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Fourier Series

If function is periodic,
and piecewise smooth for
Then:

In Which:

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These are equal in the integral sense

The distance between two function is zero then we


say they are basically the same function

integral Norm

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Fourier Series
If function is periodic, and piecewise smooth
Then:
In Which:

MATLAB Play

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Inner Product Space
The inner product space is the vector space
with inner product.
If we have two vector then:
Rule 1.

Rule 2.
Linearity

Rule 3. Non – Negativity

Two vector are orthogonal if


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Inner Product for function (on interval [a b]).
If we have two function then:

Define Norm of function

If we want to know how close of 2 function then


we only need to compute the Norm of

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Two function are orthogonal if

is orthogonal to if

Similarly:

is orthogonal to if

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Because we have ‘sin’ and ‘cos’ the we may try to write
Fourier Series in complex form.

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is Real value:

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for serve as the basis of periodic function
on the interval

We also have for serve as the basis of periodic


function on the interval
is orthogonal basis:
This mean all function is orthogonal to each other:

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A Fourier Series is just a change of coordination (basis)
of a function f(x) into an infinite dimensional orthogonal
function space spanned by sines and cosines )

Fourier Series

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If is Real value:
:

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A Fourier Series on [-L, L] and take the limit

represented as infinite sum of sin and cos

With frequency

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Fourier Transform

D T
T

Fourier Transform!

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Why do we go from Fourier Series to Fourier Transform
integral?
Fourier Series: Function must be periodic
or periodic

Fourier Transform: We generalize for non periodic Function

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Fourier Series:

We can find how each of frequency contribute to


the . But is countable (discrete frequency)

Fourier Transform:

By t we have the coefficient is a continuous


function of .
Given any , we can calculate how much of that frequency
contribute to to express
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Fourier Transform

Invert Fourier Transform:

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Fourier Transform define from for well
behavior
Mean that: when
Otherwise, Fourier Transform can’t handle:

For example: Heaviside

Other Examples:

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What is the possible solution?
Solution: Multiply that function with a strongly
decaying function

Only consider

Assumption: for some


And we choose

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Take the F.T of the function

The invert Fourier Transform:

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Laplace Transform
Let: Laplace variable
(generalize frequency)

Define:

Laplace Transform is just Fourier Transform of my function times exponential decay


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Example

Laplace Transform Table

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Properties

What is ?

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Properties

if:

Then:

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Example
Spring mass damping system: =0
=0

=0 =2 =-5

=0

Characteristic Pol. All about IC.


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Example =2 =-5

Characteristic Pol. ICs. External F.

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Assume Zero IC. (for simplify)

In Frequency Domain

Transfer Function

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Final solution:

Convolution integral
(convolve dynamic of
ODE with force term)

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