Simon Haykin, Barry Van Veen-Signals and Systems, 2nd Edition-Wiley (2002)

ES 240: Scientific and Engineering Computation.
Introduction to Fourier Series
Trigonometric Fourier Series
 Outline
– Introduction
– Visualization
– Theoretical Concepts
– Qualitative Analysis
– Example
– Class Exercise
ES 240: Scientific and Engineering Computation. Introduction to Fourier Series
Introduction
 What is Fourier Series?

– Representation of a periodic function with a weighted, infinite sum of
sinusoids.
 Why Fourier Series?
– Any arbitrary periodic signal, can be approximated by using some of the
computed weights
– These weights are generally easier to manipulate and analyze than the
original signal
Periodic Function
 What is a periodic Function?

– A function which remains unchanged when time-shifted by one period
• f(t) = f(t + To) for all values of t
To To
 What is To
Properties of a periodic function 1
 A periodic function must be everlasting

– From –∞ to ∞
 Why?
 Periodic or Aperiodic?
Properties of a periodic function
 You only need one period of the signal to generate the

entire signal
– Why?
 A periodic signal cam be expressed as a sum of sinusoids
of frequency F0 = 1/T0 and all its harmonics
Visualization
Can you represent this simple function

using sinusoids?
Single sinusoid
representation
Visualization
New amplitude
amplitude 2nd Harmonic
Fundamental
th
amplitude 4 Harmonic
frequency
cos( 3
cos(5
aaa351cos( 00t0
t))t )
To obtain the exact signal, an infinite number

of sinusoids are required
Theoretical Concepts
(
6
)
 
f (t )  a0   an cos( n0t )   bn sin( n0t )
n 1 n 1
2
0  Period
T0
Cosine terms
t1 T0
2
an 
T0  f (t ) cos(n t )dt....n  1,2,3,...
t1
0
t1 T0
Sine terms
2
bn 
T0  f (t ) sin( n t )dt....n  1,2,3,...
t1
0
Theoretical Concepts
(
6
)

f (t )  c0   cn cos( n0t   n )
n 1
c0  a0
cn  an  bn
2 2
  bn 
 n  tan 
1

 an 
DC Offset
What is the difference between these two functions?
A Average
Value = 0
-2 -1 0 1 2
-A
Average
A Value ?
-2 -1 0 1 2
DC Offset
If the function has a DC value:
 
1
f (t )  a0   an cos( n0t )   bn sin( n0t )
2 n 1 n 1
t1 T0
1
a0 
T0  f (t )dt
t1
Qualitative Analysis
 Is it possible to have an idea of what your solution should

be before actually computing it?
For Sure
Properties – DC Value
 If the function has no DC value, then a0 = ?
-A
DC?
-1 1 2
A
DC?
-2 -1 0 1 2
Properties – Symmetry
 Even function
A f(-t) = f(t)
 Odd function
0 π/2 π 3π/2
-A
A
f(-t) = -f(t)
0 π/2 π 3π/2
A
 Note that the integral over a period of an odd function is?
If f(t) is even:
Even
X Odd = Odd
t1 T0
2
bn 
T0  f (t ) sin( n0t )dt....n  1,2,3,...
t1 Even
X Even = Even
t1 T0
2
an 
T0  f (t ) cos(n0t )dt....n  1,2,3,...
t1
 Note that the integral over a period of an odd function is zero.
If f(t) is odd:
Odd
X Even = Odd
t1 T0
2
an 
T0  f (t ) cos(n0t )dt....n  1,2,3,...
t1 Odd
X Odd = Even
t1 T0
2
bn 
T0  f (t ) sin( n0t )dt....n  1,2,3,...
t1
 If the function has:

– even symmetry: only the cosine and associated coefficients
exist
– odd symmetry: only the sine and associated coefficients
exist
– even and odd: both terms exist
 If the function is half-wave symmetric, then only odd

harmonics exist
Half wave symmetry: f(t-T0/2) = -f(t)
-A
-1 1 2
A
Properties – Discontinuities
 If the function has

– Discontinuities: the coefficients will be proportional to 1/n
– No discontinuities: the coefficients will be proportional to 1/n2
 Rationale:
Which function has Which is closer
discontinuities? to a sinusoid?
-A
-1 1 2
A
-2 -1 0 1 2
Example
 Without any calculations, predict the general form of the

Fourier series of:
-A
-1 1 2
DC? No, a0 = 0; Half wave Yes, only odd

symmetry? harmonics
Symmetry? Even, bn = 0; Discontinuities? No, falls of as

1/n2
Prediction an  1/n2
for n = 1, 3, 5, …;
Example
 Now perform the calculation
T0  2; 0  2  
2
t1 T0 T0 / 2
2 4
an 
T0  f (t ) cos( n0t )dt 
T0  f (t ) cos(n0t )dt
t1 0
zero for
1
an  2 2 At cos( nt )dt 
4A
1  cos(n ) n even
0 n 2 2
8A
an  ...n  1,3,5...
n 2 2
Example
 Now compare your calculated answer with your predicted

form
DC? No, a0 = 0; Half wave Yes, only odd

symmetry? harmonics
Symmetry? Even, bn = 0; Discontinuities? No, falls of as

1/n2
Class exercise
 Discuss the general form of the solution of the function

below and write it down
 Compute the Fourier series representation of the function
 With your partners, compare your calculations with your
predictions and comment on your solution
-2 -1 0 1 2

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ES 240: Scientific and Engineering Computation.

Introduction to Fourier Series

Trigonometric Fourier Series

 What is Fourier Series?

 What is a periodic Function?

Properties of a periodic function 1

 A periodic function must be everlasting

Properties of a periodic function

 You only need one period of the signal to generate the

Can you represent this simple function

To obtain the exact signal, an infinite number

If the function has a DC value:

 Is it possible to have an idea of what your solution should

 If the function has no DC value, then a0 = ?

 Note that the integral over a period of an odd function is?

 Note that the integral over a period of an odd function is zero.

 If the function has:

 If the function is half-wave symmetric, then only odd

Half wave symmetry: f(t-T0/2) = -f(t)

 If the function has

 Without any calculations, predict the general form of the

DC? No, a0 = 0; Half wave Yes, only odd

Symmetry? Even, bn = 0; Discontinuities? No, falls of as

 Now perform the calculation

 Now compare your calculated answer with your predicted

DC? No, a0 = 0; Half wave Yes, only odd

Symmetry? Even, bn = 0; Discontinuities? No, falls of as

 Discuss the general form of the solution of the function

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