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Lecture 5&6
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Chapter 3
Fourier Series Representation of Periodic
signals
The representation and analysis of LTI systems through the convolution sum as developed in Chapter 2 is based on
representing signals as linear combinations of shifted impulses. In this and the following two chapters, we explore
an alternative representation for signals and LTI systems. As in Chapter 2, the starting point for our discussion is
the development of a representation of signals as linear combination of a set of basic signals. For this alternative
representation we use complex exponentials. The resulting representations are known as the continuous-time and
discrete-time Fourier series and transform. As we will see, these can be used to construct broad and useful classes of
signals.
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3.1 The response of LT I systems to Complex Exponentials
Definition 20. For an LTI system, if the output is a scaled version of its input, then the input function is called an
eigenfunction of the system. The scaling factor is called the eigenvalue of the system.
Consider an LTI system with impulse response h(t) and input signal x(t):
Suppose that x(t) = est for some s ∈ C, then the output is given by
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The function H(s) is known as the transfer function of the continuous-time LTI system. Note that H(s) is defined
by the impulse response h(t), and is a function in s (independent of t). Therefore, H(s)x(t) can be regarded as a
scalar H(s) multiplied to the function x(t).
st
From the derivation above, we see that if the input is x(t) = e , then the output is a scaled version y(t) = H(s)est :
If we specialize to the subclass of periodic complex exponentials of the ejωt , ω ∈ R by setting s = jω, then
Z ∞
h(τ )e−jωτ dτ. (3.1)
H(s)|s=jw = H(jω) =
−∞
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3.1.2 Discrete-time Case
Suppose that the impulse response is given by h[n] and the input is x[n] = z n , then the output y[n] is
where we defined
H(z) = X∞ h[k]z −k
k=−∞ ,
and H(z) is known as the transfer function of the discrete-time LTI system. Similar to the continuous-time case, this
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1. z n is an eigenfunction of a discrete-time LTI system, and
Considering the subclass of periodic complex exponentials e−j(2π/N)n by setting z = ej2π/N , we have
3.1.3 Summary
That is, est is an eigenfunction of a CT system, whereas z n is an eigenfunction of a DT system. The corresponding
eigenvalues are H(s) and H(z).
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If we substitute s = jω and z = ejω respectively, then the eigenfunctions become ejωt and ejωn ; the eigenvalues
become H(jω) and H(ejω ).
The answer to this question is related to the second objective in the beginning. Let us consider a signal x(t):
The result implies that if the input is a linear combination of complex exponentials, the output of an LTI system is
also a linear combination of complex exponentials. More generally, if x(t) is an infinite sum of complex exponentials,
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then the output is again a sum of complex exponentials:
then
This is an important observation, because as long as we can express a signal x(t) as a linear combination of eigen-
functions, then the output y(t) can be easily determined by looking at the transfer function (which is fixed for an LTI
system!). Now, the question is : How do we express a signal x(t) as a linear combination of complex exponentials?
In general, not every signal x(t) can be decomposed as a linear combination of complex exponentials. However, such
decomposition is still possible for an extremely large class of signals. We want to study one class of signals that allows
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the decomposition. They are the periodic signals
x(t + T ) = x(t)
Z
(3.3)
T
|x(t)|2 dt < ∞,
Z
(3.4)
T |x(t)|dt < ∞,
2. In any finite interval of time x(t) is of bounded variation; that is, there are no more than a finite number of
maxima and minima during any single period of the signal.
3. In any finite interval of time, there are only a finite number of discontinuities.
For this class of signals, we are able to express it as a linear combination of complex exponentials:
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Here, ω0 is the fundamental frequency
2π
ω0 = ,
T
and the coefficients ak are known as the Fourier Series coefficients.
Given a periodic signal x(t) that is square integrable, how do we determine the Fourier Series coefficients ak ? This is
answered by the following theorem.
is given by
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Example 1. Sinusoids
1
Consider the signal x(t) = 1 + cos
2 2πt + sin 3πt. The period of x(t) is T = 2 [Why?] so the fundamental frequency
is ω0 = 2π = π. Recall Euler’s formula ejθ = cos θ + j sin θ,we have
T
1 j2πt 1
x(t) = 1 + [e + e−j2πt ] + [ej3πt − e−j3πt ].
4 2j
Therefore, the Fourier series coefficients are (just “read off” from this equation!):
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Example 3. Periodic Impulse Train
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3.3 Properties of Continuous-Time Fourier Series
There are a number of Fourier series properties that we encourage you to read the text. The following is a quick
summary of these properties.
3.3.1 Linearity
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3.4 Fourier Series Representation of Discrete-Time Periodic Signals
To construct the discrete-time Fourier series representation, we consider periodic discrete-time signal with period N
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Example 2. Let us consider the following signal shown below. We want to determine the discrete-time F.S.
coefficient.
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3.5 Properties of Discrete-Time Fourier Series
There are strong similarities between the properties of discrete-time and continuous-time Fourier series. This can be
readily seen by comparing the discrete-time Fourier series properties summarized in Table 3.2 with their continuous-
time counterparts in Table 3.1.
3.5.1 Multiplication
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3.6 How do we use Fourier series representation?
Fourier series representation says that any periodic square integrable signals (or signals that satisfy Dirichlet condi-
tions) can be expressed as a linear combination of complex exponentials. Since complex exponentials are eigenfunctions
to LTI systems, the output signal must be a linear combination of complex exponentials.
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3.7 How many Fourier series coefficients are sufficient?
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Figure 3.2: Representation of signal with Fourier Series Coefficients.
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Fun with Fourier Series – Part 1
Fourier series square wave circles ani Fourier series triangle wave circles animation.gif
mation.gif
Fourier series sawtooth wave circles animation. Fourier series cubic wave circles animati
gif on.gif 25
Fun with Fourier Series – Part 2
https://codepen.io/andremichelle/pen/LVzMRz
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Fun with Fourier Series – Part 3
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Fun with Fourier Series – Part 4
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