Fourier Series

Representation of Periodic
Signals
Fourier Analysis background
Development of Fourier analysis dates in old times.
In in 1948 Euler analyzed the motion of a vibrating string.
The normal modes of string.
If we consider the vertical deflection f(t,x) at time t and
distance x along the string than for a fixed instant of time
the normal modes are harmonically related sinusoidal
functions of x.
During 1807 Fourier found that a series of harmonically
related sinusoids are useful in representing the temperature
distribution through in a body.
Any periodic signal can be represented in a series of
harmonically related sinusoids.
Why do We Need Fourier Analysis?
The essence of Fourier analysis is to represent signals in
terms of complex exponentials (or trigonometric functions)


Many reasons:
Almost any signal can be represented as a series of complex
exponentials
Response of an LTI system to a complex exponential is also a
complex exponential with a scaled magnitude.
A compact way of approximating several signals.
... ... ) (
0 0 0 0 0
2
2 1 0 1
2
2
+ + + + + + = =

t j t j t j t j
k
t jk
k
e a e a a e a e a e a t x
e e e e e
Harmonically Related Complex Exponentials
We will use linear combinations (add, scale, time-shift) of
basic periodic signal:


This signal is periodic with fundamental frequency
and fundamental period .
The set of harmonically related complex exponentials:




Each of the signals in are periodic with T, because
their fundamental frequencies are multiple of .
t j
e t x
0
) (
e
=
0
e
0 0
/ 2 e t = T
) (t x
,... 3 , 2 , 1 , 0 , ) (
) / 2 (
0
= = = k e e t
t T jk t jk
k
t e
|
) (t
k
|
0
e
Harmonically Related Complex Exponentials
Thus, a linear combination of them is also periodic!:


So, that means it should be possible to split a
periodic signal into a set of periodic signals with
same fundamental frequency.
This above representation of a periodic signal is
referred as Fourier Series representation of that
signal.
In the Fourier series above, the terms for k=1 and
k=-1 are referred as the fundamental components or
the first harmonic components of x(t).

=
=
k
t jk
k
e a t x
0
) (
e
Fourier Series Coefficients at Continuous-
Time
How can we find the coefficients for a given
continuous-time periodic signal x(t)?
First, determine the period T of x(t).
Then, find the fundamental frequency e
0
=2t/T.
Finally, evaluate the Fourier coefficients by the
formula:


where represents integration over any interval of
length T.

What happens when k=0?


k
a
}

=
T
t jk
k
dt e t x
T
a
0
) (
1
e
}
T
Find Fourier series coefficients of
x(t) = sin
0
t
By expanding the signal
sin
0
t = (1/2j)e
j0t
- (1/2j)e
-j0t
Comparing with previous equation
a
1
= 1/2j, a
-1
= -1/2j

Ex 3.4

Find Fourier Series coefficients of
Where T = 4
Convergence of Fourier Series
It may not be possible to represent a
periodic signal as a Fourier series, if:
The signal is not integratable over any period
Over a finite interval of time, the signal has
infinite number of variations
Over a finite interval of time, the signal has
infinite number of discontinuities.
However, such signals are not realistic. So,
convergence is not an important issue.
Dirichlet Conditions
Start by taking a signal with a finite number of
discontinuities (like a square pulse) and
finding its Fourier Series representation.
We then attempt to reconstruct it from these
Fourier coefficients.
What we find is that the more coefficients we
use, the more the signal begins to resemble the
original. However, around the discontinuities,
we observe rippling that does not seem to
subside
GIBBS PHENOMENON
GIBBS contd
As we consider even more coefficients, we
notice that the ripples narrow, but do not shorten.
As we approach an infinite number of
coefficients, this rippling still does not go away.
This is when we apply the idea of almost
everywhere.
While these ripples remain (never dropping
below 9% of the pulse height), the area inside
them tends to zero, meaning that the energy of
this ripple goes to zero
Fourier series approximation of a square wave
Gibbs Phenomena

Properties of CT Fourier Series
Given two periodic signals with same period T and
fundamental frequency e
0
=2t/T:


Linearity:

Time-Shifting:

Time-Reversal (Flip):

Time-Scaling:
k
k
b t y
a t x

) (
) (
k k
Bb Aa t By t Ax t z + + = ) ( ) ( ) (
0 0
) ( ) (
0
t j
k
e a t t x t z
e
=
k
a t x t z

= ) ( ) (
0 , ) ( ) ( > = o o
k
a t x t z
Properties of Fourier Series (contd)
Differentiation:

Integration:

Even-Odd Decomposition of Real Signals:



Multiplication:


k
a jk
dt
t dx
t z
0
) (
) ( e =
0 ,
1
) ( ) (
0
0
= =
}

a a
jk
dt t x t z
k
t
e
} { )} ( { ) (
} { )} ( { ) (
k
k
a m j t x Odd t z
a e t x Even t z
=
9 =

=

= =
l
l k l k k
b a b a t y t x t z * ) ( ) ( ) (