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1
Semester 1, 2017/2018 Session
Contents
1) Frequency Domain 101
6) GIBBS Phenomenon
7) Parseval’s Theorem
Imagine you are recording a signal, for example music that consists of the
singer, guitar, drums and keyboard. Then loud noise suddenly appears.
x2(t)
Guitar Gain, b
+ y(t)
x3(t) Drum Gain, c
𝑦(𝑡ሻ = 𝑎𝑥1 (𝑡ሻ + 𝑏𝑥2 (𝑡ሻ + 𝑐𝑥3 (𝑡ሻ + 𝑑𝑥4 (𝑡ሻ + 𝑥𝑛 (𝑡ሻ
Removing the noise in time-domain may be difficult due to that fact that
the noise also lies respectively with time.
Hence, a filter can be design in frequency domain, and the loud noise can
be significantly removed.
sin cos; cos sin
d d
sin t cos t ; cos t sin t
dt dt
1
t sin ntdt 2 (sin nt nt cos nt )
n
1
t cos ntdt 2 (cos nt nt sin nt )
n
School of Mechatronic Engineering
9
Universiti Malaysia Perlis (UniMAP)
Fourier Series
Introduction
1.Cosine Function
The function f(x) = cos x is an even function. That is, it is
symmetrical about the vertical axis.
We have: cos (-x) = cos x
cos 0
2. Sine Function
The function f(x) = sin x is an odd function. That is, it is
symmetrical about the origin.
We have: sin (-x) = -sin x
sin 0
sin n 0 for n = 0, 1, 2, 3, …
(2n 1)
sin (1) n 1 for n = 0, 1, 2, 3, …
2
cos(2n ) 1 for n = 0, 1, 2, 3, …
( n , m ) n ( x) m ( x)dx 0, n m
a
Show that:
{1, cos x, sin x, cos 2 x, sin 2 x,...} form an orthogonal set from [-π, π].
is proven!
1
sin(nx) sin(mx)dx * sin sin [cos( ) cos( )]
2
0
f
0
f
0
i.e.
k
x(t ) a0 a
n 1
n cos 0 nt bn sin n0 t
2 2
k
a0
n 1
a n cos 0 n(t
0
) bn sin 0 n(t
0
)
k
a0 a
n 1
n cos(0 nt 2n ) bn sin(0 nt 2n )
k
a0 a
n 1
n cos0 nt bn sin 0 nt
x(t )
The constants a0, a1,…, an, b0, b1,…, bn, are called Fourier
coefficients.
To determine a0:
Integrate both sides of the func. over one period (t0 to t0 + T);
t 0 T t 0 T t 0 T
x(t )dt a dt
t0
0
t0 t0
[a n cos n0 t bn sin n0 t ]dt
n 1
t 0 T t 0 T
Since
t 0 T t 0 T
cos n tdt 0
t0
0 and sin n tdt 0
t0
0
(the net areas of sinusoids over complete periods are zero for any
nonzero integer n and any time t0.)
t 0 T t 0 T
x(t )dt
1
t0
x(t )dt a0T or a0
T
t0
t 0 T 0, mn
2)
sin n0 t sin m0 tdt T
, mn0
t0 2
t 0 T
3)
t0
sin n0 t cos m0 tdt 0 , for all m and n.
To find an :
multiply the Trigo. F.S. by cos mω0t and integrate over
one period. That is,
t 0 T t 0 T t 0 T
t 0 T
b
n 1
n sin n0 t cos m0 tdt
t0
To first and third integrals are equal zero and the second
integral is equal to T/2 when m = n: T
0
t 0 T t 0 T t 0 T 2
x(t ) cos m dt a cos m dt a
t0
0 0
t0
0
n 1
n
t0
cos n0 t cos m0 tdt
t 0 T 0
b
n 1
n sin n0 t cos m0 tdt
t 0 T
t0
x(t ) cos n dt
2
an 0
Therefore: T
t0
t 0 T t 0 T
x(t ) cos m dt
2
T
x(t ) cos m0 dt a m or am 0
2 T
t0 t0
To find bn :
multiply the Trigo. F.S. by sin mω0t and integrate over
one period. Then,
t 0 T t 0 T t 0 T
t 0 T
b
n 1
n sin n0 t sin sm0 tdt
t0
The first and second integrals are zero, and the third integral is
equal to T/2 when m = n. Thus,
t 0 T t 0 T 0 t 0 T
0
t 0 T T
b
2
n sin n0 t sin sm0 tdt
n 1 t0 t 0 T
t 0 T t 0 T
To find an
Multiply both sides with cosmω0t and then integrate both sides,
solving for t T0
x(t ) cos n dt
2
an 0
T
t0
To find bn
Multiply both sides with sinmω0t and then integrate both sides,
solving for t 0 T
Find the Fourier series expansion of the half wave rectified sine wave as
shown in figure below.
