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Fourier Series
James S. Walker
University of Wisconsin–Eau Claire

I. Historical Background
II. Definition of Fourier Series
III. Convergence of Fourier Series
IV. Convergence in Norm
V. Summability of Fourier Series
VI. Generalized Fourier Series
VII. Discrete Fourier Series
VIII. Conclusion


GLOSSARY ists a collection {(ai , 
bi )}i=1 of open intervals such that
∞ ∞
S ⊂ ∪i=1 (ai , bi ) and i=1 (bi − ai ) ≤ . Examples: All
Bounded variation A function f has bounded vari- finite sets, and all countably infinite sets, have Lebesgue
ation on a closed interval [a, b] if there exists a measure zero.
positive constant B such that, for all finite sets Odd and even functions A function f is odd if
 Npoints a = x0 < x1 < · · · < x N = b, the inequality
of f(−x) = −f(x) for all x in its domain. A function f is
i=1 |f(x i ) − f(x i−1 )| ≤ B is satisfied. Jordan proved even if f(−x) = f(x) for all x in its domain.
that a function has bounded variation if and only if it One-sided limits f(x−) and f(x+) denote limits of f(t)
can be expressed as the difference of two nondecreas- as t tends to x from the left and right, respectively.
ing functions. Periodic function A function f is periodic, with period
Countably infinite set A set is countably infinite if it P > 0, if the identity f(x + P) = f(x) holds for all x.
can be put into one-to-one correspondence with the set Example: f(x) = | sin x| is periodic with period π.
of natural numbers (1, 2, . . . , n, . . .). Examples: The
integers and the rational numbers are countably infinite
sets. FOURIER SERIES has long provided one of the prin-
Continuous function If limx→c f(x) = f(c), then the func- cipal methods of analysis for mathematical physics, en-
tion f is continuous at the point c. Such a point is called gineering, and signal processing. It has spurred general-
a continuity point for f. A function which is continuous izations and applications that continue to develop right
at all points is simply referred to as continuous. up to the present. While the original theory of Fourier
Lebesgue measure zero A set S of real numbers is said to series applies to periodic functions occurring in wave mo-
have Lebesgue measure zero if, for each  > 0, there ex- tion, such as with light and sound, its generalizations often

167
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168 Fourier Series

relate to wider settings, such as the time-frequency analy- This was the first example of the use of Fourier series to
sis underlying the recent theories of wavelet analysis and solve boundary value problems in partial differential equa-
local trigonometric analysis. tions. To obtain Eq. (3), Fourier made use of D. Bernoulli’s
method of separation of variables, which is now a stan-
dard technique for solving boundary value problems.
I. HISTORICAL BACKGROUND
A good, short introduction to the history of Fourier se-
ries can be found in The Mathematical Experience. Be-
There are antecedents to the notion of Fourier series in
sides his many mathematical contributions, Fourier has
the work of Euler and D. Bernoulli on vibrating strings,
left us with one of the truly great philosophical principles:
but the theory of Fourier series truly began with the pro-
“The deep study of nature is the most fruitful source of
found work of Fourier on heat conduction at the begin-
knowledge.”
ning of the 19th century. Fourier deals with the problem
of describing the evolution of the temperature T (x, t) of a
thin wire of length π , stretched between x = 0 and x = π ,
with a constant zero temperature at the ends: T (0, t) = 0 II. DEFINITION OF FOURIER SERIES
and T (π, t) = 0. He proposed that the initial tempera-
ture T (x, 0) = f(x) could be expanded in a series of sine The Fourier sine series, defined in Eqs. (1) and (2), is a spe-
functions: cial case of a more general concept: the Fourier series for a
∞ periodic function. Periodic functions arise in the study of
f(x) = bn sin nx (1) wave motion, when a basic waveform repeats itself peri-
n=1 odically. Such periodic waveforms occur in musical tones,
with in the plane waves of electromagnetic vibrations, and in
 π the vibration of strings. These are just a few examples.
2
bn = f(x) sin nx d x. (2) Periodic effects also arise in the motion of the planets, in
π 0
AC electricity, and (to a degree) in animal heartbeats.
A function f is said to have period P if f(x + P) =
A. Fourier Series f(x) for all x. For notational simplicity, we shall restrict
Although Fourier did not give a convincing proof of con- our discussion to functions of period 2π . There is no loss
vergence of the infinite series in Eq. (1), he did offer the of generality in doing so, since we can always use a sim-
conjecture that convergence holds for an “arbitrary” func- ple change of scale x = (P/2π )t to convert a function of
tion f. Subsequent work by Dirichlet, Riemann, Lebesgue, period P into one of period 2π .
and others, throughout the next two hundred years, was If the function f has period 2π , then its Fourier series is
needed to delineate precisely which functions were ∞
expandable in such trigonometric series. Part of this work c0 + {an cos nx + bn sin nx} (4)
entailed giving a precise definition of function (Dirichlet), n=1

and showing that the integrals in Eq. (2) are properly with Fourier coefficients c0 , an , and bn defined by the
defined (Riemann and Lebesgue). Throughout this article integrals
we shall state results that are always true when Riemann  π
1
integrals are used (except for Section IV where we need c0 = f(x) d x (5)
to use results from the theory of Lebesgue integrals). 2π −π

