Fourier Series

Content
 Periodic Functions
 Fourier Series
 Complex Form of the Fourier Series
 Impulse Train
 Analysis of Periodic Waveforms
 Half-Range Expansion
 Least Mean-Square Error Approximation
Fourier Series

Periodic Functions
The Mathematic Formulation
 Any function that satisfies

f (t )  f (t  T )
where T is a constant and is called the period
of the function.
 Example:
t t
f (t )  cos  cos Find its period.
3 4
t t 1 1
f (t )  f (t  T ) cos  cos  cos (t  T )  cos (t  T )
3 4 3 4

Fact: cos   cos(  2m)

T
 2 m T  6m
3 T  24 smallest T
T
 2 n T  8n
4
 Example:
f (t )  cos 1t  cos 2t Find its period.

f (t )  f (t  T ) cos 1t  cos 2t  cos 1 (t  T )  cos 2 (t  T )

1T  2m 1 m 1 must be a


2 n 2 rational number
2T  2n
Example:
f (t )  cos10t  cos(10  )t
Is this function a periodic one?

1 10 not a rational

2 10   number
Fourier Series

Fourier Series
Introduction
 Decompose a periodic input signal into
primitive periodic components.

A periodic sequence
f(t)

t
T 2T 3T
Synthesis
a0  2nt  2nt
f (t )    an cos   bn sin
2 n 1 T n 1 T
DC Part Even Part Odd Part

T is a period of all the above signals

Let 0=2/T.
a0  
f (t )    an cos( n0t )   bn sin( n0t )
2 n 1 n 1
Orthogonal Functions
 Call a set of functions {k} orthogonal
on an interval a < t < b if it satisfies

b 0 mn
a  m (t )  n (t )dt  
rn mn
 Orthogonal set of Sinusoidal
Functions

Define 0=2/T.
T /2 T /2

T / 2
cos(m0t )dt  0, m0 T / 2
sin( m0t )dt  0, m0

T /2  0 mn
T / 2 cos(m0t ) cos(n0t )dt  T / 2 m  n We now prove this one
T /2  0 mn
T / 2 sin( m0t ) sin( n0t )dt  T / 2 m  n
T /2

T / 2
sin( m0t ) cos(n0t )dt  0, for all m and n
 1
cos  cos   [cos(   )  cos(  )]
2

Proof

T /2

T / 2
cos(m0t ) cos(n0t )dt mn
1 T /2 1 T /2
  cos[( m  n)0t ]dt   cos[( m  n)0t ]dt
2 T / 2 2 T / 2
1 1 1 1
 sin[( m  n)0t ] T / 2  sin[( m  n)0t ] T / 2
T /2 T /2

2 (m  n)0 2 (m  n)0
1 1 1 1
 2 sin[( m  n)]  2 sin[( m  n)]
2 (m  n)0 2 (m  n)0

0 0 0
 1
cos  cos   [cos(   )  cos(  )]
2

Proof 1
cos   [1  cos 2]
2

T /2

T / 2
cos(m0t ) cos(n0t )dt m=n
1 T /2
  cos (m0t )dt  T / 2 [1  cos 2m0t ]dt
T /2
2
T / 2 2
T /2 T /2
1 1
 t  sin 2m0t ]
2 T / 2 4m0 T / 2

0
T
 T /2  0 mn
2
T / 2 cos(m0t ) cos(n0t )dt  T / 2 m  n
 Orthogonal set of Sinusoidal
Functions

Define 0=2/T.
1m, 0t )dt  0,  sin( m t )dt 0,
T /2 T /2
 cos( m0 0 m0
 
T / 2 T / 2


T /2 cos  t , cos 2  m 3n t , 
 t0, cos
 cos(m t ) cos(
0 n t )dt   0 0
sin  t , sin 2Tt ,/ sin 2 mn 
0 0
T / 2

 0 0 3  0 t ,  
T /2  0 m  n
 sin( m t ) sin( n t )dt  T / 2 m  n
T / 2
0 0

T /2
an orthogonal set.

