Lecture

Part 53

Continuous-Time Fourier Series (CTFS)

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 121
 Introduction

■ The (CT) Fourier series is a representation for periodic functions.

■ With a Fourier series, a function is represented as a linear combination
of complex sinusoids.
■ The use of complex sinusoids is desirable due to their numerous attractive
properties.
■ For example, complex sinusoids are continuous and differentiable. They
are also easy to integrate and differentiate.
■ Perhaps, most importantly, complex sinusoids are eigenfunctions of LTI
systems.

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 Section 5.1

Fourier Series

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 123
 Harmonically-Related Complex Sinusoids

■ A set of complex sinusoids is said to be harmonically related if there

exists some constant ω0 such that the fundamental frequency of each
complex sinusoid is an integer multiple of ω0.
■ Consider the set of harmonically-related complex sinusoids given by
φk(t) = ejkω0t for all integer k.

■ The fundamental frequency of the kth complex sinusoid φk is kω0, an

integer multiple of ω0.
■ Since the fundamental frequency of each of the harmonically-related
complex sinusoids is an integer multiple of ω0, a linear combination of
these complex sinusoids must be periodic.
■ More specifically, a linear combination of these complex sinusoids is
2π
periodic with period T = ω .
0

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 124
 CT Fourier Series
■ A periodic (complex-valued) function x with fundamental period T and
fundamental frequency ω0 = 2πT can be represented as a linear
combination of harmonically-related complex sinusoids as
∞
x(t) = ∑ cke jkω0t.
k=-∞

■ Such a representation is known as (the complex exponential form of) a

(CT) Fourier series, and the ck are called Fourier series coefficients.
■ The above formula for x is often referred to as the Fourier series
synthesis equation.
■ The terms in the summation for k = K and k = -K are called the Kth
harmonic components, and have the fundamental frequency Kω0.
■ To denote that a function x has the Fourier series coefficient sequence ck ,
we write
CTFS
x(t) ←→ ck.

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 125
 CT Fourier Series (Continued)

■ The periodic function x with fundamental period T and fundamental

frequency ω0 = 2πT has the Fourier series coefficients ck given by
∫
1 x(t)e-jkω0tdt,
ck
T T
one period
∫
of x). integration
where T denotes = over an arbitrary interval of length T (i.e.,

■ The above equation for ck is often referred to as the Fourier series

analysis equation.

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 126
 Section 5.2

Convergence Properties of Fourier Series

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 Remarks on Equality of Functions
■ The equality of functions can be defined in more than one way.
■ Two functions x and y are said to be equal in the pointwise sense if
x(t) = y(t) for all t (i.e., x and y are equal at every point).
■ (MSE)
Two sense ifx ∫and
functions y are said2 dt
|x(t)-y(t)| to be
= 0equal in the
(i.e., the mean-squared
energy in x-y is zero).
error

■ Pointwise equality is a stronger condition than MSE equality (i.e.,

pointwise equality implies MSE equality but the converse is not true).
■ Consider the functions

x1(t) = 1 for all t, x2(t) = 1 for all t, and

(
2 t =0
x3(t) =
1 otherwise.
■ The functions x1 and x2 are equal in both the pointwise sense and MSE
sense.
■ The functions x1 and x3 are equal in the MSE sense, but not in the
pointwise sense.
Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 128
 Convergence of Fourier Series
■ Since a Fourier series can have an infinite number of (nonzero) terms,
and an infinite sum may or may not converge, we need to consider the
issue of convergence.
■ That is, when we claim that a periodic function x is equal to the Fourier
series ∑∞ ckejkω0t , is this claim actually correct?
k=-∞
■ Consider a periodic function x that we wish to represent with the Fourier
series
∞
∑ ckejkω0t.
k=-∞
■ Let xN denote the Fourier series truncated after the Nth harmonic
components as given by
N
xN(t) = ∑ ckejkω0t.
k=-N
■ Here, we are interested in whether limN→∞ xN is equal (in some sense)
to x.
Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 129
 Convergence of Fourier Series (Continued)

■ Again, let xN denote the Fourier series for the periodic function x truncated
after the Nth harmonic components as given by
N
xN(t) = ∑ ckejkω0t.
k=−N
■ If limN→∞ xN(t) = x(t) for all t (i.e., limN→∞ xN is equal to x in the
pointwise sense), the Fourier series is said to converge pointwise to x.
■ If convergence is pointwise and the rate of convergence is the same
everywhere, the convergence is said to be uniform.
T1 ∫
■ If lim sense),
MSE T |xN(t)−x(t)|2 dt = 0 (i.e., limN→∞ xN is equal to x in the
N→∞
the Fourier series is said to converge to x in the MSE sense.
■ Pointwise convergence is a stronger condition than MSE convergence
(i.e., pointwise convergence implies MSE convergence, but the converse
is not true).