In addition to positing Eqs. (1) and (2), Fourier argued 1 π
that the temperature T (x, t) is a solution to the following an = f(x) cos nx d x, (6)
π −π
heat equation with boundary conditions: 
1 π
∂T ∂2T bn = f(x) sin nx d x. (7)
= , 0 < x < π, t > 0 π −π
∂t ∂x2
T (0, t) = T (π, t) = 0, t ≥0 [Note: The sine series defined by Eqs. (1) and (2) is a
special instance of Fourier series. If f is initially defined
T (x, 0) = f (x), 0 ≤ x ≤ π. over the interval [0, π ], then it can be extended to [−π, π ]
Making use of Eq. (1), Fourier showed that the solution (as an odd function) by letting f(−x) = −f(x), and then
T (x, t) satisfies extended periodically with period P = 2π . The Fourier
series for this odd, periodic function reduces to the sine


T (x, t) = bn e−n t sin nx.
2
(3) series in Eqs. (1) and (2), because c0 = 0, each an = 0, and
n=1 each bn in Eq. (7) is equal to the bn in Eq. (2).]
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Fourier Series 169

It is more common nowadays to express Fourier se-


ries in an algebraically simpler form involving complex
exponentials. Following Euler, we use the fact that the
complex exponential ei θ satisfies ei θ = cos θ + isin θ.
Hence
1 iθ
cos θ = (e + ei θ ),
2
1
sin θ = (ei θ − e−i θ ).
2i
From these equations, it follows by elementary algebra
that Formulas (5)–(7) can be rewritten (by rewriting each
term separately) as



 
c0 + cn einx + c−n e−inx (8)
n =1

with cn defined for all integers n by


 π
1
cn = f(x)e−inx d x. (9)
2π −π
FIGURE 1 Square wave.
The series in Eq. (8) is usually written in the form



cn einx . (10) Thus, the Fourier series for this square wave is
n =−∞
1 ∞
sin(nπ/2) inx
We now consider a couple of examples. First, let f1 be + (e + e−inx )
defined over [−π, π] by 2 n=1 nπ
 1 ∞
2 sin(nπ/2)
1 if |x | < π/2 = + cos nx. (11)
f1 (x) = 2 n=1 nπ
0 if π/2 ≤ |x | ≤ π
Second, let f2 (x) = x 2 over [−π, π] and have period 2π ,
and have period 2π . The graph of f1 is shown in Fig. 1; see Fig. 2. We shall refer to this wave as a parabolic wave.
it is called a square wave in electric circuit theory. The This parabolic wave has c0 = π 2 /3 and cn , for n = 0, is
constant c0 is  π
 π 1
1 cn = x 2 e−inx d x
c0 = f1 (x) d x 2π −π
2π −π  π  π
 π/2 1 i
1 1 = x 2 cos nx d x − x 2 sin nx d x
= 1 dx = . 2π −π 2π −π
2π −π/2 2 2(−1)n
=
While, for n = 0, n2
 π after an integration by parts. The Fourier series for this
1
cn = f1 (x)e−inx d x function is then
2π −π
 π/2 π2  ∞
2(−1)n inx
1 + (e + e−inx )
= e−inx d x 3 n 2
2π −π/2
n=1

1 e−inπ/2 − einπ/2 π2  ∞
4(−1)n
= = + cos nx. (12)
2π −in 3 n=1
n2
sin(n π/2) We will discuss the convergence of these Fourier series,
= .
nπ to f1 and f2 , respectively, in Section III.
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170 Fourier Series

Eq. (13) by e−imx and integrating term-by-term from −π


to π , we obtain
 π 
∞  π
f(x)e−imx d x = cn einx e−imx d x.
−π n=−∞ −π

By the orthogonality property, this leads to


 π
f(x)e−imx d x = 2π cm ,
−π

which justifies (in a formal, nonrigorous way) the defini-


tion of cn in Eq. (9).
We close this section by discussing two important prop-
erties of Fourier coefficients, Bessel’s inequality and the
Riemann-Lebesgue lemma.