x(t)
----- A ----
-2π -π 0 π 2π 3π
2
A sin t A sin t A sin t ,0 t
x(t ) 2
0 , t 2
2 2
Fundamental frequency: 0 1
T 2
Let: t 0 0, t 0 T T 2
T 2 2
A sin tdt
1 1 1
a0 x(t )dt x(t )dt
T 2 2
0 0 0
A
cos t 0 (cos cos 0)
A 2A A
2 2 2
Thus,
A
a0
1 A
A sin t cos ntdt A sin t cos ntdt
0 0
cos(1 n)t cos(1 n)t
A A
sin(1 n)t sin(1 n)t 1 n 1 n
2 2 0
0
A cos(1 n) cos 0 cos(1 n) cos 0
2 1 n 1 n 0
A 11 11
For odd n: an 0
2 1 n 1 n
A 1 1 1 1 A 2 2 2A
For even n: an
2 1 n 1 n 2 1 n 1 n (n 2 1)
Therefore:
2A
an (for even n)
(n 1)
2
1 A
A sin t sin ntdt sin t sin ntdt
0 0
AA 2A
sin t cos nt
2 n even ( n 1)
2
x(t)
A
-----
-----
2 2
Then, Fundamental frequency: 0 1
T 2
Let: t 0 0, t 0 T T 2
T 2 2
A
1 1 1
a0 x(t )dt x(t )dt tdt
T 2 2
0 0 0
A t 2
A
2
2 2 4
0
Thus,
A
a0
4
2
an x(t ) cos n0 dt
T
0
t cos ntdt
2 A A
t cos ntdt
2 2
0 0
A t sin nt A 0 0 cos nt
sin nt
2 dt 2
n 0 0 n n
2
n 0
1 A A
t sin ntdt t sin ntdt
2
0 0
t ( cos nt ) cos nt
A
dt
2
n 0 0 n
A cos n sin nt A A
2 2 cos n (1) n 1
2 n n 0 n
A
n , For odd n
bn ,
A
n For even n
(1)
A 2A cos nt A n 1 sin nt
2
4 n odd n 2
n 1
n
A 2A 1 1
2 cos t 2 cos 3t 2 cos 5t ...
4 3 5
A 1 1 1
sin t sin 2t sin 3t sin 4t ...
2 3 4
cos n0t
2
1 jn0t
e e jn0t
sin n0t
2j
e
1 jn0t jn0t
e
j
e jn0t e jn0t
2
, n 0, 1, 2,
e jn0t
forms a closed orthogonal set over an interval (t0, t0 + T)
where T=(2π/ω0) for any value of t0, and therefore it can be
used as a Fourier series.