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 130
 Convergence of Fourier Series: Continuous Case

■ If absolutely
representation
area periodic summable
of x converges
function x is continuous
(i.e.,uniformly
∑ |ck|(its
and <Fourier
∞),
i.e., pointwise
thenseries
theatFourier
the seriesck
coefficients
same
∞
k=−∞
rate
everywhere).
■ Since, in practice, we often encounter functions with discontinuities (e.g.,
a square wave), the above result is of somewhat limited value.

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 131
 Convergence of Fourier Series: Finite-Energy Case

■ If∫ a periodic function x has finite energy in a single period (i.e.,

T |x(t)|2 dt < ∞), the Fourier series converges in the MSE sense.
■ Since, in situations of practical interest, the finite-energy condition in the
above theorem is typically satisfied, the theorem is usually applicable.
■ It is important to note, however, that MSE convergence (i.e., E = 0) does
not necessarily imply pointwise convergence (i.e., (x(t) = x(t) for all t).
■ Thus, the above convergence theorem does not provide much useful
information regarding the value of (x(t) for specific values of t.
■ Consequently, the above theorem is typically most useful for simply
determining if the Fourier series converges.

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 132
 Dirichlet Conditions
■ The Dirichlet conditions for the periodic function x are as follows:
∫
1
2 over a single period, x is
hasabsolutely integrable
a finite number |x(t)|dt
(i.e., Tand
of maxima minima< ∞);
(i.e., x is

of bounded variation); and

3 over any finite interval, x has a finite number of discontinuities, each of
which is finite.
■ Examples of functions violating the Dirichlet conditions are shown below.
x(t)
x(t)

t−1
t
1 2

··· ··· ··· ···

( )
sin 2πt−1
t
0 1

x(t)1······12···−101

14

···
t

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 133
 Convergence of Fourier Series: Dirichlet Case

■ If a periodic function x satisfies the Dirichlet conditions, then:

1 the Fourier series converges pointwise everywhere to x, except at the

points of discontinuity of x; and

2 at each point ta of discontinuity of x, the Fourier series (x converges to

[
(x(ta ) = 12 x(t-a)+x(t+
a )] ,

where x(t-
a ) and x(t+a ) denote the values of the function x on the left- and
right-hand sides of the discontinuity, respectively.
■ Since most functions tend to satisfy the Dirichlet conditions and the above
convergence result specifies the value of the Fourier series at every point,
this result is often very useful in practice.

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 134
 Gibbs Phenomenon

■ In practice, we frequently encounter functions with discontinuities.

■ When a function x has discontinuities, the Fourier series representation of
x does not converge uniformly (i.e., at the same rate everywhere).
■ The rate of convergence is much slower at points in the vicinity of a
discontinuity.
■ Furthermore, in the vicinity of a discontinuity, the truncated Fourier series
xN exhibits ripples, where the peak amplitude of the ripples does not seem
to decrease with increasing N.
■ As it turns out, as N increases, the ripples get compressed towards
discontinuity, but, for any finite N, the peak amplitude of the ripples
remains approximately constant.
■ This behavior is known as Gibbs phenomenon.
■ The above behavior is one of the weaknesses of Fourier series (i.e.,
Fourier series converge very slowly near discontinuities).

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 135
 Gibbs Phenomenon: Periodic Square Wave Example
1.5 1.5

1 1

0.5 0.5

0 0
-1 -0.5 0 0.5 1 -1 -0.5 0 0.5 1

-0.5 -0.5

-1 -1

-1.5 -1.5

Fourier series truncated after the Fourier series truncated after the
3rd harmonic components 7th harmonic components
1.5 1.5

1 1

0.5 0.5

0 0
-1 -0.5 0 0.5 1 -1 -0.5 0 0.5 1

-0.5
-0.5

-1 -1

-1.5 -1.5

Fourier series truncated after the Fourier series truncated after the
11th harmonic components 101st harmonic components
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 Section 5.3

Properties of Fourier Series

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 Properties of ( CT) Fourier Series