Theorem 1 (Bessel’s Inequality): If −π |f(x)|2 d x is fi-
nite, then

∞  π
1
|cn | ≤2
|f(x)|2 d x. (15)
n=−∞ 2π −π
FIGURE 2 Parabolic wave.
Bessel’s inequality can be proved easily. In fact, we have
 π 2
Returning to the general Fourier series in Eq. (10), we
N
shall now discuss some ways of interpreting this series. A 1 inx
0≤ f(x) − cn e d x
complex exponential einx = cos nx + isin nx has a small- 2π −π
n=−N
est period of 2π/n. Consequently it is said to have a fre-
quency of n/2π , because the form of its graph over the  π

N


N

1
interval [0, 2π/n] is repeated n/2π times within each unit- = f(x) − cm eimx f(x) − cn e−inx d x.
2π −π m=−N n=−N
length. Therefore, the integral in Eq. (9) that defines the
Fourier coefficient cn can be interpreted as a correlation Multiplying out the last integrand above, and making use
between f and a complex exponential with a precisely lo- of Eqs. (9) and (14), we obtain
cated frequency of n/2π. Thus the whole collection of
these integrals, for all integers n, specifies the frequency  π N
2

1 inx
content of f over the set of frequencies {n/2π }∞ n=−∞ . If
f(x) − cn e d x
2π −π n=−N

the series in Eq. (10) converges to f, i.e., if we can write
 π 
N

∞ 1
f(x) = cn e inx
, (13) = |f(x)|2 d x − |cn |2 . (16)
2π −π n=−N
n=−∞

then f is being expressed as a superposition of elemen- Thus, for all N ,


tary functions cn einx having frequency n/2π and ampli- 

N
1 π
tude cn . (The validity of Eq. (13) will be discussed in the |cn | ≤2
|f(x)|2 d x (17)
next section.) Furthermore, the correlations in Eq. (9) are n=−N
2π −π
independent of each other in the sense that correlations
between distinct exponentials are zero: and Bessel’s inequality (15) follows by letting N → ∞.
 π 
1 inx −imx 0 if m = n Bessel’s inequality has a physical interpretation. If f has
e e dx = (14) finite energy, in the sense that the right side of Eq. (15) is
2π −π 1 if m = n.
finite, then the sum of the moduli-squared of the Fourier
This equation is called the orthogonality property of com- coefficients is also finite. In Section IV, we shall see that
plex exponentials. the inequality in Eq. (15) is actually an equality, which
The orthogonality property of complex exponentials says that the sum of the moduli-squared of the Fourier
can be used to give a derivation of Eq. (9). Multiplying coefficients is precisely the same as the energy of f.
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Fourier Series 171

Because of Bessel’s inequality, it follows that holds for all x near x0 (i.e., |x − x0 | < δ for some δ > 0). It
is easy to see, for instance, that the square wave function
lim cn = 0 (18) f1 is Lipschitz at all of its continuity points.
|n |→∞
The inequality in Eq. (19) has a simple geometric
π interpretation. Since both sides are 0 when x = x0 , this
holds whenever −π |f(x)|2 d x is finite. The Riemann-
inequality is equivalent to
Lebesgue lemma says that Eq. (18) holds in the following

more general case: f(x) − f(x0 )
≤ A (20)
x−x
Theorem 2 (Riemann-Lebesgue Lemma): If 0

−π | f(x)| d x is finite, then Eq. (18) holds. for all x near x0 (and x = x0 ). Inequality (20) simply says
that the difference quotients of f (i.e., the slopes of its
One of the most important uses of the Riemann-Lebesgue
secants) near x0 are bounded. With this interpretation, it
lemma is in proofs of some basic pointwise convergence
is easy to see that the parabolic wave f2 is Lipschitz at all
theorems, such as the ones described in the next section.
points. More generally, if f has a derivative at x0 (or even
See Krantz and Walker (1998) for further discussions
just left- and right-hand derivatives), then f is Lipschitz
of the definition of Fourier series, Bessel’s inequality, and
at x0 .
the Riemann-Lebesgue lemma.
We can now state and prove a simple convergence the-
orem.

Theorem 3: Suppose f has period 2π , that −π |f(x)| d x is
III. CONVERGENCE OF FOURIER SERIES
finite, and that f is Lipschitz at x0 . Then the Fourier series
for f converges to f(x0 ) at x0 .
There are many ways to interpret the meaning of Eq. (13).
Investigations into the types of functions allowed on the To prove this theorem, we assume that f(x0 ) = 0. There
left side of Eq. (13), and the kinds of convergence con- is no loss of generality in doing so, since we can always
sidered for its right side, have fueled mathematical in- subtract the constant f(x0 ) from f(x). Define the function g
vestigations by such luminaries as Dirichlet, Riemann, by g(x) = f(x)/(e
 π − e ). This function g has period 2π.
ix i x0

