Fourier Series

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.
Introduction
⚫ Decompose a periodic input signal into
primitive periodic components.
⚫ Representation of signals in terms of linear
combination of orthogonal functions.
⚫ Applicable only for periodic signals
⚫ 3 important forms:
1) Trigonometric form
2) Cosine form
3) Exponential form
Fourier Series

Trigonometric Form of
the Fourier Series
Trigonometric form

2nt  2nt
f (t ) = a0 +  an cos +  bn sin
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.
 
f (t ) = a0 +  an cos(n0t ) +  bn sin(n0t )
n =1 n =1
Decomposition
 
f (t ) = a0 +  an cos(n0t ) +  bn sin(n0t )
n =1 n =1

1 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
 Example (Square Wave)
f(t)
1

-6 -5 -4 -3 -2 -  2 3 4 5

1  1
a0 =
2 0 1dt = 2
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

1  1
a0 =
2 0 1dt = 2
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,
Harmonics

2nt  2nt
f (t ) = a0 +  an cos +  bn sin
n =1 T n =1 T
 
f (t ) = a0 +  an cos(n0t ) +  bn sin(n0t )
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.

 
f (t ) = a0 +  an cos n0t +  bn sin n0t
n =1 n =1

 
f (t ) = a0 +  an cos nt +  bn sin nt
n =1 n =1
Fourier Series

Cosine Form of the

Fourier Series
Cosine Form
 
f (t ) = a0 +  an cos nt +  bn sin nt
n =1 n =1

= a0 +  (an cos nt + bn sin nt )
n =1

  a 
a +b  sin nt 
b
= a0 +  2 2 n
cos nt + n
n
 a 2 + b2
n
a 2
+ b 2 
n =1
 n n n n 

= a0 +  an2 + bn2 (cos n cos nt + sin  n sin nt )
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

C0 = a0
 bn 
n = tan  
−1

Cn = an2 + bn2  an 
Fourier Series

Exponential Form of
the Fourier Series
Complex Exponentials
jn0t
e = cos n0t + j sin n0t
− jn0t
e = cos n0t − j sin n0t

cos n0t = e
2
(
1 jn0t − jn0t
+e )
sin n0t =
2j
e −e (
1 jn0t − jn0t
=− e
2
)−e (
j jn0t − jn0t
)
Exponential Form of the Fourier Series
 
f (t ) = a0 +  an cos n0t +  bn sin n0t
n =1 n =1

1 
= a0 +  an e
2 n =1
jn0t
(+e − jn0t j 
) (
−  bn e jn0t − e − jn0t
2 n =1
)

1 1 
= a0 +   (an − jbn )e jn0t
+ (an + jbn )e − jn0t 
n =1  2 2 
c0 = a0
 

= c0 +  cn e jn0t + c−n e − jn0t 1
n =1
cn = (an − jbn )
2
1
c−n = (an + jbn )
2
Exponential 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 = −

 c0 = a0
= n
c e jn0t

n = −
1
cn = (an − jbn )
2
1
c−n = (an + jbn )
2
Exponential Form of the Fourier Series

1 t 0 +T
c0 = a0 = 
T 0
t
f (t )dt

1
cn = (an − jbn )
2
1  t 0 +T t 0 +T

T  t0 t0
= f ( t ) cos n  0 tdt − j f (t ) sin n 0 tdt

1 t 0 +T c0 = a0
=  f (t )(cos n0t − j sin n0t )dt
T 0 t
1
1 t 0 +T cn = (an − jbn )
=  f (t )e − jn0t dt 2
T t0
1
1 1 t 0 +T c−n = (an + jbn )
c−n = (an + jbn ) =  f (t )e jn0t dt 2
2 T t0
Exponential Form of the Fourier Series

c0 = a0
f (t ) = c e n
jn0t
1
n = − cn = (an − jbn )
2
1 t 0 +T
cn =  f (t )e − jn0t dt 1
c−n = (an + jbn )
T t0 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 = a0
 an 
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
c0 = a0 spectrum

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  d=
1
, T= ,
1 d 1
=
sin 
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  d=
1
, T= ,
1 d 1
=
sin 
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0d )
T 0 T jn0
d A 1 − jn0d / 2 jn0d / 2 − jn0d / 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0d / 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
n = −
− nT ) 1
a0 =   T (t )dt =
T /2

T −T / 2
1
T
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 = −
1 T /2 1
c0 = a0 =   T (t )dt =
T −T / 2 T
1 T /2 1
cn =  T (t )e − jn0t
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
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
Fourier Coefficients of Even Functions

f (t ) = f (−t )


f (t ) = a0 +  an cos n0t
n =1

4 T /2
an =  f (t ) cos(n0t )dt
T 0
Fourier Coefficients of Odd 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

0 for n even

an =  4 T / 2
T 0  f (t ) cos(n0 t ) dt for n odd

0 for n even

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

f (t ) = f (−t ) and f (t ) = − f (t  T / 2)

