The Fourier Series

The Fourier series is a

mathematical tool used for
analyzing periodic functions
by decomposing such a
function into a weighted sum
of much simpler sinusoidal
component functions.

The Fourier series is named after the French scientist and

mathematician Joseph Fourier, who used them in his
influential work on heat conduction.
1

A Periodic Function

g (t ) = g (t + T )
2
=
= 2f
T
g (t ) = g (t + 2 )
2

Review: Periodic Functions

2p

3p

Review: Series

Sequence

Partial summation of a sequence

Convergence / divergence

Trigonometric Series

Form a basis linearly independent

Orthogonal

Fourier Series: p=2

Fourier Series may not converge to f(x)

Fourier Series: p=2L

Even & Odd Functions

Even function:

Odd function:
Key facts

Even

Odd

Product of even and odd is odd

Theorem 1

Fourier cosine series

f(x) is an even function

p=2L

Fourier sine series

f(x) is an odd function

p=2L

Theorem 2

Fourier coefficients of f1+f2 are the sums of the
corresponding Fourier coefficients of f1 and f2

Fourier coefficients if cf are c times the
corresponding Fourier coefficients of f

Half-range Expansions

E(-x) = E(x)

O(-x) = -O(x)

Even and Odd Functions

 Before looking at further examples of Fourier series it is useful
to distinguish two classes of functions for which the EulerFourier formulas for the coefficients can be simplified.

 The two classes are even and odd functions, which are
characterized geometrically by the property of symmetry with
respect to the y-axis and the origin, respectively.

Definition of Even and Odd Functions

 Analytically, f is an even function if its domain contains the
point x whenever it contains x, and if f (-x) = f (x) for each x
in the domain of f. See figure (a) below.

 The function f is an odd function if its domain contains the
point x whenever it contains x, and if f (-x) = - f (x) for each x
in the domain of f. See figure (b) below.

 Note that f (0) = 0 for an odd function.

 Examples of even functions
are 1, x2, cos x, |x|.

 Examples of odd functions
are x, x3, sin x.

Arithmetic Properties

 The following arithmetic properties hold:







The sum (difference) of two even functions is even.

The product (quotient) of two even functions is even.
The sum (difference) of two odd functions is odd.
The product (quotient) of two odd functions is even.
The product (quotient) of an odd and an even function is odd.

 These properties can be verified directly from the definitions,

see text for details.

Integral Properties

 If f is an even function, then

 If f is an odd function, then

 These properties can be verified directly from the definitions,
see text for details.

Cosine Series

 Suppose that f and f ' are piecewise continuous on [-L, L) and
that f is an even periodic function with period 2L.

 Then f(x) cos(n
x/L) is even and f(x) sin(n
x/L) is odd. Thus

 It follows that the Fourier series of f is

 Thus the Fourier series of an even function consists only of the

cosine terms (and constant term), and is called a Fourier
cosine series.

Sine Series

 Suppose that f and f ' are piecewise continuous on [-L, L) and
that f is an odd periodic function with period 2L.

 Then f(x) cos(n
x/L) is odd and f(x) sin(n
x/L) is even. Thus

 It follows that the Fourier series of f is

 Thus the Fourier series of an odd function consists only of the

sine terms, and is called a Fourier sine series.

Example 1: Sawtooth Wave

(1 of 3)

 Consider the function below.

 This function represents a sawtooth wave, and is periodic with

period T = 2L. See graph of f below.

 Find the Fourier series representation for this function.

Example 1: Coefficients

(2 of 3)

 Since f is an odd periodic function with period 2L, we have

 It follows that the Fourier series of f is

Example 1: Graph of Partial Sum

(3 of 3)

 The graphs of the partial sum s9(x) and f are given below.

 Observe that f is discontinuous at x = (2n +1)L, and at these
points the series converges to the average of the left and right
limits (as given by Theorem 10.3.1), which is zero.

 The Gibbs phenomenon again occurs near the discontinuities.

Even Extensions

 It is often useful to expand in a Fourier series of period 2L a
function f originally defined only on [0, L], as follows.

 Define a function g of period 2L so that

 The function g is the even periodic extension of f. Its Fourier

series, which is a cosine series, represents f on [0, L].