Weierstrass, Lipschitz, Lebesgue, Fejér, Gelfand, and Furthermore, −π |g(x)| d x is finite, because the quotient
Schwartz. In short, convergence questions for Fourier se- f(x)/(ei x − ei x0 ) is bounded in magnitude for x near x0 . In
ries have helped lay the foundations and much of the su- fact, for such x,
perstructure of mathematical analysis.
f(x) f(x) − f (x0 )
The three types of convergence that we shall describe =
here are pointwise, uniform, and norm convergence. We ei x − e x 0 ei x − e x 0
shall discuss the first two types in this section and take up
x − x0
the third type in the next section.
≤ A i x
All convergence theorems are concerned with how the e − e x0
partial sums and (x − x0 )/(ei x − e x0 ) is bounded in magnitude, because

N it tends to the reciprocal of the derivative of ei x at x0 .
S N (x) := cn einx If we let dn denote the nth Fourier coefficient for
n=−N g(x), then we have cn = dn−1 − dn ei x0 because f(x) =
g(x)(ei x − ei x0 ). The partial sum S N (x0 ) then telescopes:
converge to f(x). That is, does lim N →∞ S N = f hold in
some sense? 
N

The question of pointwise convergence, for example, S N (x0 ) = cn einx0


concerns whether lim N →∞ S N (x0 ) = f(x0 ) for each fixed n=−N

x-value x0 . If lim N →∞ S N (x0 ) does equal f(x0 ), then we = d−N −1 e−i N x0 − d N ei(N +1)x0 .
say that the Fourier series for f converges to f(x0 ) at x0 .
We shall now state the simplest pointwise convergence Since dn → 0 as |n| → ∞, by the Riemann-Lebesgue
theorem for which an elementary proof can be given. lemma, we conclude that S N (x0 ) → 0. This completes the
This theorem assumes that a function is Lipschitz at each proof.
point where convergence occurs. A function is said to be It should be noted that for the square wave f1 and the
Lipschitz at a point x0 if, for some positive constant A, parabolic wave f2 , it is not necessary to use the general
Riemann-Lebesgue lemma stated above. That is because
π
|f(x) − f(x0 )| ≤ A |x − x0 | (19) for those functions it is easy to see that −π |g(x)|2 d x is
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172 Fourier Series

finite for the function g defined in the proof of Theorem 3.


Consequently, dn → 0 as |n | → ∞ follows from Bessel’s
inequality for g.
In any case, Theorem 3 implies that the Fourier series
for the square wave f1 converges to f1 at all of its points
of continuity. It also implies that the Fourier series for the
parabolic wave f2 converges to f2 at all points. While this
may settle matters (more or less) in a pure mathematical
sense for these two waves, it is still important to examine
specific partial sums in order to learn more about the nature
of their convergence to these waves.
For example, in Fig. 3 we show a graph of the par-
tial sum S100 superimposed on the square wave. Although
Theorem 3 guarantees that S N → f1 as N → ∞ at each
continuity point, Fig. 3 indicates that this convergence is at
a rather slow rate. The partial sum S100 differs significantly
from f1 . Near the square wave’s jump discontinuities, for
example, there is a severe spiking behavior called Gibbs’
phenomenon (see Fig. 4). This spiking behavior does not
go away as N → ∞, although the width of the spike does
tend to zero. In fact, the peaks of the spikes overshoot the
square wave’s value of 1, tending to a limit of about 1.09. FIGURE 4 Gibbs’ phenomenon and ringing for square wave.
The partial sum also oscillates quite noticeably about the
constant value of the square wave at points away from the
discontinuities. This is known as ringing.
These defects do have practical implications. For in- combinations of sinusoidal waves over a limited range
stance, oscilloscopes—which generate wave forms as of frequencies—cannot use S100 , or any partial sum S N ,
to produce a square wave. We shall see, however, in
Section V that a clever modification of a partial sum does
produce an acceptable version of a square wave.
The cause of ringing and Gibbs’ phenomenon for the
square wave is a rather slow convergence to zero of its
Fourier coefficients (at a rate comparable to |n |−1 ). In the
next section, we shall interpret this in terms of energy
and show that a partial sum like S100 does not capture a
high enough percentage of the energy of the square wave
f1 .
In contrast, the Fourier coefficients of the parabolic
wave f2 tend to zero more rapidly (at a rate comparable to
n −2 ). Because of this, the partial sum S100 for f2 is a much
better approximation to the parabolic wave (see Fig. 5).
In fact, its partial sums S N exhibit the phenomenon of
uniform convergence.
We say that the Fourier series for a function f converges
uniformly to f if

lim max |f(x) − S N (x)| = 0. (21)
N →∞ x ∈[−π,π ]

