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Fourier Analysis
Dr Lino AA Notarantonio
September 13, 2011
Fourier Series
Deﬁnition
A Fourier series is an inﬁnite linear combination of terms such as
sin(nωx), cos(nωx):
a
0
2
+
∞
n=1
[a
n
cos(nωx) + b
n
sin(nωx)]
ω is the fundamental frequency and is measured in radians per second
rad/s.
a
n
, b
n
are the coeﬃcients of the series
Fourier Series
Fundamental Frequency
The fundamental frequency can also be measured in Hertz [Hz] = sec
−1
.
In this case, the sine and cosine functions will have an extra factor 2πF:
cos(2πFnx), sin(2πFnx), F being the frequency in Hz.
Fourier Series
Periodic Functions
Deﬁnition
We say that a function f (x) is periodic, with period P if
f (x + P) = f (x)
for every x in its domain.
Remark
The period of a periodic function is the smallest real number P satisfying
f (x + P) = f (x)
for every x in the domain of f .
Fourier Series
Periodic Extension
Let examine the concept of periodic extension with the following example.
Example
Let f (x) = 1/x, 0 < x ≤ 1 and let n > 0 be an integer.Deﬁne
˜
f (x) =
_
f (x), if 0 < x ≤ 1
f (x −n), if n < x ≤ n + 1
The function
˜
f (x) is a periodic function of period 1.
Fourier Series
Periodic Functions
Let f (x) be a periodic function, with period P , 0 ≤ x ≤ P. Then we can
write the associated Fourier series
a
0
2
+
∞
n=1
[a
n
cos(nωx) + b
n
sin(nωx)] (1)
The fundamental frequency is ω =
2π
P
.
How do we relate the coeﬃcients of the series with the function f (x)?
Fourier Series
Fourier Coeﬃcients
The coeﬃcients of (1) are computed as follows:
a
0
=
2
P
_
P
0
f (x)dx
a
n
=
2
P
_
P
0
f (x) cos(nωx)dx (2)
b
n
=
2
P
_
P
0
f (x) sin(nωx)dx
In fact, the interval of integration above can be any interval of length P,
such as, for example, (−P/2, P/2).
Fourier Series
Convergence of the Fourier Series
Fact (Dirichlet Condition)
Let f : (0, P) →R be a periodic function, with period P, x ∈ R.
Suppose also that f (x)
1. has a ﬁnite number of discontinuities;
2. has a ﬁnite number of maxima and minima;
3. is absolutely integrable over a period:
_
P
0
f (x) dx < ∞
Then the associated Fourier series
a
0
2
+
∞
n=1
[a
n
cos(nωx) + b
n
sin(nωx)]
converges absolutely to
1
2
[f (x
+
) + f (x
−
)] for all x ∈ (0, P).
Remark
If the function f is continuous at x ∈ (0, P), then the series converges
absolutely to f (x).
Fourier Series
Unit Pulse Function
The unit pulse (boxcar function; gate function; rectangular function) is
deﬁned as
p(x) =
_
1, x < 1/2
0, x ≥ 1
The function is then extended by periodicity, with period 2, over the real
line.
Remark
A pulse with amplitude A, pulse width B and centerpoint time delay T
is Ap((x −T)/B).
Fourier Series
Unit Pulse Function
The computation of the Fourier coeﬃcients of the pulse function f (x)
gives
a
0
=
2A
P
T
a
n
=
2A
P
sin(nωT)
nω
(3)
b
n
=
2A
P
1 −cos(nωT)
nω
(4)
Exercise What function does the associated Fourier series converge to?
Fourier Series
Problems
Determine the Fourier series of the following functions and determine all
points where the series does not converge to f (x). All the functions
below are extended by periodicity over the real line.
1. f (x) = x, −π ≤ x ≤ π.
2. f (x) = x, 0 ≤ x ≤ π.
3. f (x) = x
2
, −π ≤ x ≤ π.