 For example, the even periodic extension of f (x) = x on [0, 2]
is the triangular wave g(x) given below.

Odd Extensions

 As before, let f be a function defined only on (0, L).

 Define a function h of period 2L so that

 The function h is the odd periodic extension of f. Its Fourier

series, which is a sine series, represents f on (0, L).

 For example, the odd periodic extension of f (x) = x on [0, L) is
the sawtooth wave h(x) given below.

General Extensions

 As before, let f be a function defined only on [0, L].

 Define a function k of period 2L so that

where m(x) is a function defined in any way consistent with

Theorem 10.3.1. For example, we may define m(x) = 0.

 The Fourier series for k involves both sine and cosine terms,
and represents f on [0, L], regardless of how m(x) is defined.

 Thus there are infinitely many such series, all of which
converge to f on [0, L].

Example 2

 Consider the function below.

 As indicated previously, we can represent f either by a cosine

series or a sine series on [0, 2]. Here, L = 2.

 The cosine series for f converges to the even periodic
extension of f of period 4, and this graph is given below left.

 The sine series for f converges to the odd periodic extension of
f of period 4, and this graph is given below right.

Fourier series expression of g(t)

a0
g (t ) = + ( an cos nt + bn sin nt )
2 n =1,2,3,...

Fourier Constants
T

2
1
a0 = g (t )dt =

T 0

g (t )d (t )
0

2
1
an = g (t ) cos nt.dt =

T 0
T

2
1
bn = g (t ) sin nt.dt =

T 0

g (t ) cos nt.d (t )
0

g (t ) sin nt.d (t )
0

Introduction
A Fourier series is an expansion of a
periodic function f (t) in terms of an infinite sum
of cosines and sines

In other words, any periodic function can be

resolved as a summation of
constant value and cosine and sine functions:

The computation and study of Fourier

series is known as harmonic analysis and
is extremely useful as a way to break up
an arbitrary periodic function into a set of
simple terms that can be plugged in,
solved individually, and then recombined
to obtain the solution to the original
problem or an approximation to it to
whatever accuracy is desired or practical.

f(t)

Periodic Function

=
t

where

*we can also use the integrals limit

Example 1: Fourier Series sin(
0t)

The fundamental period of sin(
0t) is
0
By inspection we can write:
So a1 = 1/2j, a-1 = -1/2j and ak = 0 otherwise
The magnitude and angle of the Fourier coefficients are:

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Example 1a: Fourier Series sin(
0t)

The Fourier coefficients can also be explicitly evaluated

When k = +1 or 1, the integrals evaluate to T and T,

respectively. Otherwise the coefficients are zero.
Therefore a1 = 1/2j, a-1 = -1/2j
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Example 2: Additive Sinusoids

Consider the additive sinusoidal series which has a fundamental
frequency
0:
Again, the signal can be directly written as:

The Fourier series coefficients can then be visualised as:

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Example 3: Periodic Step Signal

Consider the periodic square wave, illustrated by:

and is defined over one period as:

Fourier coefficients:

NB, these
coefficients
are real
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Example 3a: Periodic Step Signal

Instead of plotting both the magnitude and the angle of
the complex coefficients, we only need to plot the value
of the coefficients.
Note we have an infinite series of non-zero coefficients
T=4T1

T=8T1
T=16T1

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Convergence of Fourier Series

Not every periodic signal can be represented as an infinite
Fourier series, however just about all interesting signals
can be (note that the step signal is discontinuous)
The Dirichlet conditions are necessary and sufficient
conditions on the signal.
Condition 1. Over any period, x(t) must be absolutely
integrable
Condition 2. In any finite interval, x(t) is of bounded
variation; that is there is no more than a finite number of
maxima and minima during any single period of the signal
Condition 3. In any finite interval of time, there are only a
finite number of discontinuities. Further, each of these
discontinuities are finite.
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Fourier Series to Fourier Transform