This equation says that, for large enough N , we can have


the maximum distance between the graphs of f and S N as
FIGURE 3 Fourier series partial sum S 100 superimposed on small as we wish. Figure 5 is a good illustration of this for
square wave. the parabolic wave.
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Fourier Series 173

Theorem 4 applies to the parabolic wave f2 , but it does


not apply to the square wave f1 . In fact, the Fourier se-
ries for f1 cannot converge uniformly to f1 . That is be-
cause a famous theorem of Weierstrass says that a uni-
form limit of continuous functions (like the partial sums
S N ) must be a continuous function (which f1 is certainly
not). The Gibbs’ phenomenon for the square wave is a
conspicuous failure of uniform convergence for its Fourier
series.
Gibbs’ phenomenon and ringing, as well as many other
aspects of Fourier series, can be understood via an integral
form for partial sums discovered by Dirichlet. This integral
form is
 π
1
S N (x) = f(x − t)D N (t) dt (22)
2π −π
with kernel D N defined by
sin(N + 1/2)t
D N (t) = . (23)
sin(t /2)
This formula is proved in almost all books on Fourier
series (see, for instance, Krantz (1999), Walker (1988),
FIGURE 5 Fourier series partial sum S 100 for parabolic wave. or Zygmund (1968)). The kernel D N is called Dirichlet’s
kernel. In Fig. 6 we have graphed D20 .
We can verify Eq. (21) for the parabolic wave as follows. The most important property of Dirichlet’s kernel is
By Eq. (21) we have that, for all N ,
 π
 ∞
4(−1)n 1
D N (t) dt = 1.
|f2 (x) − S N (x)| = cos nx 2π −π
n =N +1 n 2
∞ From Eq. (23) we can see that the value of 1 follows from
n
≤ 4(−1) cos nx cancellation of signed areas, and also that the contribution
n2
n =N +1


4
≤ .
n =N +1
n2
Consequently


4
max |f2 (x) − S N (x)| ≤ 2
x ∈[−π,π ] n
n =N +1

→0 as N → ∞
and thus Eq. (21) holds for the parabolic wave f2 .
Uniform convergence for the parabolic wave is a special
case of a more general theorem. We shall say that f is
uniformly Lipschitz if Eq. (19) holds for all points using the
same constant A. For instance, it is not hard to show that a
continuously differentiable, periodic function is uniformly
Lipschitz.
Theorem 4: Suppose that f has period 2π and is uniformly
Lipschitz at all points, then the Fourier series for f con-
verges uniformly to f.
A remarkably simple proof of this theorem is described in
Jackson (1941). More general uniform convergence theo-
rems are discussed in Walter (1994). FIGURE 6 Dirichlet’s kernel D20 .
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174 Fourier Series

of the main lobe centered at 0 (see Fig. 6) is significantly for L 2 -convergence. There is also an interpretation of L 2 -
greater than 1 (about 1.09 in value). norm in terms of a generalized Euclidean distance and
From the facts just cited, we can explain the origin of this gives a satisfying geometric flavor to L 2 -convergence
ringing and Gibbs’ phenomenon for the square wave. For of Fourier series. By interpreting the square of L 2 -norm
the square wave function f1 , Eq. (22) becomes as a type of energy, there is an equally satisfying physi-
 x +π/2 cal interpretation of L 2 -convergence. The theory of L 2 -
1
S N (x) = D N (t) dt . (24) convergence has led to fruitful generalizations such as
2π x −π/2 Hilbert space theory and norm convergence in a wide va-
As x ranges from −π to π, this formula shows that S N (x) riety of function spaces.
is proportional to the signed area of D N over an interval To introduce the idea of L 2 -convergence, we first ex-
of length π centered at x. By examining Fig. 6, which is amine a special case. By Theorem 4, the partial sums of
a typical graph for D N , it is then easy to see why there is a uniformly Lipschitz function f converge uniformly to
ringing in the partial sums S N for the square wave. Gibbs’ f. Since that means that the maximum distance between
phenomenon is a bit more subtle, but also results from the graphs of S N and f tends to 0 as N → ∞, it follows
Eq. (24). When x nears a jump discontinuity, the central that
lobe of D N is the dominant contributor to the integral in  π
1
Eq. (24), resulting in a spike which overshoots the value lim |f(x) − S N (x)|2 d x = 0. (25)
N →∞ 2π −π
of 1 for f1 by about 9%.
Our final pointwise convergence theorem was, in
This result motivates the definition of L 2 -convergence.
essence, the first to be proved. It was established by Dirich-
If g is a function for which |g |2 has a finite Lebesgue
let using the integral form for partial sums in Eq. (22). We
integral over [−π, π], then we say that g is an L 2 -function,
shall state this theorem in a stronger form first proved by
and we define its L 2 -norm g 2 by
Jordan.
  π
Theorem 5: If f has period 2π and has bounded variation 1
on [0, 2π ], then the Fourier series for f converges at all g 2 = |g(x)|2 d x .
2π −π
points. In fact, for all x-values,
We can then rephrase Eq. (25) as saying that f − S N 2 →
lim S N (x) = 12 [f(x +) + f(x −)].
N →∞ 0 as N → ∞. In other words, the Fourier series for f con-
This theorem is too difficult to prove in the limited space verges to f in L 2 -norm. The following theorem general-
we have here (see Zygmund, 1968). A simple consequence izes this result to all L 2 -functions (see Rudin (1986) for a
of Theorem 5 is that the Fourier series for the square proof).
wave f1 converges at its discontinuity points to 1/2 (al- Theorem 6: If f is an L 2 -function, then its Fourier series
though this can also be shown directly by substitution of converges to f in L 2 -norm.
x = ±π/2 into the series in (Eq. (11)).
Theorem 6 says that Eq. (25) holds for every L 2 -func-
We close by mentioning that the conditions for con- tion f. Combining this with Eq. (16), we obtain Parseval’s
vergence, such as Lipschitz or bounded variation, cited equality:
in the theorems above cannot be dispensed with entirely.