CTFS CTFS
x(t) + так and y(t) bk

Property Time Domain Fourier Domain

Linearity ax (t ) + ẞy(t) ɑak + ẞbk
Translation - p-jk(2π/T)to ak
x(t − to)
Modulation ejM(2x/T)¹ x(t)
ejм(2ñ/T) ak -M
Reflection x(−t) a -k
Conjugation x* (t) a*_k
Periodic Convolution xy(t) Tаkbk
Multiplication x(t)y(t) Σn__∞ anbk-n

Property
Parseval's Relation + ST | x (t) |² dt = [k= -∞•Tak12
Even Symmetry x is even a is even
Odd Symmetry x is odda is odd
Real / Conjugate Symmetry x is real ↔ a is conjugate symmetric

Copyright © 2013-2022 Michael D. Adams || Signals and Systems || Edition 5.0 || 138
 Linearity

CTFS
■ andxy(t)
Let and←→CTFS
y bebktwo periodic functions with the same period. If x(t) ←→ ak
, then

ax(t)+βy(t) ←→CTFS aak +βbk,

where a and β are complex constants.

■ That is, a linear combination of functions produces the same linear
combination of their Fourier series coefficients.

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 139
 Time Shifting (Translation)

■ Let x denote a periodic function with period T and the corresponding

CTFS
frequency ω0 = 2π/T. If x(t) ←→ ck, then
←→
CTFS e−jkω0t e−jk(2π/T)t0ck,
x(t −t0) 0ck =
where t0 is a real constant.
■ In other words, time shifting a periodic function changes the argument (but
not magnitude) of its Fourier series coefficients.

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 140
 Frequency Shifting (Modulation)

■ Let x denote a periodic function with period T and the corresponding

CTFS
frequency ω0 = 2π/T. If x(t) ←→ ck, then
e jM(2π/T)tx(t) = ejMω0tx(t) ←→
CTFS
c k−M ,

where M is an integer constant.

In other words, multiplying a periodic function by ejMω0t shifts the
■
Fourier-series coefficient sequence.

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 141
 Time Reversal (Reflection)

■ Let x denote a periodic function with period T and the corresponding

CTFS
frequency ω0 = 2π/T. If x(t) ←→ ck, then
CTFS
x(−t) ←→ c−k.
■ That is, time reversal of a function results in a time reversal of its Fourier
series coefficients.

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 142
 Conjugation

■ For a T-periodic function x with Fourier series coefficient sequence c, the

following property holds:
(t) ←→CTFS c∗−k
x∗
■ In other words, conjugating a function has the effect of time reversing and
conjugating the Fourier series coefficient sequence.

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 143
 Periodic Convolution

■ Let x and y be two periodic functions with the same period T. If

CTFS CTFS
x(t) ←→ ak and y(t) ←→ bk , then
CTFS
x⊛y(t) ←→ Takbk.
■ In other words, periodic convolution of two functions corresponds to the
multiplication (up to a scale factor) of their Fourier-series coefficient
sequences.

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 144
 Multiplication

CTFS
■ Let x and y be two periodic functions with the same period. If x(t) ←→ ak
CTFS
and y(t) ←→ bk , then
∞
CTFS
x(t)y(t) ←→ ∑ anbk−n
n=−∞

■ As we shall see later, the above summation is the DT convolution of a

and b.
■ In other words, the multiplication of two periodic functions corresponds to
the DT convolution of their corresponding Fourier-series coefficient
sequences.

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 145
 Parseval’s Relation

■ A function x and its Fourier series coefficient sequence a satisfy the

following relationship:
dt
1T ∫ 2 = ∞ ∑
|x(t)| |ak|2
T k=−∞
.

■ The above relationship is simply stating that the amount of energy in x

coefficient
T1 ∫T
(i.e., |x(t)|2 dt) and
sequence a (i.e.,
the ∑amount
∞ ofk|energy
2 in the Fourier series
k=−∞ |a ) are equal.
■ In other words, the transformation between a function and its Fourier
series coefficient sequence preserves energy.

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 146
 Even and Odd Symmetry

■ For a periodic function x with Fourier series coefficient sequence c, the

following properties hold:

x is even
x is odd
⇔⇔ c isceven;
is odd. and

■ In other words, the even/odd symmetry properties of x and c always

match.

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 147
 Real Functions

■ A function x is real if and only if its Fourier series coefficient sequence c

satisfies
ck = c∗−k for all k

(i.e., c is conjugate symmetric).