T / 2
sin( m0t ) cos(n0t )dt  0, for all m and n
Decomposition
a0  
f (t )    an cos( n0t )   bn sin( n0t )
2 n 1 n 1

2 t 0 T
a0   f (t )dt
T 0
t

2 t 0 T
an   f (t ) cos n0tdt n  1,2,
T t0
2 t 0 T
bn   f (t ) sin n0tdt n  1,2,
T 0
t
 Proof
Use the following facts:
T /2 T /2

T / 2
cos(m0t )dt  0, m0 T / 2
sin( m0t )dt  0, m0

T /2  0 mn
T / 2 cos(m0t ) cos(n0t )dt  T / 2 m  n
T /2  0 mn
T / 2 sin( m0t ) sin( n0t )dt  T / 2 m  n
T /2

T / 2
sin( m0t ) cos(n0t )dt  0, for all m and n
 Example (Square Wave)
f(t)
1

-6 -5 -4 -3 -2 -  2 3 4 5

2 
a0 
2 0
1dt  1

2  1 
an 
2 0
cos ntdt 
n
sin nt 0
0 n  1,2,

2  1  1 2 / n n  1,3,5,
bn 
2 
0
sin ntdt  
n
cos nt 0  
n
(cos n  1)  
0 n  2,4,6,
 1 2 1 1 
f (t )    sin t  sin 3t  sin 5t  
2  3 5 
Example (Square Wave)
f(t)
1

-6 -5 -4 -3 -2 -  2 3 4 5

2 
a0 
2 0
1dt  1

2  1 
an 
2 0
cos ntdt 
n
sin nt 0
0 n  1,2,

1  1  1 2 / n n  1,3,5,
bn 
2 0
sin ntdt   cos nt 0   (cos n  1)  
n n 0 n  2,4,6,
 1 2 1 1 
f (t )    sin t  sin 3t  sin 5t  
2  3 5 
Example (Square Wave)
f(t)
1

-6 -5 -4 -3 -2 -  2 3 4 5

2 
a0 
1.5 2
0
1dt  1

1 2  1 

0.52 0
an  cos ntdt  sin nt 0 n  1,2,
n 0

0
1  1  1 2 / n n  1,3,5,

bn -0.5
2 0
sin ntdt   cos nt 0   (cos n  1)  
n n 0 n  2,4,6,
Harmonics
a0  2nt  2nt
f (t )    an cos   bn sin
2 n 1 T n 1 T
a0  
f (t )    an cos( n0t )   bn sin( n0t )
2 n 1 n 1

DC Part Even Part Odd Part

T is a period of all the above signals

Harmonics
2
Define 0  2f 0  , called the fundamental angular frequency.
T
Define n  n0 , called the n-th harmonic of the periodic function.

a0  
f (t )    an cos n0t   bn sin n0t
2 n 1 n 1

a0  
f (t )    an cos nt   bn sin nt
2 n 1 n 1
 Harmonics
a0  
f (t )    an cos nt   bn sin nt
2 n 1 n 1

a0 
   (an cos nt  bn sin nt )
2 n 1
a0   a 
2
sin nt 
b
   an  bn
2 n
cos nt  n
2 n 1  a 2  b2 a 2
 b 2 
 n n n n 
a0 
   an2  bn2 cos n cos nt  sin  n sin nt 
2 n 1

 C0   Cn cos(nt   n )
n 1
Amplitudes and Phase Angles


f (t )  C0   Cn cos(nt   n )
n 1

harmonic amplitude phase angle

a0
C0 
2  bn 
n  tan  
1

Cn  an2  bn2  an 
Fourier Series

Complex Form of the

Fourier Series
Complex Exponentials
jn0t
e  cos n0t  j sin n0t
e  jn0t  cos n0t  j sin n0t

1 jn0t
cos n0t  e
2
 e  jn0t 
sin n0t 
2j
e e 
1 jn0t  jn0t
 e
2

e 
j jn0t  jn0t

Complex Form of the Fourier Series

a0  
f (t )    an cos n0t   bn sin n0t
2 n 1 n 1

a0 1 
   an e
2 2 n 1

jn0t
e  jn0t j 
 
  bn e jn0t  e  jn0t
2 n 1

a0   1 1 
    (an  jbn )e jn0t
 (an  jbn )e  jn0t 
2 n 1  2 2  a0
c0 
 

2
 c0   cn e jn0t  c n e  jn0t
1
n 1 cn  (an  jbn )
2
1
c n  (an  jbn )
2
Complex Form of the Fourier Series