∞  π
For instance, Kolmogorov  π gave an example of a period 1
2π function (for which −π |f(x)| d x is finite) that has a |cn |2 = |f(x)|2 d x. (26)
n=−∞ 2π −π
Fourier series which fails to converge at every point.
More discussion of pointwise convergence can be found Parseval’s equation has a useful interpretation in terms
in Walker (1998), Walter (1994), or Zygmund (1968). of energy. It says that the energy of the set of Fourier
coefficients, defined to be equal to the left side of Eq. (26),
is equal to the energy of the function f, defined by the right
IV. CONVERGENCE IN NORM side of Eq. (26).
The L 2 -norm can be interpreted as a generalized
Perhaps the most satisfactory notion of convergence for Euclidean distance.To see 2this take square roots of both
Fourier series is convergence in L 2 -norm (also called sides of Eq. (26): |cn | = f2 . The left side of this
L 2 -convergence), which we shall define in this section. equation is interpreted as a Euclidean distance in an
One of the great triumphs of the Lebesgue theory of inte- (infinite-dimensional) coordinate space, hence the L 2 -
gration is that it yields necessary and sufficient conditions norm f2 is equivalent to such a distance.
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Fourier Series 175

As examples of these ideas, let’s return to the square We close this section by returning full circle to the no-
wave and parabolic wave. For the square wave f1 , we find tion of pointwise convergence. The following theorem was
that proved by Carleson for L 2 -functions and by Hunt for L p -
 sin2 (n π/2) functions ( p = 2).
f1 − S100 22 =
|n |>100
(n π)2 Theorem 9: If f is an L p -function for p > 1, then its
Fourier series converges to it at almost all points.
= 1.0 × 10−3 .
By almost all points, we mean that the set of points where
Likewise, for the parabolic wave f2 , we have f2 − divergence occurs has Lebesgue measure zero. References
S100 22 = 2.6 × 10−6 . These facts show that the energy for the proof of Theorem 9 can be found in Krantz (1999)
of the parabolic wave is almost entirely contained in and Zygmund (1968). Its proof is undoubtedly the most
the partial sum S100 ; their energy difference is almost difficult one in the theory of Fourier series.
three orders of magnitude smaller than in the square wave
case. In terms of generalized Euclidean distance, we have
f2 − S100 2 = 1.6 × 10−3 and f1 − S100 2 = 3.2 × 10−2 ,
V. SUMMABILITY OF FOURIER SERIES
showing that the partial sum is an order of magnitude
closer for the parabolic wave.
In the previous sections, we noted some problems with
Theorem 6 has a converse, known as the Riesz-Fischer
convergence of Fourier series partial sums. Some of these
theorem.
problems include Kolmogorov’s example of a Fourier

