EE252 :LS I Chapter III : Fourier series

CHAPTER I I I : Fourier series

Eigenfunction 𝜱k(t)?

𝝓𝒌 (𝒕) System 𝝀𝒌 𝝓𝒌 (

Eigenvalue Eigenfunction

Eigenfunction in same function out with a gain

From the supposition property of LTI Systems:

LTI System 𝒚(𝒕) = � 𝝀𝒌 𝒂𝒌 𝝓𝒌 (𝒕)

𝒙(𝒕) = � 𝒂𝒌 𝝓𝒌 (𝒕)
𝒌
𝒌

Now the task of finding response of LTI Systems is to determine 𝝀𝒌

I) Response of continuous time LTI System to complex exponential :

𝒋𝒌𝝎𝟎 𝒕
Consider the complex exponential 𝒆 and the LTI system h(t):

+∞

𝒙(𝒕) = 𝒆𝒋𝒌𝝎𝟎𝒕 h(t) 𝒚(𝒕) = � 𝒉(𝝉)𝒙(𝒕 − 𝝉)𝒅𝝉

−∞

+∞ +∞

𝒚(𝒕) = � 𝒉(𝝉)𝒆𝒋𝒌𝝎𝟎 (𝒕−𝝉) 𝒅𝝉 = � 𝒉(𝝉)𝒆𝒋𝒌𝝎𝟎𝒕 𝒆−𝒋𝒌𝝎𝟎 𝝉 𝒅𝝉

−∞ −∞

+∞

𝒚(𝒕) = 𝒆𝒋𝒌𝝎𝟎𝒕 � 𝒉(𝝉) 𝒆−𝒋𝒌𝝎𝟎 𝝉 𝒅𝝉

−∞

H(k𝝎𝟎 )
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EE252 :LS I Chapter III : Fourier series

𝒆𝒋𝒌𝝎𝟎 𝒕 LTI system 𝑯(𝒌𝝎𝟎 )𝒆𝒋𝒌𝝎𝟎𝒕

𝒆𝒋𝒌𝝎𝟎 𝒕 is an Eigenfunction of the LTI system.

𝑯(𝒌𝝎𝟎 ) is an Eigenvalue of the LTI system.

𝒋𝒌𝝎𝟎 𝒕 𝑯(𝒌𝝎𝟎 )𝒆𝒋𝒌𝝎𝟎𝒕

𝒆 LTI system

� 𝒂𝒌 𝒆𝒋𝒌𝝎𝟎 𝒕 LTI system � 𝒂𝒌 𝑯(𝒌𝝎𝟎 )𝒆𝒋𝒌𝝎𝟎𝒕

𝒌 𝒌

� 𝒃𝒌 𝒆𝒋𝒌𝝎𝟎 𝒕
𝒌

𝒃𝒌 = 𝒂𝒌 𝑯(𝒌𝝎𝟎 )

What kind of signals can we represent as sums of complex exponential?

Fourier series!

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EE252 :LS I Chapter III : Fourier series

II) Fourier Series representation of CT periodic signals :

Fourier stated that any signal that is periodic with fundamental period T0, can be
expressed as an infinite linear combination of complex exponential.
Given, x(t) satisfying :
𝒙(𝒕) = 𝒙(𝒕 + 𝑻) 𝑓𝑜𝑟 𝑎𝑙𝑙 𝒕
𝟐𝝅
With fundamental period T0 ( smallest T), we can write 𝝎𝟎 =
𝑻𝟎
+∞

𝒙(𝒕) = � 𝒂𝒌 𝒆𝒋𝒌𝝎𝟎 𝒕
𝒌=−∞

First harmonic

𝒙(𝒕) = ⋯ … . +𝒂−𝟐 𝒆−𝒋𝟐𝝎𝟎 𝒕 + 𝒂−𝟏 𝒆−𝒋𝝎𝟎𝒕 + 𝒂𝟎 + 𝒂𝟏 𝒆𝒋𝝎𝟎 𝒕 + 𝒂𝟐 𝒆𝒋𝟐𝝎𝟎 𝒕 + ⋯ … … ..

Dc component

𝒆𝒋𝝎𝒕 Periodic with period T ⇔ 𝝎 = 𝒌 𝝎𝟎

𝟐𝝅
𝒋𝒌 𝒕
𝒙(𝒕) = ∑+∞
𝒌=−∞ 𝒂𝒌 𝒆
𝒋𝒌𝝎𝟎 𝒕 ∑+∞
= 𝒌=−∞ 𝒂𝒌 𝒆 𝑻𝟎

• Such a representation is known as (the complex exponential form of) a (CT) Fourier
series, and the ak are called Fourier series coefficients.

• The terms in the summation for k = K and k = −K are called the Kth harmonic
components, and have the frequency Kω0.