 

f (t )  c0   cn e jn0t  c n e  jn0t
n 1

 1
 c0   cn e jn0t
  cn e jn0t
n 1 n  
a0
 c0 
 n
c e jn0t

n  
2
1
cn  (an  jbn )
2
1
c n  (an  jbn )
2
Complex Form of the Fourier Series

a0 1 T /2
c0  
2 T T / 2
f (t )dt

1
cn  (an  jbn )
2
1  T /2 T /2

T  T / 2 T / 2
 f ( t ) cos n  tdt  j f (t ) sin n tdt
0 0 
1 T /2 a0
  f (t )(cos n0t  j sin n0t )dt c0 
T  T / 2 2
1 T /2 1
  f (t )e  jn0t dt cn  (an  jbn )
T T / 2 2
1 1 1
T /2
c n  (an  jbn )
c n  (an  jbn ) 
2 T T / 2
f (t )e jn0t dt
2
 Complex Form of the Fourier Series
 a0
c0 
f (t )  n
c e jn0t

n  
2
1
cn  (an  jbn )
1 T /2 2
cn 
T T / 2
f (t )e  jn0t dt 1
c n  (an  jbn )
2
cn | cn | e jn , c n  cn* | cn | e  jn
If f(t) is real,
1 2
| cn || c n | an  bn2
c n  c *
n
2 n  1,2,3,
 b 
n  tan 1   n  c0 
1
a0
 an  2
Complex Frequency Spectra
cn | cn | e jn , c n  cn* | cn | e  jn  b 
n  tan 1   n  n  1,2,3,
1 2  an 
| cn || c n | an  bn2
2
|cn| amplitude
1
c0  a0 spectrum
2


phase
n spectrum


 Example
f(t)
A

t
T T d d T
  T
2 2 2 2

A 1
A d /2
cn   e  jn0t dt  (2 j sin n0 d / 2)
T d / 2 T  jn0
d /2 A 1
A 1  1 sin n0 d / 2
 e  jn0t T 2 n0
T  jn0 d / 2
 nd 
sin  
A 1
Ad  T 
1 jn0 d / 2  
  e  jn0 d / 2
 e  T  nd 
T   jn0  jn0   
 T 
Example
A/5

-120 -80 -40 0 40 80 120

-150 -100 -50 50 100 150

 nd  1 1 d 1
sin   d , T , 
cn 
Ad  T  20 4 T 5
T  nd  2
  0   8
 T  T
Example
A/10

-120 -80 -40 0 40 80 120

-300 -200 -100 100 200 300

 nd  1 1 d 1
sin   d , T , 
cn 
Ad  T  20 2 T 5
T  nd  2
  0   4
 T  T
Example
f(t)
A

t
T
0 d T

A 1
A d
cn   e  jn0t dt  (1  e  jn0 d )
T 0 T jn0
d A 1  jn0 d / 2 jn0 d / 2  jn0 d / 2
A 1  e (e e )
 e  jn0t T jn0
T  jn0 0
 nd 
sin  
A 1 1  
Ad  T  e  jn0 d / 2
  e  jn0 d
  T  nd 
T   jn0  jn0   
 T 
Fourier Series

Impulse Train
Dirac Delta Function
0 t  0 
(t )  
 t  0
and 
(t )dt  1

Also called unit impulse function.

t
0
Property



(t )(t )dt  (0) (t): Test Function

  


(t )(t )dt   (t )(0)dt  (0) (t )dt  (0)
 
Impulse Train

3T 2T T 0 T 2T 3T
t


T (t )   (t  nT )
n  
 Fourier Series of the Impulse Train

T (t )   (t  nT )
n  
2 T /2
a0   T (t )dt 
T T / 2 T
2

2 T /2 2
an   T (t ) cos( n0t )dt 
T T / 2 T
2 T /2
bn   T (t ) sin( n0t )dt  0
T T / 2
1 2 
T (t )    cos n0t
T T n  
 Complex Form
Fourier Series of the Impulse Train