Fourier Series
Energy of a signal
The energy of a function over a period is deﬁned as
E(f ) =
_
P
0
f (x)
2
dx (5)
In Signal Processing Analysis is more appropriate to consider the power
of a periodic signal, where the power is deﬁned as
P(f ) =
1
P
_
P
0
f (x)
2
dx (6)
Remark
In Signal Processing Analysis is appropriate to consider signals with ﬁnite
power, if the signal is periodic and signal with ﬁnite energy, if the signal
is not necessarily periodic.
Fourier Series
Signals with ﬁnite energy
If a periodic signal has ﬁnite energy, then it is possible to prove that the
energy of the diﬀerence
f (x) −
_
a
0
2
+
∞
n=1
[a
n
cos(nωx) + b
n
sin(nωx)]
_
is equal to zero.
Remark
Even so, bear in mind that the function and its associated series may not
be equal for all values of x.
Fourier Series
Parseval’s Identity
1
Let f (x) be a periodic function that satisﬁes Dirichlet’s Conditions.
The power of f (x) can be computed using the associated Fourier
coeﬃcients:
1
P
_
P
0
f (x)
2
dx =
_
a
0
2
_
2
+
1
2
∞
n=1
_
a
n

2
+b
n

2
¸
(7)
The term a
n

2
+b
n

2
is the nth harmonic component of the signal
(function).
1
Also known as Plancherel’s Identity
Fourier Series
Parseval’s Identity: An Application
Consider the pulse function with A = 1, T = π, y P = 2π. It is asked to
compute what percentage of the signal contains:
1. the DC term;
2. The DC term and the ﬁrst ﬁve multiples of the fundamental
frequency.
Fourier Series
Parseval’s Identity: An Application
The power of the signal is equal to
Power =
1
2π
_
2π
0
f (x)
2
dx =
1
2
.
1. The DC term corresponds to term with n = 0 of the associated
Fourier series: a
0
= 1, so the DC term contains 50% of the signal:
(a
0
/2)
2
= 1/4.
2. The DC term and the ﬁrst ﬁve multiples of the fundamental
frequency give
_
1
2
_
2
+
1
2
_
_
2
π
_
2
+
_
2
3π
_
2
+
_
2
5π
_
2
_
= 0.4833,
which corresponds to 98.33% of the total power of the signal. The
corresponding calculations are given in the next slide.
Fourier Series
Parseval’s Identity: An Application
The fundamental frequency is ω = 1. The Fourier coeﬃcients are:
a
k
=
1
π
_
π
0
cos(kt) dt =
1
kπ
sin(kt)
¸
¸
¸
¸
π
0
= 0
b
k
=
1
π
_
π
0
sin(kt)dt dt = −
1
kπ
cos(kt)
¸
¸
¸
¸
π
0
=
1
kπ
[1 −(−1)
n
] =
_
¸
¸
_
¸
¸
_
0, k even
2
kπ
, k odd
Fourier Series
Parseval’s Identity: Problems
For each of the following signals, compute the amount (in %) of the
signal in:
(a) the DC term;
(b) the DC term and the ﬁrst three multiples of the fundamental
frequency.
1. f (x) = x, −π ≤ x ≤ π.
2. f (x) = x, 0 ≤ x ≤ π.
3. f (x) = x
2
, −π ≤ x ≤ π.
Fourier Series
PhaseShifted Sinusoid Representation
The Fourier series of a continuous, periodic signal f (x) can also be
written as a single set of phaseshifted sinusoids
f (x) =
a
0
2
+
∞
n=1
A
n
cos(nωx +θ
n
)
where A
n
=
_
a
2
n
+ b
2
n
is the amplitude and θ
n
= tan
−1
(−b
n
/a
n
) is the
phase shift.