■ Thus, for a real-valued function, the negative-indexed Fourier series
coefficients are redundant, as they are completely determined by the
nonnegative-indexed coefficients.
■ From properties of complex numbers, one can show that ck = c∗−k is
equivalent to

|ck| = |c−k| and argck = −argc−k

(i.e., |ck| is even and argck is odd).

■ Note that x being real does not necessarily imply that c is real.

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 148
 Trigonometric Forms of a Fourier Series
■ Consider the periodic function x with the Fourier series coefficients ck.
■ If x is real, then its Fourier series can be rewritten in two other forms,
known as the combined trigonometric and trigonometric forms.
■ The combined trigonometric form of a Fourier series has the
appearance
∞
x(t) = c0 +2 ∑ |ck|cos(kω0t +θk ),
k=1

where θk = argck .
■ The trigonometric form of a Fourier series has the appearance
∑
∞
x(t) = c0 + [αk cos(kω0t)+βk sin(kω0t)],
k=1

where αk = 2Reck and βk = −2Imck .

■ Note that the trigonometric forms contain only real quantities.

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 149
 Other Properties of Fourier Series

■ For a T-periodic function x with Fourier-series coefficient sequence c, the

following properties hold:
1 c0 is the average value of x over a single period T;

2 x is real and even ⇔ c is real and even; and

3 x is real and odd ⇔ c is purely imaginary and odd.

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 150
 Section 5.4

Fourier Series and Frequency Spectra

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 151
 A New Perspective on Functions: The Frequency Domain

■ The Fourier series provides us with an entirely new way to view functions.
■ Instead of viewing a function as having information distributed with respect
to time (i.e., a function whose domain is time), we view a function as
having information distributed with respect to frequency (i.e., a function
whose domain is frequency).
■ This so called frequency-domain perspective is of fundamental
importance in engineering.
■ Many engineering problems can be solved much more easily using the
frequency domain than the time domain.
■ The Fourier series coefficients of a function x provide a means to quantify
how much information x has at different frequencies.
■ The distribution of information in a function over different frequencies is
referred to as the frequency spectrum of the function.

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 152
 Motivating Example
■ Consider the real 1-periodic function x having the Fourier series
representation
x(t) = -10j e-j14πt - 2j e-j10πt - 4j10 e-j6πt - 13j e-j2πt
10 10
+ 13j ej2πt + 4j e j6πt + 102jej10πt +j10ej14πt .
10 10

■ A plot of x is shown below.

x(t)

1
1
2

t
-1 -1 1 1
2 -1 2
2

-1

■ The terms that make the most dominant contribution to the overall sum
are the ones with the largest magnitude coefficients.
■ To illustrate this, we consider the problem of determining the best
approximation of x that keeps only 4 of the 8 terms in the Fourier series.
Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 153
 Motivating Example (Continued)
approximation
1 x(t)

12
t
-1 -1 1 1
2 -1 2
2

-1

Approximation using the 4 terms with the

largest magnitude coefficients

approximation
1 x(t)
1
2

t
-1 -1 1 1
2 -1 2
2

-1

Approximation using the 4 terms with the

smallest magnitude nonzero coefficients

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 154
 Fourier Series and Frequency Spectra

■ To gain further insight into the role played by the Fourier series coefficients
ck in the context of the frequency spectrum of the function x, it is helpful to
write the Fourier series with the ck expressed in polar form as follows:
x(t) = ∑
∞ ckejkω0t = ∑
∞
|ck|ej(kω0t+argck ).
k=−∞ k=−∞

■ Clearly, the kth term in the summation corresponds to a complex sinusoid

with fundamental frequency kω0 that has been amplitude scaled by a
factor of |ck| and time shifted by an amount that depends on argck .
■ For a given k, the larger |ck| is, the larger is the amplitude of its
corresponding complex sinusoid ejkω0t , and therefore the larger the
contribution the kth term (which is associated with frequency kω0) will
make to the overall summation.
■ In this way, we can use |ck| as a measure of how much information a
function x has at the frequency kω0.

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 155
 Fourier Series and Frequency Spectra (Continued)

■ The Fourier series coefficients ck are referred to as the frequency

spectrum of x.
■ The magnitudes |ck| of the Fourier series coefficients are referred to as
the magnitude spectrum of x.
■ The arguments argck of the Fourier series coefficients are referred to as
the phase spectrum of x.
■ Normally, the spectrum of a function is plotted against frequency kω0
instead of k.
■ Since the Fourier series only has frequency components at integer
multiples of the fundamental frequency, the frequency spectrum is
discrete in the independent variable (i.e., frequency).
■ Due to the general appearance of frequency-spectrum plot (i.e., a number
of vertical lines at various frequencies), we refer to such spectra as line
spectra.