Theorem 7 (Riesz-Fischer): If |cn |2 converges, then series for an L 1 -function that diverges everywhere, and
there exists an L -function f having {cn } as its Fourier
2 Gibbs’ phenomenon and ringing in the Fourier series par-
coefficients. tial sums for discontinuous functions. Another problem
is Du Bois Reymond’s example of a continuous function
This theorem is proved in Rudin (1986). Theorem and
whose Fourier series diverges on a countably infinite set of
the Riesz-Fischer theorem combine to give necessary and
points, see Walker (1968). It turns out that all of these dif-
sufficient conditions for L 2 -convergence of Fourier series,
ficulties simply disappear when new summation methods,
conditions which are remarkably easy to apply. This has
based on appropriate modifications of the partial sums, are
made L 2 -convergence into the most commonly used no-
used.
tion of convergence for Fourier series.
The simplest modification of partial sums, and one of
These ideas for L 2 -norms partially generalize to the
the first historically to be used, is to take arithmetic
case of L p -norms. Let p be real number satisfying p ≥ 1.
means. Define the N th arithmetic mean σ N by σ N =
If g is a function for which |g | p has a finite Lebesgue
(S0 + S1 + · · · + S N −1 )/N . From which it follows that
integral over [−π, π ], then we say that g is an L p -function,
and we define its L p -norm g  p by  N  
|n|
  π 1/ p σ N (x) = 1− cn einx . (27)
1 n=−N
N
g  p = |g(x)| p d x .
2π −π The factors (1 − |n|/N ) are called convergence factors.
If f − S N  p → 0, then we say that the Fourier series for They modify the Fourier coefficients cn so that the am-
f converges to f in L p -norm. The following theorem gen- plitude of the higher frequency terms (for |n| near N ) are
eralizes Theorem 6 (see Krantz (1999) for a proof). damped down toward zero. This produces a great improve-
ment in convergence properties as shown by the following
Theorem 8: If f is an L p -function for p > 1, then its theorem.
Fourier series converges to f in L p -norm.
Theorem 10: Let f be a periodic function. If f is an L p -
Notice that the case of p = 1 is not included in Theorem 8.
function for p ≥ 1, then σ N → f in L p -norm as N → ∞.
The example of Kolmogorov cited at the end of Section III
If f is a continuous function, then σ N → f uniformly as
shows that there exist L 1 -functions whose Fourier series
N → ∞.
do not converge in L 1 -norm. For p = 2, there are no simple
analogs of either Parseval’s equality or the Riesz-Fischer Notice that L 1 -convergence is included in Theorem 10.
theorem (which say that we can characterize L 2 -functions Even for Kolmogorov’s function, it is the case that
by the magnitude of their Fourier coefficients). Some par- f − σ N 1 → 0 as N → ∞. It also should be noted that
tial analogs of these latter results for L p -functions, when no assumption, other than continuity of the periodic func-
p = 2, are discussed in Zygmund (1968) (in the context of tion, is needed in order to ensure uniform convergence of
Littlewood-Paley theory). its arithmetic means.
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176 Fourier Series

For a proof of Theorem 10, see Krantz (1999). The key


to the proof is Fejér’s integral form for σ N :
 π
1
σ N (x) = f(x − t)FN (t) dt (28)
2π −π
where Fejér’s kernel FN is defined by
 
1 sin N t/2 2
FN (t) = . (29)
N sin t /2
In Fig. 7 we show the graph of F20 . Compare this graph
with the one of Dirichlet’s kernel D20 in Fig. 6. Unlike
Dirichlet’s kernel, Fejér’s kernel is positive [FN (t) ≥ 0],
and is close to 0 away from the origin. These two facts
are the main reasons that Theorem 10 holds. The fact that
Fejér’s kernel satisfies
 π
1
FN (t) dt = 1
2π −π
is also used in the proof.
An attractive feature of arithmetic means is that Gibbs’
phenomenon and ringing do not occur. For example, in
Fig. 8 we show σ100 for the square wave and it is plain that FIGURE 8 Arithmetic mean σ100 for square wave.
these two defects are absent. For the square wave function
f1 , Eq. (28) reduces to
 x +π/2 an interval of length π centered at x. By examining Fig. 7,
1 which is a typical graph for FN , it is easy to see why ringing
σ N (x) = FN (t) dt .
2π x −π/2 and Gibbs’ phenomenon do not occur for the arithmetic
As x ranges from −π to π , this formula shows that σ N (x) means of the square wave.
is proportional to the area of the positive function FN over The method of arithmetic means is just one example
from a wide range of summation methods for Fourier se-
ries. These summation methods are one of the major ele-
ments in the area of finite impulse response filtering in the
fields of electrical engineering and signal processing.
A summation kernel K N is defined by

N
K N (x) = m n einx . (30)
n=−N

The real numbers {m n } are the convergence factors for the


kernel. We have already seen two examples: Dirichlet’s
kernel (where m n = 1) and Fejér’s kernel (where m n =
1 − |n|/N ).
When K N is a summation kernel,
 N then we inx define the
modified partial sum of f to be n=−N m n cn e . It then
follows from Eqs. (14) and (30) that
N  π
1
m n cn einx = f(x − t)K N (t) dt. (31)
n=−N
2π −π

The function defined by both sides of Eq. (31) is denoted


by K N ∗ f. It is usually more convenient to use the left
side of Eq. (31) to compute K N ∗ f, while for theoretical
purposes (such as proving Theorem 11 below), it is more
FIGURE 7 Fejér’s kernel F20 . convenient to use the right side of Eq. (31).
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Fourier Series 177

We say that a summation kernel K N is regular if it


satisfies the following three conditions.