Fourier Series − Spectrum of a Signal
Amplitude Spectrum
Deﬁnition
Let f (x) be a continuous, periodic signal. The amplitude spectrum of the
signal f (x) is the set
{(nω, A
n
/2)}
Example (Pulse Function)
A
n
2
=
√
2
A
P
_
1 −cos(nωT)
nω
So the amplitude spectrum of this signal is given by the graph of the
function
α →
√
2
A
P
_
1 −cos(αT)
α
Complex Fourier Series
Let f be an absolutely integrable, Pperiodic function. The complex
Fourier series is
f (x) =
∞
n=−∞
d
n
e
jnωx
where ω = 2π/P is the fundamental frequency.
The complex Fourier coeﬃcients are computed as
d
n
=
1
P
_
P
0
f (x)e
−jnωx
dx, n = 0, ±1, . . .
Complex Fourier Series
Remark
If a
n
, b
n
are the coeﬃcients of the real Fourier series, then
f (x) =
a
0
2
+
∞
n=1
__
a
n
−jb
n
2
_
e
jnωx
+
_
a
n
+ jb
n
2
_
e
−jnωx
_
= d
0
+
∞
n=1
_
d
n
e
jnωx
+ d
n
e
−jnωx
¸
=
∞
n=−∞
d
n
e
jnωx
with d
0
=
1
2
a
0
, d
n
=
1
2
(a
n
−jb
n
) and d
−n
= d
n
.
Complex Fourier Series
Power Spectrum
The power spectrum is the set (nω, d
n

2
).
Notice that d
n

2
= A
n

2
, where A
n
are the Fourier coeﬃcients using
sinusoids.
Complex Fourier Series
Power SpectrumPulse Function
Let us compute the power spectrum of the Pperiodic pulse function
f (x) =
_
A, 0 < x < T
0, t < x < P
d
0
= AT/P,
d
n
=
1
P
_
P
0
f (x)e
−jnωx
dx =
A
P
_
1 −e
−jnωT
jnω
_
Express ω = 2πF, F frequency in Hz.
Complex Fourier Series
Power SpectrumPulse Function
d
n
=
A
P
_
e
−jnπFT
e
jnπFT
−e
−2πjnFT
2πjnF
_
=
A
P
_
e
jnπFTx
−e
−jnπFT
(2j)πnF
_
e
−jnπFT
=
A
P
_
sin(πnFT)
πnF
_
e
−jnπFT
=
AT
P
_
sin(πnFT)
πnFT
_
e
−jnπFT
=
AT
P
sinc(nFT) e
−jnπFTx
Deﬁnition (Sinc Function)
The sinc function is deﬁned as
sinc(t) =
sin πt
πt
Some authors also refer to it as sampling function.
The “sinc” function is equal to 1, when t = 0, has zeroes at ±1,
±2, . . .and lim
t→±∞
sinc(t) = 0
Fourier Series
Deﬁnition
A Fourier series is an inﬁnite linear combination of terms such as sin(nωx), cos(nωx): a0 + [an cos(nωx) + bn sin(nωx)] 2 n=1 ω is the fundamental frequency and is measured in radians per second rad/s. an , bn are the coeﬃcients of the series
∞
the sine and cosine functions will have an extra factor 2πF : cos(2πFnx).Fourier Series Fundamental Frequency The fundamental frequency can also be measured in Hertz [Hz] = sec−1 . F being the frequency in Hz. . sin(2πFnx). In this case.
. Remark The period of a periodic function is the smallest real number P satisfying f (x + P) = f (x) for every x in the domain of f . with period P if f (x + P) = f (x) for every x in its domain.Fourier Series Periodic Functions Deﬁnition We say that a function f (x) is periodic.
if 0 < x ≤ 1 if n < x ≤ n + 1 ˜ The function f (x) is a periodic function of period 1.Fourier Series Periodic Extension Let examine the concept of periodic extension with the following example. .Deﬁne ˜ f (x) = f (x). f (x − n). 0 < x ≤ 1 and let n > 0 be an integer. Example Let f (x) = 1/x.
with period P . 0 ≤ x ≤ P.Fourier Series Periodic Functions Let f (x) be a periodic function. Then we can write the associated Fourier series a0 + [an cos(nωx) + bn sin(nωx)] 2 n=1 The fundamental frequency is ω = 2π . P How do we relate the coeﬃcients of the series with the function f (x)? ∞ (1) .