For periodic signals, we can represent them as linear
combinations of harmonically related complex
exponentials
To extend this to non-periodic signals, we need to consider
aperiodic signals as periodic signals with infinite period.
As the period becomes infinite, the corresponding
frequency components form a continuum and the Fourier
series sum becomes an integral (like the derivation of CT
convolution)
Instead of looking at the coefficients a harmonically
related Fourier series, well now look at the Fourier
transform which is a complex valued function in the
frequency domain
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Definition of the Fourier Transform

We will be referring to functions of time and their Fourier
transforms. A signal x(t) and its Fourier transform X(j
) are
related by the Fourier transform synthesis and analysis
equations
and
We will refer to x(t) and X(j
) as a Fourier transform pair with
the notation
As previously mentioned, the transform function X() can roughly
be thought of as a continuum of the previous coefficients
A similar set of Dirichlet convergence conditions exist for the
Fourier transform, as for the Fourier series (T=(-
,
))
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Example 1: Decaying Exponential

Consider the (non-periodic) signal
Then the Fourier transform is:

a=1

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Example 2: Single Rectangular Pulse

Consider the non-periodic rectangular pulse at zero

The Fourier transform is:

Note, the values are real

T1 = 1

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Example 3: Impulse Signal

The Fourier transform of the impulse signal can be
calculated as follows:

Therefore, the Fourier transform of the impulse function

has a constant contribution for all frequencies
X(j)



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Example 4: Periodic Signals

A periodic signal violates condition 1 of the Dirichlet conditions for the
Fourier transform to exist
However, lets consider a Fourier transform which is a single impulse of
area 2
at a particular (harmonic) frequency =0.
The corresponding signal can be obtained by:
which is a (complex) sinusoidal signal of frequency 0. More generally,
when
Then the corresponding (periodic) signal is

The Fourier transform of a periodic signal is a train of impulses at the

harmonic frequencies with amplitude 2
ak
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Lecture 8: Summary
Fourier series and Fourier transform is used to represent
periodic and non-periodic signals in the frequency
domain, respectively.

Looking at signals in the Fourier domain allows us to

understand the frequency response of a system and also
to design systems with a particular frequency response,
such as filtering out high frequency signals.
Youll need to complete the exercises to work out how to
calculate the Fourier transform (and its inverse) and
evaluate the frequency content of a signal
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Properties of Discrete Fourier Series

Linearity

Shift of a Sequence

Duality

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Symmetry Properties

Symmetry Properties Contd

Example 1
Determine the Fourier series representation of the
following waveform.

Solution
First, determine the period & describe the one period
of the function:

T=2

Then, obtain the coefficients a0, an and bn:

Or, since
is the total area below graph
y = f(t) over the interval [a,b], hence

Notice that n is integer which leads

since
Therefore,

Notice that
or
Therefore,

Finally,

Some helpful identities

For n integers,

[Supplementary]


The

sum of the Fourier series terms can

evolve (progress) into the original
waveform

From

It

Example 1, we obtain

can be demonstrated that the sum will

lead to the square wave:

(a)

(b)

(c)

(d)

(e)

(f)

Example 2
Given

Sketch the graph of f (t) such that

Then compute the Fourier series expansion of f (t).

Solution
The function is described by the following graph:

T=2

We find that

Then we compute the coefficients:

since

Finally,

Example 3
Given

Sketch the graph of v (t) such that

Then compute the Fourier series expansion of v (t).

Solution
The function is described by the following graph:
v (t)
2
2

T=4

We find that

10

12

Then we compute the coefficients:

since

Finally,

Symmetry Considerations


Symmetry

functions:
(i) even symmetry
(ii) odd symmetry

Even symmetry


Any

function f (t) is even if its plot is

symmetrical about the vertical axis, i.e.

Even symmetry (cont.)

The

examples of even functions are:

Even symmetry (cont.)

The

integral of an even function from
A to

+A is twice the integral from 0 to +A

A

+A

Odd symmetry


Any

function f (t) is odd if its plot is

antisymmetrical about the vertical axis, i.e.

Odd symmetry (cont.)

The

examples of odd functions are:

Odd symmetry (cont.)