T (t )   (t  nT )
n  
a0 1 T /2 1
c0  
2 T T / 2 T (t )dt  T
1 T /2 1

 jn0t
cn  T (t )e dt 
T T / 2 T
1  jn0t
T (t )   e
T n  
Fourier Series

Analysis of
Periodic Waveforms
Waveform Symmetry
 Even Functions
f (t )  f (t )
 Odd Functions

f (t )   f (t )
Decomposition
 Any function f(t) can be expressed as the
sum of an even function fe(t) and an odd
function fo(t).
f (t )  f e (t )  f o (t )
f e (t )  12 [ f (t )  f (t )] Even Part

f o (t )  12 [ f (t )  f (t )] Odd Part

Example
e t t 0
f (t )  
0 t 0

 12 e t Even Part
t 0
f e (t )   1 t
 2e t0

 12 e  t Odd Part
t 0
f o (t )   1 t
 2 e t0
Half-Wave Symmetry
f (t )  f (t  T ) and f (t )   f t  T / 2

T/2 T/2 T
Quarter-Wave Symmetry
Even Quarter-Wave Symmetry

T/2 T/2 T

Odd Quarter-Wave Symmetry

T/2 T/2
T
Hidden Symmetry
 The following is a asymmetry periodic function:
A

T T

 Adding a constant to get symmetry property.

A/2

T T
A/2
Fourier Coefficients of
Symmetrical Waveforms

 The use of symmetry properties simplifies the

calculation of Fourier coefficients.
– Even Functions
– Odd Functions
– Half-Wave
– Even Quarter-Wave
– Odd Quarter-Wave
– Hidden
Fourier Coefficients of Even Functions

f (t )  f (t )

a0 
f (t )    an cos n0t
2 n 1
4 T /2
an   f (t ) cos( n0t )dt
T 0
Fourier Coefficients of Even Functions

f (t )   f (t )

f (t )   bn sin n0t
n 1

4 T /2
bn   f (t ) sin( n0t )dt
T 0
Fourier Coefficients for Half-Wave Symmetry

f (t )  f (t  T ) and f (t )   f t  T / 2

T/2 T/2 T

The Fourier series contains only odd harmonics.

Fourier Coefficients for Half-Wave Symmetry

f (t )  f (t  T ) and f (t )   f t  T / 2

f (t )   (an cos n0t  bn sin n0t )
n 1


04 T / 2 for n even
an  

T 0 f (t ) cos( n0 t ) dt for n odd

 0
 4 T /2 for n even
bn  

T 0 f (t ) sin( n0t )dt for n odd
Fourier Coefficients for
Even Quarter-Wave Symmetry

T/2 T/2 T


f (t )   a2 n 1 cos[( 2n  1)0t ]
n 1

8 T /4
a2 n 1 
T 
0
f (t ) cos[( 2n  1)0t ]dt
Fourier Coefficients for
Odd Quarter-Wave Symmetry

T/2 T/2
T


f (t )   b2 n 1 sin[( 2n  1)0t ]
n 1

8 T /4
b2 n 1 
T  0
f (t ) sin[( 2n  1)0t ]dt
 Example
Even Quarter-Wave Symmetry
1
T/2 T/2
T T/4 T/4 T
1

8 T /4 8 T /4
a2 n 1 
T 
0
f (t ) cos[( 2n  1)0t ]dt   cos[( 2n  1)0t ]dt
T 0
T /4
8 n 1 4
 sin[( 2n  1)0t ]  (1)
(2n  1)0T 0
(2n  1)
 4 1 1 
f (t )   cos 0t  cos 30t  cos 50t  
 3 5 
Example
Even Quarter-Wave Symmetry
1
T/2 T/2
T T/4 T/4 T
1

8 T /4 8 T /4
a2 n 1 
T 
0
f (t ) cos[( 2n  1)0t ]dt   cos[( 2n  1)0t ]dt
T 0
T /4
8 n 1 4
 sin[( 2n  1)0t ]  (1)
(2n  1)0T 0
(2n  1)
 Example
Odd Quarter-Wave Symmetry
1
T/2 T/2
T T/4 T/4 T
1