𝑘 =0 𝐷𝑐 component
𝑘 = ±1 𝑓𝑖𝑟𝑠𝑡 ℎ𝑎𝑟𝑚𝑜𝑛𝑖𝑐
𝑘 = ±2 𝑠𝑒𝑐𝑜𝑛𝑑 ℎ𝑎𝑟𝑚𝑜𝑛𝑖𝑐
𝑘 = ±3 𝑡ℎ𝑖𝑟𝑑 ℎ𝑎𝑟𝑚𝑜𝑛𝑖𝑐
.
.
.

Remember:
𝟏 𝒋𝒌𝝎 𝒕
𝒄𝒐𝒔(𝒌𝝎𝟎 𝒕) = (𝒆 𝟎 + 𝒆−𝒋𝒌𝝎𝟎 𝒕 )
𝟐
𝟏
𝒔𝒊 𝒏(𝒌𝝎𝟎 𝒕) = �𝒆𝒋𝒌𝝎𝟎 𝒕 − 𝒆−𝒋𝒌𝝎𝟎 𝒕 �
𝟐𝒋
𝒋𝜽
𝒆 = 𝐜𝐨𝐬 𝜽 + 𝒋 𝐬𝐢𝐧 𝜽
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EE252 :LS I Chapter III : Fourier series

Remark :

• For real periodic signals, there are two others commonly used forms for CT
Fourier series :
𝒙 ( 𝒕 ) = 𝒂 𝟎 + ∑∞
𝒌=𝟏[𝜶𝒌 𝐜𝐨𝐬(𝒌𝝎𝟎 𝒕) + 𝜷𝒌 𝐬𝐢𝐧( 𝒌𝝎𝟎 𝒕)]
𝒙 ( 𝒕 ) = 𝒂 𝟎 + ∑∞
𝒌=𝟏[𝜸𝒌 𝐜𝐨𝐬(𝒌𝝎𝟎 𝒕 + 𝜽𝒌 )]

• Because of the eigenfunction property of 𝒆𝒋𝝎𝒕 , we will use complex

exponential form.

Given x(t) periodic , how do we find 𝒂𝒌 ?

+∞

𝒙(𝒕) = � 𝒂𝒌 𝒆𝒋𝒌𝝎𝟎 𝒕 (𝒊)

𝒌=−∞

Suppose we multiply both sides of eq (i) by 𝒆−𝒋𝒏𝝎𝟎 𝒕 and integrate over a period.

+∞

� 𝒙(𝒕)𝒆−𝒋𝒏𝝎𝟎 𝒕 𝒅𝒕 = � � 𝒂𝒌 𝒆𝒋𝒌𝝎𝟎𝒕 𝒆−𝒋𝒏𝝎𝟎𝒕 𝒅𝒕

𝑻𝟎 𝑻𝟎 𝒌=−∞

+∞
= � 𝒂𝒌 � 𝒆𝒋(𝒌−𝒏)𝝎𝟎 𝒕 𝒅𝒕
−∞
𝑻𝟎

𝑻𝟎 𝒌=𝒏
� 𝒆𝒋(𝒌−𝒏)𝝎𝟎𝒕 𝒅𝒕 = �
𝟎 𝒌≠𝒏
𝑻𝟎

� 𝒙(𝒕)𝒆−𝒋𝒏𝝎𝟎 𝒕 𝒅𝒕 = 𝒂𝒏 𝑻𝟎
𝑻𝟎

𝟏
𝒂𝒏 = � 𝒙(𝒕)𝒆−𝒋𝒏𝝎𝟎 𝒕 𝒅𝒕
𝑻𝟎
𝑻𝟎

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EE252 :LS I Chapter III : Fourier series

𝟏
𝒂𝒌 = � 𝒙(𝒕)𝒆−𝒋𝒌𝝎𝟎𝒕 𝒅𝒕
𝑻𝟎
𝑻𝟎

+∞
⎧ 𝒙(𝒕) = � 𝒂 𝒆𝒋𝒌𝝎𝟎 𝒕 𝑺𝒚𝒏𝒕𝒉𝒆𝒔𝒊𝒔 𝒆𝒒𝒖𝒂𝒕𝒊𝒐𝒏
𝒌
⎪
𝒌=−∞

⎨ 𝟏 −𝒋𝒌𝝎𝟎 𝒕
⎪𝒂𝒌 = 𝑻 � 𝒙(𝒕)𝒆 𝒅𝒕 𝑨𝒏𝒂𝒍𝒔𝒚𝒔𝒊𝒔 𝒆𝒒𝒖𝒂𝒕𝒊𝒐𝒏
𝟎
⎩ 𝑻𝟎

Remark :

• ∫𝑻𝟎 denotes integral over an interval of length T0 ( over one period

𝑻𝒐
𝑻𝟎 𝟎
∫𝟎 𝒐𝒓 ∫_𝑻 𝒐𝒓 ∫ 𝟐
𝑻 )
𝟎 − 𝟎
𝟐
𝟏 𝟏
• 𝒂𝟎 =
𝑻𝟎
∫𝑻 𝒙(𝒕)𝒆−𝒋𝟎𝝎𝟎 𝒕 𝒅𝒕 = 𝑻 ∫𝑻 𝒙(𝒕) 𝒅𝒕, The DC component
𝟎 𝟎 𝟎
is just the average of x(t).