e j ( n0t n ) e j ( n0t n )
An cos(n0 t n ) An
2
An j ( n0t n ) j ( n0t n )
x(t ) A0 e e
n 1 2
An jn0t jn
A0 e e e jn0t e jn
n 1 2
An jn0t jn An jn0t jn
A0 e e e e
n 1 2 n1 2
An jn jn0t An j ( n ) jn0t
A0 e e e e
n 1 2 n 1 2
An j n jn0t Ak j k jk0t
x(t ) A0
n 1
2
e e
k 1
2
e e
An Ak ; ( n ) k , n > 0
,k<0
Let us define
An j n
C A0 ; C n e ,n 0
2
Thus
An j n jn0t An j n jn0t
x(t ) A0 e e e e
n 1
2 n 1
2
i.e x(t )
n
C n e jn0t
C A0
An j n
Cn e
2
We have:
2
x(t ) C e
n
n
jn0t
0
T
n
Cn e jn0t e jk0t dt
t0
We know
t 0 T
0, k n
e
jn0t jk0t
e dt
t0 T , k n
t 0 T t 0 T
jk0t 1
Thus, x(t )e dt TC k or Ck x(t )e jk0t dt
T
t0 t0
t 0 T t 0 T
or
x(t )e x(t )dt
1 jn0t 1
Cn dt C0 A0
T T
t0 t0
x(t ) Ce
n
n
jn0t
1
C0 Cn e
n
jn0t
Cne jn0t
n 1
C0 C ne jn0t Cne jn0t
n 1
C0 C n cos n0t j sin n0t ) Cn (cos n0t j sin n0t
n 1
C0 Cn C n cos n0t j Cn C n sin n0t
n 1
x(t ) a0 a
n 1
n cos n0 t bn sin n0 t
a0 C0
an Cn C n
bn j C n C n
C n a n jbn
1
2
C n a n jbn
1
2
A, 0t
x(t )
A, 0 t 2
Let t 0 0, t 0 T 2
2 2
And fundamental frequency: 0 1
T 2
2 A
T
1
Adt Adt
t 0 t 2 0
1
C0 x(t )dt
T 2 2
0 0
T
1
Cn x(t )e jn0t dt
T
0
2
1
2 A e jnt e jnt
A(t )e jnt dt A(t )e jnt dt
2 2 jn jn
0 0
A
jn 2
(1) 1 1 (1) j
n 2A
n
n
2A
j , for _ odd _ n
Cn n
0, for _ even _ n
C e
jn0t 2 A jnt
x(t ) C0 j e , for _ odd _ n
n
n
n n
n0
2A 2A 2A
C0 0, C1 C 1 , C3 C 3 , C5 C 5
3 5
2A 2A
Cn
2A 2A
2A 3 3
2A
5
5
- - - -2 -1 0 1 2 3 4 5
5 4 3
2
x(t ) A sin t where 1
2
Because it is part of a sine wave with period = 2 π.
x(t ) A sin t 0t
The full wave rectified sine wave is periodic with T = π.
t 0 0, t 0 T 0 2 2
0 2
T
T
1 jn0t 1 A
Cn x(t )e dt A sin te j 2 nt dt sin te j 2 nt dt
T
0 0 0
A e jt e jt j 2 nt dt
e A
dt e j (1 2 n ) t
e j (1 2 n ) t
2 j
j 2
0 0
A e j (1 2 n )t e j (1 2 n )t
j 2 j (1 2n) j (1 2n)
0
A e j (1 2 n ) e 0 e j (1 2 n ) e 0
j 2 j (1 2n) j (1 2n)
2A 2A 2A
C0 C2 C2
(1 422 ) 15
2A 2A
C1 C 1 C3 C 3
2A
2A
(1 412 ) 3 (1 432 ) 35
- - - -2 -1 0 1 2 3 4 5
5 4 3
2A
2A
35 35
2A 2A
15 15
2A 2A
3 3
71
School of Mechatronic Engineering
Universiti Malaysia Perlis (UniMAP)
Parseval’s Theorem
If, x1 (t )
FS
C n , [ for _ complex _ x1 (t )]
and, x2 (t )
FS
Dn , [ for _ complex _ x2 (t )]
1 [for complex x1(t)
x(t )1 x(t ) 2 dt C n Dn*
T n
t0 and x2(t)]
1 2
x(t )1 x(t ) 2 dt Cn if _ x(t )1 x(t ) 2 x(t )
T n
t0
*
1 1 x2 (t )dt
x1 (t ) x2* (t )dt C n e jn0t
T T
t0 t0 n
C n Dn *
1
Cn x2 (t )e jn 0 t
dt
T
n n
t0
Therefore,
t 0 T
1
x1 (t ) x2* (t )dt C n Dn* Proved.
T n
t0
Parseval’s Identity:
If x1(t)=x2(t)=x(t), then the relation changes to
t 0 T
1
x(t ) x * (t )dt C n C n*
T n
t0
Since,
2 2
x(t ) x1 (t ) x2* (t ) _ and _ C n C n C n*
t 0 T
1 2 2
x(t ) dt Cn Proved.
T n
t0