse function, (t) is given by
| |

= = =
0
1 ) ( ) ( ) ( dt e t s F t u L
st

s
s F
1
) ( =
+
=
s
s F
1
) ( 1 ) ( = s F
Table of Selected Laplace Transforms (1)
| | ) ( ) ( ) ( ) (
2 2 1 1 2 2 1 1
s F a s F a t f a t f a L + = +
Linearity:
If F
1
(s) and F
2
(s) are, respectively, the Laplace
Transforms of f
1
(t) and f
2
(t)
Example:
| | ( )
2 2
) (
2
1
) ( ) cos(

+
=
(
+ =

s
s
t u e e L t u t L
t j t j
Properties of Laplace Transform (1)
| | ) (
1
) (
a
s
F
a
at f L =
Scaling:
If F

(s) is the Laplace Transforms of f

(t), then
Example:
| |
2 2
4
2
) ( ) 2 sin(
+
=
s
t u t L
| | ) ( ) ( ) ( s F e a t u a t f L
as
=
Time Shift:
If F


(t), then
Example:
| |
2 2
) ( )) ( cos(
+
=

s
s
e a t u a t L
as
| | ) ( ) ( ) ( a s F t u t f e L
at
+ =
Frequency Shift:
If F


(t), then
Example:
| |
2 2
) (
) ( ) cos(
+ +
+
=
a s
a s
t u t e L
at
) 0 ( ) ( ) (

=
(
f s sF t u
dt
df
L
Time Differentiation:
If F


(t), then the
Laplace Transform of its derivative is
Time Integration:
If F


(t), then the
Laplace Transform of its integral is
) (
1
) (
0
s F
s
dt t f L
t
=
(

) ( lim ) 0 ( s sF f
s
=
Initial and Final Values:
The initial-value and final-value properties allow us
to find f(0) and f() of f(t) directly from its Laplace
transform F(s).
Initial-value theorem
) ( lim ) (
0
s sF f
s
=
Final-value theorem
In principle we could recover f(t) from F(s) via

But, this formula isnt really useful.
s e s F
j
t f
j
j
st
d ) (
2
1
) (

+

=

The Inverse Laplace Transform (1)
=
x
F
1
Suppose F(s) has the general form of

The finding the inverse Laplace transform of F(s)
involves two steps:
1. Decompose F(s) into simple terms using partial
fraction expansion.
2. Find the inverse of each term by matching entries
in Laplace Transform Table.
) (
) (
) (
s D
s N
s F =
numerator polynomial
denominator polynomial
Example
Find the inverse Laplace transform of

Solution:
4
6
1
5 3
) (
2
+
+
+
=
s s s
s F
0 t ), ( ) 2 sin( 3 5 3 (
4
6
1
5 3
) (
2
1 1 1
+ =
|
.
|
\
|
+
+
|
.
|
\
|
+
|
.
|
\
|
=

t u t e
s
L
s
L
s
L t f
t
The Laplace transform is useful in solving linear
integro-differential equations.
Each term in the integro-differential equation is
transformed into s-domain.
Initial conditions are automatically taken into
account.
The resulting algebraic equation in the s-domain can
then be solved easily.
The solution is then converted back to time domain.
Application to Integro-differential Equations (1)
Example:
Use the Laplace transform to solve the differential
equation

Given: v(0) = 1; v(0) = -2
) ( 2 ) ( 8
) (
6
) (
2
2
t u t v
dt
t dv
dt
t v d
= + +
Solution:
Taking the Laplace transform of each term in the given
differential equation and obtain
| | | |
) ( ) 2 1 (
4
1
) (
Transform, Laplace inverse By the
4 2
) (
2 4 2
4 ) ( ) 8 6 (
have we , 2 ) 0 ( ' ; 1 ) 0 ( ng Substituti
2
) ( 8 ) 0 ( ) ( 6 ) 0 ( ' ) 0 ( ) (
4 2
4
1
2
1
4
1 2
2
2
t u e e t v
s s s
s V
s
s s
s
s s V s s
v v
s
s V v s sV v sv s V s
t t
+ + =
+
+
+
+ =
+ +
= + + = + +
= =
= + +
Fourier Series
Fourier Transform
Laplace Transform
Z-Transform
Steps in Applying the Laplace Transform:
1. Transform the circuit from the time domain to
the s-domain
2. Solve the circuit using nodal analysis, mesh
analysis, source transformation, superposition, or
any circuit analysis technique with which we are
familiar
3. Take the inverse transform of the solution and
thus obtain the solution in the time domain.
Circuit Element Models (1)