Examples :

• 1) 𝒙(𝒕) = 𝒄𝒐𝒔 (𝟒𝝅𝒕) + 𝟐 𝒔𝒊𝒏 (𝟖𝝅𝒕)

- Determine the Fourier series coefficients .

𝟐𝝅 𝟐𝝅 𝟏
𝝎𝟏 = 𝟒𝝅 ⇒ 𝑻𝟏 = = =
𝝎𝟏 𝟒𝝅 𝟐

𝟐𝝅 𝟐𝝅 𝟏
𝝎𝟐 = 𝟖𝝅 ⇒ 𝑻𝟐 = = =
𝝎𝟐 𝟖𝝅 𝟒

𝑻𝟏 𝟏. 𝟒 𝑨
= = =𝟐
𝑻𝟐 𝟐. 𝟏 𝑩
𝟏
𝑻 = 𝑨 𝑻𝟐 = 𝑩 𝑻𝟏 = ⇒ 𝝎𝟎 = 𝟒𝝅
𝟐
𝟏 𝒋𝟒𝝅𝒕 𝟐
𝒙(𝒕) = �𝒆 + 𝒆−𝒋𝟒𝝅𝒕 � + (𝒆𝒋𝟖𝝅𝒕 − 𝒆−𝒋𝟖𝝅𝒕 )
𝟐 𝟐𝒋

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EE252 :LS I Chapter III : Fourier series

𝟏 𝒋𝝎 𝒕 𝟏 −𝒋𝝎 𝒕 𝟏 𝒋𝟐𝝎 𝒕 𝟏 −𝒋𝟐𝝎 𝒕

𝒙 (𝒕 ) = 𝒆 𝟎 + 𝒆 𝟎 + 𝒆 𝟎 − 𝒆 𝟎
𝟐 𝟐 𝒋 𝒋

𝒂𝟎 = 𝟎 ;
𝟏 𝟏
𝒂𝟏 = ; 𝒂𝟐 = ; 𝒂𝟑 = 𝟎; 𝒂𝟒 = 𝟎
𝟐 𝒋

𝟏 𝟏
𝒂−𝟏 = ; 𝒂−𝟐 = − ; 𝒂−𝟑 = 𝟎; 𝒂𝟒 = 𝟎
𝟐 𝒋

2) Find the FS coefficients 𝒂𝒌

-τ τ
Tapez une équation ici.

The signal is periodic :

+∞

𝒙(𝒕) = � 𝒂𝒌 𝒆𝒋𝒌𝝎𝟎 𝒕
𝒌=−∞
𝒂𝟎 =?
𝑻
𝟐
𝟏 𝟏 𝟐𝝉
𝒂𝟎 = � 𝒙(𝒕) 𝒅𝒕 = � 𝒙(𝒕) 𝒅𝒕 =
𝑻 𝑻 𝑻
𝑻 𝑻
−
𝟐

𝟐𝝉
𝒂𝟎 =
𝑻

𝒂𝒌 =?
𝑻
𝟏 −𝒋𝒌𝝎𝟎 𝒕 𝟏 𝟏 𝝉
𝒂𝒌 = ∫𝑻 𝒙(𝒕)𝒆
𝑻
𝒅𝒕 =
𝑻
∫ 𝒙(𝒕)𝒆−𝒋𝒌𝝎𝟎 𝒕 𝒅𝒕 =
𝟐
𝑻 ∫ 𝒆−𝒋𝒌𝝎𝟎 𝒕 𝒅𝒕 =
𝑻 −𝝉
−
𝟐

𝟏 −𝟏 𝟐 𝟐𝒔𝒊𝒏 (𝒌𝝎𝟎 𝝉) 𝒔𝒊𝒏(𝒌𝝎𝟎 𝝉)

� � � 𝒆−𝒋𝒌𝝎𝟎𝝉 − 𝒆𝒋𝒌𝝎𝟎 𝝉 � = 𝒔𝒊𝒏(𝒌𝝎𝟎 𝝉)= 𝟐𝝅 =
𝑻 𝒋𝒌𝝎𝟎 𝑻𝒌𝝎𝟎 𝑻𝒌 𝒌𝝅
𝑻

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EE252 :LS I Chapter III : Fourier series

𝒔𝒊𝒏(𝒌 𝝎𝟎 𝝉)
𝒂𝒌 =
𝒌𝝅

Remark:

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