P/2). . for example. such as. the interval of integration above can be any interval of length P.Fourier Series Fourier Coeﬃcients The coeﬃcients of (1) are computed as follows: 2 P 2 P 2 P P a0 = an = bn = f (x)dx 0 P f (x) cos(nωx)dx 0 P (2) f (x) sin(nωx)dx 0 In fact. (−P/2.
then the series converges absolutely to f (x). Remark If the function f is continuous at x ∈ (0. P). P). P) → R be a periodic function. has a ﬁnite number of maxima and minima. x ∈ R. with period P.Fourier Series Convergence of the Fourier Series Fact (Dirichlet Condition) Let f : (0. has a ﬁnite number of discontinuities. P 3. Suppose also that f (x) 1. is absolutely integrable over a period: 0 f (x) dx < ∞ Then the associated Fourier series a0 + [an cos(nωx) + bn sin(nωx)] 2 n=1 converges absolutely to 1 2 ∞ [f (x + ) + f (x − )] for all x ∈ (0. . 2.
rectangular function) is deﬁned as 1. . gate function. x ≥ 1 The function is then extended by periodicity. Remark A pulse with amplitude A. x < 1/2 p(x) = 0.Fourier Series Unit Pulse Function The unit pulse (boxcar function. over the real line. pulse width B and centerpoint time delay T is Ap((x − T )/B). with period 2.
Fourier Series Unit Pulse Function The computation of the Fourier coeﬃcients of the pulse function f (x) gives 2A T P 2A sin(nωT ) an = P nω 2A 1 − cos(nωT ) bn = P nω a0 = (3) (4) Exercise What function does the associated Fourier series converge to? .
f (x) = x. f (x) = x. 0 ≤ x ≤ π. All the functions below are extended by periodicity over the real line. 1. . −π ≤ x ≤ π. −π ≤ x ≤ π.Fourier Series Problems Determine the Fourier series of the following functions and determine all points where the series does not converge to f (x). 2. f (x) = x 2 . 3.
where the power is deﬁned as P(f ) = 1 P P f (x)2 dx 0 (6) Remark In Signal Processing Analysis is appropriate to consider signals with ﬁnite power. if the signal is not necessarily periodic.Fourier Series Energy of a signal The energy of a function over a period is deﬁned as P E(f ) = 0 f (x)2 dx (5) In Signal Processing Analysis is more appropriate to consider the power of a periodic signal. . if the signal is periodic and signal with ﬁnite energy.
a0 + [an cos(nωx) + bn sin(nωx)] 2 n=1 ∞ Remark Even so. bear in mind that the function and its associated series may not be equal for all values of x. then it is possible to prove that the energy of the diﬀerence f (x) − is equal to zero.Fourier Series Signals with ﬁnite energy If a periodic signal has ﬁnite energy. .
1 Also known as Plancherel’s Identity .Fourier Series Parseval’s Identity1 Let f (x) be a periodic function that satisﬁes Dirichlet’s Conditions. The power of f (x) can be computed using the associated Fourier coeﬃcients: 1 P P f (x)2 dx = 0 a0 2 2 + 1 2 ∞ an 2 + bn 2 n=1 (7) The term an 2 + bn 2 is the nth harmonic component of the signal (function).
y P = 2π. 2. The DC term and the ﬁrst ﬁve multiples of the fundamental frequency. the DC term. . It is asked to compute what percentage of the signal contains: 1.Fourier Series Parseval’s Identity: An Application Consider the pulse function with A = 1. T = π.