−T/2 T/2 T


f (t ) =  a2 n −1 cos[(2n − 1)0t ]
n =1

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

f (t ) = − f (−t ) and f (t ) = − f (t  T / 2)
−T/2 T/2
T


f (t ) =  b2 n −1 sin[(2n − 1)0t ]
n =1

8 T /4
b2 n −1 =  f (t ) sin[(2n − 1)0t ]dt
T 0
 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 =  f (t ) cos[(2n − 1)0t ]dt =  cos[(2n − 1)0t ]dt
T 0 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 =  f (t ) cos[(2n − 1)0t ]dt =  cos[(2n − 1)0t ]dt
T 0 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 =  f (t ) sin[(2n − 1)0t ]dt =  sin[(2n − 1)0t ]dt
T 0 T 0
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 =  f (t ) sin[(2n − 1)0t ]dt =  sin[(2n − 1)0t ]dt
T 0 T 0
T /4
−8 4
= cos[(2n − 1)0t ] =
(2n − 1)0T 0
(2n − 1)
Parseval’s Theorem
⚫ Let x(t) be a periodic signal with period T
⚫ The average power P of the signal is defined
as T /2
1
P= 
2
x (t )dt
T −T / 2 
Expressing the signal as x(t ) =  ck e 0 , t 
jk t
⚫
 k =−

 |c
it is also
P= k
2
|
k =−
Existence of Fourier Series

Periodic signal f(t) must satisfy Dirichlet

Conditions, in order to be represented as fourier
series
1. It must be single valued function
2. It must have only finite number of maxima and
minima
3. It must have finite number of discontinuities.
4. It must be absolutely integrable over one
period
Properties of Continuous-Time
Fourier Series

⚫ Linearity Property
𝐹𝑆 𝐹𝑆
𝑥1 𝑡 ՞ 𝐶𝑛 and 𝑥2 𝑡 ՞ 𝐷𝑛
𝐹𝑆
𝐴𝑥1 𝑡 + 𝐵𝑥2 𝑡 ՞ 𝐴𝐶𝑛 +𝐵𝐷𝑛
⚫ Time shifting Property
𝐹𝑆
𝑥 𝑡 ՞ 𝐶𝑛
𝐹𝑆
𝑥 𝑡 − 𝑡0 ՞ 𝑒 −𝑗𝑛𝜔0 𝑡0 𝐶𝑛
⚫ Time Reversal Property
𝐹𝑆
𝑥 𝑡 ՞ 𝐶𝑛
𝐹𝑆
𝑥 −𝑡 ՞ 𝐶−𝑛
Properties of Continuous-Time
Fourier Series

⚫ Time Scaling Property

𝐹𝑆
𝑥 𝑡 ՞ 𝐶𝑛
𝐹𝑆
𝑥 𝛼𝑡 ՞ 1/α(𝐶𝑛/𝛼 )
⚫ Time differentiation Property
𝐹𝑆
𝑥 𝑡 ՞ 𝐶𝑛
ⅆ𝑥(𝑡) 𝐹𝑆
՞jn𝜔0 𝐶𝑛
ⅆ𝑡
⚫ Time Integration Property
𝐹𝑆
𝑥 𝑡 ՞ 𝐶𝑛
𝑡 𝐹𝑆 𝐶𝑛
‫׬‬−∞ 𝑥 𝜏 𝑑𝜏 ՞
𝑗𝑛𝜔0
(if 𝐶0 = 0)
Properties of Continuous-Time
Fourier Series

⚫ Convolution Theorem or Property

𝐹𝑆 𝐹𝑆
𝑥1 𝑡 ՞ 𝐶𝑛 and 𝑥2 𝑡 ՞ 𝐷𝑛
𝐹𝑆
𝑥1 𝑡 ∗ 𝑥2 𝑡 ՞T𝐶𝑛 𝐷𝑛
⚫ Modulation or Multiplication Property
𝐹𝑆 𝐹𝑆
𝑥1 𝑡 ՞ 𝐶𝑛 and 𝑥2 𝑡 ՞ 𝐷𝑛
∞
𝐹𝑆
𝑥1 𝑡 𝑥2 𝑡 ՞ ෍ 𝐶𝑙 𝐷𝑛−𝑙
𝑙=−∞
Properties of Continuous-Time
Fourier Series

⚫ Parseval’s Relation or Theorem or Property

𝐹𝑆 𝐹𝑆
𝑥1 𝑡 ՞ 𝐶𝑛 and 𝑥2 𝑡 ՞ 𝐷𝑛
Then

1 𝑡0+𝑇
‫׬‬ 𝑥1 𝑡 𝑥2 ∗ 𝑡 dt =σ∞ ∗
𝑛=−∞ 𝐶𝑛 𝐷 𝑛 (for complex 𝑥1 𝑡 and 𝑥2 𝑡 )
𝑇 𝑡0

1 𝑡0+𝑇 2
𝑇
‫𝑡׬‬0 𝑥 𝑡 dt=σ∞ 2
𝑛=−∞ 𝐶𝑛 (if 𝑥1 𝑡 =𝑥2 𝑡 =𝑥 𝑡 )

⚫ Conjugation and conjugate Symmetry Property

𝐹𝑆
𝑥 𝑡 ՞ 𝐶𝑛
𝐹𝑆
𝑥∗ 𝑡 ՞ 𝐶 ∗ −𝑛 [for complex 𝑥 𝑡 ] 𝐶−𝑛 = 𝐶 ∗ −𝑛 [for real 𝑥 𝑡 ]
Properties of Continuous-Time
Fourier Series
Properties of Continuous-Time
Fourier Series
Properties of Continuous-Time
Fourier Series