The

integral of an odd function from
A to

+A is zero

A

+A

Even and odd functions

The product properties of even and odd
functions are:


(even)

(even) = (even)


(odd)
(odd) = (even)


(even)
(odd) = (odd)


(odd)
(even) = (odd)

Symmetry consideration
From the properties of even and odd
functions, we can show that:


for

even periodic function;

for

odd periodic function;

How?? [Even function]

(even)
(even)

(even)
(odd)

||

||

(even)

(odd)

How?? [Odd function]

(odd)
(odd)
(odd)
||

(even)
(odd)
(even)
||

(odd)

Example 4
Given

Sketch the graph of f (t) such that

Then compute the Fourier series expansion of f (t).

Solution
The function is described by the following graph:
f (t)
1

6

4

2

1

T=4

We find that

Then we compute the coefficients. Since f (t) is

an odd function, then

and

since

Finally,

Example 5
Compute the Fourier series expansion of f (t).

Solution
The function is described by
T=3

T=3

and

Then we compute the coefficients.

Or, since f (t) is an even function, then

Or, simply

and

since f (t) is an even function.

Finally,

Function defines over a finite interval

Fourier series only support periodic functions

In real application, many functions are nonperiodic
The non-periodic functions are often can be
defined over finite intervals, e.g.
y=2
y=1

y=1



Therefore, any non-periodic function must be

extended to a periodic function first, before
computing its Fourier series representation
Normally, we prefer symmetry (even or odd)
periodic extension instead of normal periodic
extension, since symmetry function will provide
zero coefficient of either an or bn
This can provide a simpler Fourier series
expansion

Non-periodic
function

Periodic extension

Even periodic extension

Odd periodic extension

Half-range Fourier series expansion

The

Fourier series of the even or odd

periodic extension of a non-periodic
function is called as the half-range Fourier
series


This is due to the non-periodic function is
considered as the half-range before it is
extended as an even or an odd function



If

the function is extended as an even

function, then the coefficient bn= 0, hence

which only contains the cosine harmonics.

Therefore, this approach is called as the
half-range Fourier cosine series



If

the function is extended as an odd

function, then the coefficient an= 0, hence

which only contains the sine harmonics.

Therefore, this approach is called as the
half-range Fourier sine series

Example 6
Compute the half-range Fourier sine series expansion
of f (t), where

Solution
Since we want to seek the half-range sine series,
the function to is extended to be an odd function:
f (t)

f (t)

1
0

2



0

1
T = 2

2

Hence, the coefficients are

and

Therefore,

Example 7
Determine the half-range cosine series expansion
of the function
Sketch the graphs of both f (t) and the periodic
function represented by the series expansion for

3 < t < 3.

Solution
Since we want to seek the half-range cosine series,
the function to is extended to be an even function:
f (t)

f (t)
t

t
T=2

Hence, the coefficients are

Therefore,

Parsevals Theorem


Parservals

theorem states that the

average power in a periodic signal is equal
to the sum of the average power in its DC
component and the average powers in its
harmonics

f(t)

Pdc

Pavg

=
Pa1

Pb1

+
Pa2

Pb2



For

For

sinusoidal (cosine or sine) signal,

simplicity, we often assume R = 1
,

which yields



For

sinusoidal (cosine or sine) signal,

Exponential Fourier series

Recall

that, from the Eulers identity,

yields
and

Then the Fourier series representation becomes

Here, let we name

and
. Hence,

c0

cn

c
n

Then, the coefficient cn can be derived from



In

fact, in many cases, the complex

Fourier series is easier to obtain rather
than the trigonometrical Fourier series


In summary, the relationship between the
complex and trigonometrical Fourier series
are:

or

Example 8
Obtain the complex Fourier series of the following
function

Solution
Since

. Hence

since

Therefore, the complex Fourier series of f (t) is

*Notes: Even though c0 can be found by substituting

cn with n = 0, sometimes it doesnt works (as shown
in the next example). Therefore, it is always better to
calculate c0 alone.

cn is a complex term, and it depends on n
.

Therefore, we may plot a graph of |cn| vs n
.

In other words, we have transformed the function

f (t) in the time domain (t), to the function cn in the
frequency domain (n
).

Example 9
Obtain the complex Fourier series of the function in
Example 1.

Solution

But
Thus,

*Here notice that

Therefore,

.

The plot of |cn| vs n
is shown below

0.5