so the DC term contains 50% of the signal: (a0 /2)2 = 1/4.4833. which corresponds to 98. 2.Fourier Series Parseval’s Identity: An Application The power of the signal is equal to Power = 1 2π 2π f (x)2 dx = 0 1 . The DC term and the ﬁrst ﬁve multiples of the fundamental frequency give 1 2 2 + 1 2 2 π 2 + 2 3π 2 + 2 5π 2 = 0. 2 1. . The corresponding calculations are given in the next slide. The DC term corresponds to term with n = 0 of the associated Fourier series: a0 = 1.33% of the total power of the signal.
k even 1 n = [1 − (−1) ] = 2 kπ .Fourier Series Parseval’s Identity: An Application The fundamental frequency is ω = 1. The Fourier coeﬃcients are: ak = bk = 1 π 1 π π cos(kt) dt = 0 π 1 sin(kt) kπ π =0 0 π 0 1 sin(kt)dt dt = − cos(kt) kπ 0 0. k odd kπ .
2. f (x) = x.Fourier Series Parseval’s Identity: Problems For each of the following signals. (b) the DC term and the ﬁrst three multiples of the fundamental frequency. compute the amount (in %) of the signal in: (a) the DC term. −π ≤ x ≤ π. 1. −π ≤ x ≤ π. . f (x) = x. 0 ≤ x ≤ π. f (x) = x 2 . 3.
periodic signal f (x) can also be written as a single set of phaseshifted sinusoids a0 f (x) = + An cos(nωx + θn ) 2 n=1 where An = phase shift. 2 2 an + bn is the amplitude and θn = tan−1 (−bn /an ) is the ∞ .Fourier Series PhaseShifted Sinusoid Representation The Fourier series of a continuous.
Fourier Series − Spectrum of a Signal Amplitude Spectrum Deﬁnition Let f (x) be a continuous. The amplitude spectrum of the signal f (x) is the set {(nω. An /2)} Example (Pulse Function) √ A 1 − cos(nωT ) An = 2 2 P nω So the amplitude spectrum of this signal is given by the graph of the function √ A 1 − cos(αT ) α→ 2 P α . periodic signal.
±1. 0 n = 0.Complex Fourier Series Let f be an absolutely integrable. . . . Pperiodic function. The complex Fourier coeﬃcients are computed as dn = 1 P P f (x)e −jnωx dx. The complex Fourier series is ∞ f (x) = n=−∞ dn e jnωx where ω = 2π/P is the fundamental frequency. .
2 2 . dn = (an − jbn ) and d−n = dn . bn are the coeﬃcients of the real Fourier series. then f (x) = a0 + 2 n=1 ∞ ∞ an − jbn 2 e jnωx + an + jbn 2 e −jnωx = d0 + n=1 ∞ dn e jnωx + dn e −jnωx dn e jnωx = n=−∞ with d0 = 1 1 a0 .Complex Fourier Series Remark If an .
. dn 2 ).Complex Fourier Series Power Spectrum The power spectrum is the set (nω. where An are the Fourier coeﬃcients using sinusoids. Notice that dn 2 = An 2 .
Complex Fourier Series Power SpectrumPulse Function Let us compute the power spectrum of the Pperiodic pulse function f (x) = A. t < x < P d0 = AT /P. 0 < x < T 0. dn = 1 P P f (x)e −jnωx dx = 0 A P 1 − e −jnωT jnω Express ω = 2πF . F frequency in Hz. .
Complex Fourier Series Power SpectrumPulse Function dn = = A P e −jnπFT e jnπFT − e −2πjnFT 2πjnF A e jnπFTx − e −jnπFT e −jnπFT P (2j)πnF A sin(πnFT ) = e −jnπFT P πnF AT sin(πnFT ) e −jnπFT = P πnFT AT = sinc(nFT ) e −jnπFTx P .
±2. when t = 0. . The “sinc” function is equal to 1. . has zeroes at ±1.Deﬁnition (Sinc Function) The sinc function is deﬁned as sinc(t) = sin πt πt Some authors also refer to it as sampling function. .and limt→±∞ sinc(t) = 0 .
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