Assume zero initial condition for
the inductor and capacitor,
Resistor : V(s)=RI(s)
Inductor: V(s)=sLI(s)
Capacitor: V(s) = I(s)/sC
The impedance in the s-domain
is defined as Z(s) = V(s)/I(s)
The admittance in the s-domain
is defined as Y(s) = I(s)/V(s)
Time-domain and s-domain representations of passive
elements under zero initial conditions.
Non-zero initial condition for the
inductor and capacitor,
Resistor : V(s)=RI(s)
Inductor: V(s)=sLI(s) + LI(0)
Capacitor: V(s) = I(s)/sC + v(0)/s
Introductory Example
Charging of a capacitor
v
V(0) = 0
Example 1:
Find v
0
(t) in the circuit shown below, assuming zero initial
conditions.
Circuit Element Models Examples (1)
Solution:
Transform the circuit from the time domain to the s-domain:
s
L
t u
3
sC
1
F
3
1
s s H 1
s
1
) (
=
=
Apply mesh analysis, on solving for V

0
(s):
2 2
0
) 2 ( ) 4 (
2
2
3
) ( V
+ +
=
s
s
0 V, ) 2 sin(
2
3
) (
4
0
=

t t e t v
t
Inverse transform
Example 2:
Determine v
0
(t) in the circuit shown below, assuming zero
initial conditions.
V ) ( ) 2 1 ( 8 : Ans
2 2
t u te e
t t

Example 3:
Find v
0
(t) in the circuit shown below. Assume v
0
(0)=5V .
V ) ( ) 15 10 ( ) ( v : Ans
2
0
t u e e t
t t
+ =
Example 4:
The switch shown below has been in position b for a long
time. It is moved to position a at t=0. Determine v(t) for t > 0.
where 0, t , I ) I V ( ) ( v : Ans
0
/
0 0
RC R e R t
t
= > + =


Circuit analysis is relatively easy to do in the s-domain.
By transforming a complicated set of mathematical
relationships in the time domain into the s-domain where we
convert operators (derivatives and integrals) into simple
multipliers of s and 1/s.
This allow us to use algebra to set up and solve the circuit
equations.
In this case, all the circuit theorems and relationships
developed for dc circuits are perfectly valid in the s-domain.
Circuit Analysis
Example:
Consider the circuit below. Find the
value of the voltage across the
capacitor assuming that the value
of v
s
(t)=10u(t) V and assume that
at t=0, -1A flows through the
inductor and +5V is across the
capacitor.
Circuit Analysis Example (1)
Solution:
Transform the circuit from time-domain (a) into s-domain (b) using Laplace
Transform. On rearranging the terms, we have

By taking the inverse transform, we get

2
30
1
35
V
1
+
+
=
s s
V ) ( ) 30 35 ( ) ( v
2
1
t u e e t
t t
=
Example:
The initial energy in the circuit below is zero at t=0. Assume that v
s
=5u(t) V.
(a) Find V
0
(s) using the Thevenin theorem. (b) Apply the initial- and final-
value theorem to find v
0
(0) an v
0
(). (c) Obtain v
0
(t).
Ans: (a) V
0
(s) =4(s+0.25)/(s(s+0.3)) (b) 4,3.333V, (c) (3.333+0.6667e-0.3t)u(t) V.
The transfer function H(s) is the ratio of the output response
Y(s) to the input response X(s), assuming all the initial
conditions are zero.

h(t) is the impulse response function.
Four types of gain:
1. H(s) = voltage gain = V
0
(s)/V
i
(s)
2. H(s) = Current gain = I
0
(s)/I
i
(s)
3. H(s) = Impedance = V(s)/I(s)
4. H(s) = Admittance = I(s)/V(s)
) (
) (
) (
s X
s Y
s H =
Transfer Functions
Example:
The output of a linear system is y(t)=10e
-t
cos4t when the input is x(t)=e
-t
u(t).
Find the transfer function of the system and its impulse response.
Solution:
Transform y(t) and x(t) into s-domain and apply H(s)=Y(s)/X(s), we get

