Signal Processing First

Lecture 6
Fourier Series Coefficients

01/03/24 © 2003, JH McClellan & RW Schafer 1

READING ASSIGNMENTS

 This Lecture:
 Fourier Series in Ch 3, Sects 3-4, 3-5 & 3-6
 Replaces pp. 62-66 in Ch 3 in DSP First
 Notation: ak for Fourier Series

 Other Reading:
 Next Lecture: More Fourier Series

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LECTURE OBJECTIVES
 Work with the Fourier Series Integral
T0
 j ( 2 k / T0 ) t
ak  1
T0 
0
x (t )e dt
 ANALYSIS via Fourier Series
 For PERIODIC signals: x(t+T0) = x(t)
 Later: spectrum from the Fourier Series

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HISTORY

 Jean Baptiste Joseph Fourier

 1807 thesis (memoir)
 On the Propagation of Heat in Solid Bodies
 Heat !
 Napoleonic era

 http://www-groups.dcs.st-and.ac.uk/~history/Mathematicians/Fourier.html

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SPECTRUM DIAGRAM
 Recall Complex Amplitude vs. Freq
1 * 10 1
X k  ak
X j / 3  j / 3 2
2 k 7e 7e
 j / 2 j / 2
4e j k
4e
X k  Ake
–250 –100 0 100 250
f (in Hz)

 
N
x (t )  Xa0   { aXkk e j 2 f k t *  j 2 f k t
1
2
 1
2
aXkk e
k 1
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 Harmonic Signal

x (t )   ak e j 2 k f 0 t

k  
PERIOD/FREQUENCY of COMPLEX EXPONENTIAL:

2 1
2  f 0   0  or T0 
T0 f0
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Fourier Series Synthesis


x (t )   ak e j 2 k f 0 t

k  
j k
ak  X k  Ak e
1
2
1
2
N
x (t )  A0   Ak cos(2 kf 0t   k )
k 1
COMPLEX
j k
X k  Ak e AMPLITUDE

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 Harmonic Signal (3 Freqs)
a1
a3 a5

T = 0.1

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SYNTHESIS vs. ANALYSIS

 SYNTHESIS  ANALYSIS
 Easy  Hard
 Given (k,Ak,k) create  Given x(t), extract
x(t) (k,Ak,k)
 How many?
 Synthesis can be  Need algorithm for
HARD computer
 Synthesize Speech so that
it sounds good

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STRATEGY: x(t)  ak
 ANALYSIS
 Get representation from the signal
 Works for PERIODIC Signals
 Fourier Series
 Answer is: an INTEGRAL over one period
T0
 j 0k t
ak  1
T0  0
x (t )e dt
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INTEGRAL Property of exp(j)

 INTEGRATE over ONE PERIOD

T0 T0
 j ( 2 / T0 ) mt T0  j ( 2 / T0 ) mt
e dt 
 j 2 m
e
0 0
T0  j 2 m
 (e  1)
 j 2 m
T0
2
e
 j ( 2 / T0 ) mt
dt  0 0 
0 m0 T0
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ORTHOGONALITY of exp(j)
 PRODUCT of exp(+j ) and exp(-j )

1
T0 
 0 k  
j ( 2 / T0 ) t  j ( 2 / T0 ) kt

T0 0
e e dt  
1 k  
T0
1 j ( 2 / T0 )( k ) t

T0 0
e dt

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 Isolate One FS Coefficient

x (t )   ak e j ( 2 / T0 ) k t

k  
T0 T0
  j ( 2 / T0 ) k t   j ( 2 / T0 ) t
  k
 j ( 2 / T0 ) t
1
T0  x (t )e dt  1
T0
 
ak e e

dt
0 0
T0  T0

1
T0  x ( t ) e  j ( 2 / T0 ) t
dt   a k

 T0 
1 e j ( 2 / T0 ) k t
e  j ( 2 / T0 ) t
dt   a

k   
0 0
Integral is zero 
T0
 ak  1
T0  x ( t ) e  j ( 2 / T0 ) k t
dt except for k  
0
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SQUARE WAVE EXAMPLE

1 0  t  12 T0
x (t )  
1T t T
0 2 0 0
for T0  0.04 sec.
x(t)
1

–.02 0 .01 .02 0.04 t

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 FS for a SQUARE WAVE {ak}
T0
1  j ( 2 / T0 ) kt
ak 
T0  x (t )e dt ( k  0)
0

.02
1  j ( 2 / .04 ) kt 
.02

 j ( 2 / .04 ) kt
ak  1 e dt  1
.04 (  j 2 k / .04 )
e
.04 0 0

k
1  j ( ) k 1  ( 1)
 (e  1) 
(  j 2 k ) j 2 k
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DC Coefficient: a0
T0
1  j ( 2 / T0 ) kt
ak   x ( t ) e dt ( k  0)
T0 0
T0
1 1
a0 
T0  x(t )dt  T0 (Area )
0
.02
1 1
a0  
.04 0
1 dt 
.04
(.02  0)  1
2

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Fourier Coefficients ak
 ak is a function of k
 Complex Amplitude for k-th Harmonic
 This one doesn’t depend on the period, T 0
 1
 k  1,3,
k j k
1  ( 1) 
ak   0 k  2,4,
j 2 k 
 21 k 0

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Spectrum from Fourier Series
 j
k k  1,3,
0  2 /(0.04)  2 ( 25)

ak   0 k  2,4,

 12 k 0


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Fourier Series Integral
 HOW do you determine ak from x(t) ?
T0
 j ( 2 / T0 ) k t
ak  1
T0  x (t )e dt
0 Fundamental Frequency f 0  1 / T0
*
ak  ak when x (t ) is real
T0
a0  1
T0  x ( t ) dt (DC component)
0
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