8 T /4 8 T /4
b2 n 1 
T 
0
f (t ) sin[( 2n  1)0t ]dt 
T 
0
sin[( 2n  1)0t ]dt

T /4
8 4
 cos[( 2n  1)0t ] 
(2n  1)0T 0
(2n  1)
 4 1 1 
f (t )   sin 0t  sin 30t  sin 50t  
 3 5 
Example
Odd Quarter-Wave Symmetry
1
T/2 T/2
T T/4 T/4 T
1

8 T /4 8 T /4
b2 n 1 
T 
0
f (t ) sin[( 2n  1)0t ]dt 
T 
0
sin[( 2n  1)0t ]dt

T /4
8 4
 cos[( 2n  1)0t ] 
(2n  1)0T 0
(2n  1)
Fourier Series

Half-Range
Expansions
Non-Periodic Function Representation

 A non-periodic function f(t) defined over (0, )

can be expanded into a Fourier series which is
defined only in the interval (0, ).
Without Considering Symmetry

 T

 A non-periodic function f(t) defined over (0, )

can be expanded into a Fourier series which is
defined only in the interval (0, ).
Expansion Into Even Symmetry

 T=2

 A non-periodic function f(t) defined over (0, )

can be expanded into a Fourier series which is
defined only in the interval (0, ).
Expansion Into Odd Symmetry

T=2


 A non-periodic function f(t) defined over (0, )

can be expanded into a Fourier series which is
defined only in the interval (0, ).
Expansion Into Half-Wave Symmetry

 T=2

 A non-periodic function f(t) defined over (0, )

can be expanded into a Fourier series which is
defined only in the interval (0, ).
Expansion Into
Even Quarter-Wave Symmetry

T/2=2
 T=4

 A non-periodic function f(t) defined over (0, )

can be expanded into a Fourier series which is
defined only in the interval (0, ).
Expansion Into
Odd Quarter-Wave Symmetry

T/2=2 T=4


 A non-periodic function f(t) defined over (0, )

can be expanded into a Fourier series which is
defined only in the interval (0, ).
Fourier Series

Least Mean-Square
Error Approximation
Approximation a function
a0 k
Use S k (t )    an cos n0t  bn sin n0t 
2 n 1
to represent f(t) on interval T/2 < t < T/2.

Define  k (t )  f (t )  Sk (t )
1 T /2

Mean-Square
Ek  [ k (t )] dt
2

T T / 2 Error
Approximation a function
Show that using Sk(t) to represent f(t) has
least mean-square property.
1 T /2
Ek   [ k (t )]2 dt
T T / 2
2
 k

   f (t )    an cos n0t  bn sin n0t  dt
1 T /2 a0
T T / 2  2 n1 

Proven by setting Ek/ai = 0 and Ek/bi = 0.

 Approximation a function
1 T /2
Ek 
T  T / 2
[ k (t )]2 dt
2
 k

   f (t )    an cos n0t  bn sin n0t  dt
1 a0
T /2

T T / 2  2 n1 

Ek a0 1 T /2 Ek 2 T /2
a0
 
2 T 
T / 2
f (t )dt  0
an
 an  
T T / 2
f (t ) cos n0tdt  0

Ek 2 T /2
 bn   f (t ) sin n0tdt  0
bn T T / 2
Mean-Square Error
1 T /2
Ek 
T  T / 2
[ k (t )]2 dt
2
 k

   f (t )    an cos n0t  bn sin n0t  dt
1 T /2 a0
T T / 2  2 n1 
k 2
1 a 1
Ek   [ f (t )]2 dt    (an2  bn2 )
T /2
0
T T / 2 4 2 n1
Mean-Square Error
1 T /2
Ek 
T  T / 2
[ k (t )]2 dt
2
 k

   f (t )    an cos n0t  bn sin n0t  dt
1 T /2 a0
T T / 2  2 n1 
k 2
1 a 1

T /2
   
2 0 2 2
[ f (t )] dt ( an bn)
T T / 2 4 2 n1
Mean-Square Error
1 T /2
Ek 
T  T / 2
[ k (t )]2 dt
2
 k

   f (t )    an cos n0t  bn sin n0t  dt
1 T /2 a0
T T / 2  2 n1 
 2
1 a 1

T /2
   
2 0 2 2
[ f (t )] dt ( an bn)
T T / 2 4 2 n1