Apply inverse transform for H(s), we get
16 ) 1 (
4
40 10
16 ) 1 (
) 1 ( 10
) (
) (
) (
2 2
2
+ +
=
+ +
+
= =
s s
s
s X
s Y
s H
) ( ) 4 sin( 40 ) ( 10 ) ( t u t e t t h
t
=
Transfer Functions Example (1)
Example:
The transfer function of a linear system is

Find the output y(t) due to the input e
-3t
u(t) and its impulse
response.
6
2
) (
+
=
s
s
s H
) ( 12e - (t) 2 0; t , 4 2 : Ans
-6t 6 3
t u e e
t t
+

Transfer Functions Example (2)
Fourier Series
Fourier Transform
Laplace Transform
Z-Transform
In continuous systems Laplace transforms play a unique role. They
allow system and circuit designers to analyze systems and predict
performance, and to think in different terms - like frequency
responses - to help understand linear continuous systems.

Z-transforms play the role in sampled systems that Laplace
transforms play in continuous systems.

In continuous systems, inputs and outputs are related by differential
equations and Laplace transform techniques are used to solve
those differential equations.

In sampled systems, inputs and outputs are related by difference
equations and Z-transform techniques are used to solve those
differential equations.

Introduction
Fourier, Laplace and Z-Transforms
For right-sided signals (zero-valued for negative time index) the
Laplace transform is a generalization of the Fourier transform of
a continuous-time signal, and the z-transform is a generalization
of the Fourier transform of a discrete-time signal.
Fourier Transform
Laplace Transform
Z-Transform
generalization
continuous-time signals discrete-time signals
The Z-transform converts a discrete time-domain signal, which is
a sequence of real or complex numbers, into a complex
frequency-domain representation.
It can be considered as a discrete-time equivalent of the Laplace
transform.

There are numerous sampled systems that look like the one shown below.
discrete-time signals
Let us assume that we have a sequence, y
k
.
The subscript "k" indicates a sampled time interval and that y
k
is the
value of y(t) at the k
th
sample instant.
y
k
could be generated from a sample of a time function.
For example: y
k
=y(kT), where y(t) is a continuous time function, and T is the
sampling interval.
We will focus on the index variable k, rather than the exact time kT, in all that we
do in the following.
| |
k
k
k k
z y y Z

=
0
Definition of the Z-Transform
k
k
a y y =
0
Z-Transform Example
Given the following sampled signal:
| |
a z
z
z
a
z
a
z a a Z
k
k k
k k k
=
|
.
|
\
|
= =

=
1
1
1
0 0
We get the Z-Transform for y
0
= 1
Z-Transform of Unit Impulse and Unit Step
Given the following sampled signal D
k
:

D
k
is zero for k>0, so all those terms are zero.
D
k
is one for k =0, so that
| | 1 =
k
D Z
| |
1
... 1
3 2 1
= + + + =

z
z
z z z u Z
k
Given the following sampled signal u
k
:

u
k
is one for all k.
More Complex Example of Z-Transform
Given the following sampled signal f
k
:

( ) ) sin(bkT e kT f f
akT
k
= =
| |
k
k
akT
k
k
k k
z bkT e z f f Z

= = ) sin(
0 0
Finally:
| |
(
=
*
2
1
c z
z
c z
z
j
f Z
k
jbT aT
e c
+
=
where
S- and Z-Plane Presentation
Inverse Z-Transform
The inverse z-transform can be obtained using one of two methods:

a) the inspection method,
b) the partial fraction method.

In the inspection method each simple term of a polynomial in z,
H(z), is substituted by its time-domain equivalent.

For the more complicated functions of z, the partial fraction method
is used to describe the polynomial in terms of simpler terms, and
then each simple term is substituted by its time-domain equivalent
term.

Fourier Series and Trasforms

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Fourier Series and Trasforms

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Basics in Systems and Circuits Theory

Michael E.Auer 01.11.2011 BSC04

Truncating the series at N=11

Typical examples of even periodic function

Typical examples of odd periodic function

Typical examples of half-wave odd periodic functions

Circuit Applications (2)

Definition of Fourier Transform (1)

Basics in Systems and Circuits Theory

Basics in Systems and Circuits Theory

Basics in Systems and Circuits Theory

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Circuit Element Models Examples (5)

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