Fourier Analysis

( ) ( ) ( )
o
m m
m 1 m 1
A
f x A cos mk x B sin mk x
2

= =
= + +




( ) ( )
( ) ( )
0
0
sin a k x cos bk x d x 0
a b
cos a k x cos bk x d x
2
0 else

( ) ( )
( ) ( )
m
0
m
0
2
A f x cos mk x d x
2
B f x sin mk x d x

Theorem: (Almost any) periodic
( ) ( )
f x with period can be synthesized
as a sum of harmonic functions of wavelengths , 2, 3, 4,...

Claim:
Ingredients
for the proof:

The proof
will yield:

"Proof"


























So we know the A
n
.

To solve for the B
n
, repeat the derivation, this
time multiplying by sin ( nkx )
( ) ( ) ( )
o
m m
m 1 m 1
A
f x A cos mk x B sin mk x
2

= =
= + +



Multiply every term by
( )
0
cos nkx and integrate dx

( ) ( ) ( )
( ) ( )
( ) ( )
( ) ( )
( ) ( )
o
0 0
m
0
m 1
m
0
m 1
m
0
m 1
n
0
n
A
f x cos n k x d x cos n k x d x
2
A cos mk x cos n k x d x
B sin mk x cos n k x d x
A cos mk x cos n k x d x
A cos n k x cos n k x d x
A
2

=
+
+
=
=

Example

Analyzing the Square Wave























( )
( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
( )
( )
( ) ( ) ( ) ( )
2
m
0 2
2
m
0 2
m
1 0 x 2
f x
1 2 x
2
A 1 cos mk x dx 1 cos mk x dx
0
2
B 1 sin mk x d x 1 sin mk x d x
2
1 1
m
4 1 1
f x 1sin k x sin 3k x sin 5k x ...
3 5

+ < <

=

< <

= + +

= + +

= + + +

How much of each wave required in the synthesis.
Synthesizing the square wave

Each figure shows the most recent Fourier component,
as well as the sum of the components thus far

Using Fourier to filter noisy data

The filter employed here rejects Fourier components that have a small amplitude.
More commonly, you would reject components at high or at low frequencies.