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 156
 Frequency Spectra of Real Functions
■ Recall that, for a real function x, the Fourier series coefficient sequence c
satisfies

ck = c∗−k

(i.e., c is conjugate symmetric), which is equivalent to

|ck| = |c−k | and argck = −argc−k .

■ Since |ck| = |c−k|, the magnitude spectrum of a real function is always
even.
■ Similarly, since argck = −argc−k, the phase spectrum of a real function is
always odd.
■ Due to the symmetry in the frequency spectra of real functions, we
typically ignore negative frequencies when dealing with such functions.
■ In the case of functions that are complex but not real, frequency spectra
do not possess the above symmetry, and negative frequencies become
important.
Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 157
 Section 5.5

Fourier Series and LTI Systems

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 158
 Frequency Response
■ Recall that a LTI system H with impulse∫ response h is such that
exponentials are eigenfunctions
H1estl(t) = HL(s)est , where HL(s) = ∞-∞ h(t)e-stdt. (That is, complex
of LTI
systems.)
■ Since a complex sinusoid is a special case of a complex exponential, we
can reuse the above result for the special case of complex sinusoids.
■ For a LTI system H with impulse response h,
H1ejωtl(t) = H(ω)ejωt,

where ω is a real constant and

∫ ∞ dt.
H(ω) = h(t)e-jωt
-∞
■ That is, ejωt is an eigenfunction of a LTI system and H(ω) is the
corresponding eigenvalue.
■ We refer to H as the frequency response of the system H.

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 159
 Fourier Series and LTI Systems

■ Consider a LTI system with input x, output y, and frequency response H.

■ Suppose that the T-periodic input x is expressed as the Fourier series
∞
x(t) = ∑ ckejkω0t, where ω0 = 2π
T .
k=−∞

■ Using our knowledge about the eigenfunctions of LTI systems, we can

conclude
∞
y(t) = ∑ ckH(kω0)ejkω0t.
k=−∞

■ Thus, if the input x to a LTI system is a Fourier series, the output y is also
a Fourier series. More specifically, if x(t) ←→CTFS ck then y(t) ←→CTFS H(kω0)ck .

■ The above formula can be used to determine the output of a LTI system
from its input in a way that does not require convolution.

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 160
 Filtering

■ In many applications, we want to modify the spectrum of a function by

either amplifying or attenuating certain frequency components.
■ This process of modifying the frequency spectrum of a function is called
filtering.
■ A system that performs a filtering operation is called a filter.
■ Many types of filters exist.
■ Frequency selective filters pass some frequencies with little or no
distortion, while significantly attenuating other frequencies.
■ Several basic types of frequency-selective filters include: lowpass,
highpass, and bandpass.

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 161
 Ideal Lowpass Filter
■ An ideal lowpass filter eliminates all frequency components with a
frequency whose magnitude is greater than some cutoff frequency, while
leaving the remaining frequency components unaffected.
■ Such a filter has a frequency response of the form
(
1 |ω| ≤ ωc
H(ω) =
0 otherwise,

where ωc is the cutoff frequency.

■ A plot of this frequency response is given below.
H(ω)

ω
−ωc ωc

Stopband Passband Stopband

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 162
 Ideal Highpass Filter
■ An ideal highpass filter eliminates all frequency components with a
frequency whose magnitude is less than some cutoff frequency, while
leaving the remaining frequency components unaffected.
■ Such a filter has a frequency response of the form
(
1|ω| ≥ ωc
H(ω) =
0 otherwise,
where ωc is the cutoff frequency.
■ A plot of this frequency response is given below.
H(ω)

1
··· ···

ω
−ωc ωc

Passband Stopband Passband

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 163
 Ideal Bandpass Filter
■ An ideal bandpass filter eliminates all frequency components with a
frequency whose magnitude does not lie in a particular range, while
leaving the remaining frequency components unaffected.
■ Such a filter has a frequency response of the form
(
1 ωc1 ≤ |ω|≤ ωc2
H(ω) =
0 otherwise,
where the limits of the passband are ωc1 and ωc2.
■ A plot of this frequency response is given below.
H(ω)

ω
−ωc2 −ωc1 ωc1 ωc2

Stopband Passband Stopband Passband Stopband

Copyright © 2013–2022 Michael D. Adams Signals and Systems Edition 5.0 164