1. For each N ,
 π
1
K N (x) d x = 1.
2π −π

2. There is a positive constant C such that


 π
1
|K N (x)| d x ≤ C .
2π −π
3. For each 0 < δ < π ,

lim max |K N (x)| = 0.
N →∞ δ≤|x |≤π

There are many examples of regular summation kernels.


Fejér’s kernel, which has m n = 1 − |n |/N , is regular. An-
other regular summation kernel is Hann’s kernel, which
has m n = 0.5 + 0.5 cos(n π/N ). A third regular summa-
tion kernel is de le Vallée Poussin’s kernel, for which
m n = 1 when |n | ≤ N /2, and m n = 2(1 − |m /N |) when
N /2 < |m | ≤ N . The proofs that these summation kernels
FIGURE 9 Approximate square wave using Hann’s kernel.
are regular are given in Walker (1996). It should be noted
that Dirichlet’s kernel is not regular, because properties 2
and 3 do not hold.
As with Fejér’s kernel, all regular summation kernels For example, Fourier series can be viewed as one aspect
significantly improve the convergence of Fourier series. of a general theory of orthogonal series expansions. In
In fact, the following theorem generalizes Theorem 10. this section, we shall discuss a few of the more celebrated
orthogonal series, such as Legendre series, Haar series,
Theorem 11: Let f be a periodic function, and let K N be a
and wavelet series.
regular summation kernel. If f is an L p -function for p ≥ 1,
We begin with Legendre series. The first two Legendre
then K N ∗f → f in L p -norm as N → ∞. If f is a continuous
polynomials are P0 (x) = 1, and P1 (x) = x. For n = 2,
function, then K N ∗ f → f uniformly as N → ∞.
3, 4, . . . , the nth Legendre polynomial Pn is defined by
For an elegant proof of this theorem, see Krantz (1999). the recursion relation
From Theorem 11 we might be tempted to conclude
that the convergence properties of regular summation ker- n Pn (x) = (2n − 1)x Pn−1 (x) + (n − 1)Pn−2 (x).
nels are all the same. They do differ, however, in the rates These polynomials satisfy the following orthogonality
at which they converge. For example, in Fig. 9 we show relation
K 100 ∗ f1 where the kernel is Hann’s kernel and f1 is the  1 
square wave. Notice that this graph is a much better ap- 0 if m = n
Pn (x) Pm (x) d x = (32)
proximation of a square wave than the arithmetic mean −1 (2n + 1)/2 if m = n.
graph in Fig. 8. An oscilloscope, for example, can easily
generate the graph in Fig. 9, thereby producing an accept- This equation is quite similar to Eq. (14). Because of
able version of a square wave. Eq. (32)—recall how we used Eq. (14) to derive Eq. (9)
Summation of Fourier series is discussed further —the Legendre series for a function f over the interval
in Krantz (1999), Walker (1996), Walter (1994), and [−1, 1] is defined to be
Zygmund (1968). 

cn Pn (x) (33)
n=0
VI. GENERALIZED FOURIER SERIES
with
 1
The classical theory of Fourier series has undergone ex- 2
cn = f(x) Pn (x) d x. (34)
tensive generalizations during the last two hundred years. 2n + 1 −1
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178 Fourier Series

Tchebysheff—which we cannot examine here because of


space limitations.
We now turn to another type of orthogonal series, the
Haar series. The defects, such as Gibbs’ phenomenon and
ringing, that occur with Fourier series expansions can be
traced to the unlocalized nature of the functions used for
expansions. The complex exponentials used in classical
Fourier series, and the polynomials used in Legendre se-
ries, are all non-zero (except possibly for a finite number of
points) over their domains. In contrast, Haar series make
use of localized functions, which are non-zero only over
tiny regions within their domains.
In order to define Haar series, we first define the funda-
mental Haar wavelet H (x) by

1 if 0 ≤ x < 1/2
H (x) =
−1 if 1/2 ≤ x ≤ 1.
The Haar wavelets {H j ,k (x)} are then defined by
H j ,k (x) = 2 j /2 H (2 j x − k)
for j = 0, 1, 2, . . . ; k = 0, 1, . . . , 2 j − 1. Notice that
FIGURE 10 Step function and its Legendre series partial sum
H j ,k (x) is non-zero only on the interval [k2− j ,
S 11 .
(k + 1)2− j ], which for large j is a tiny subinterval of [0, 1].
As k ranges between 0 and 2 j − 1, these subintervals par-
tition the interval [0, 1], and the partition becomes finer
The partial sum S N of the series in Eq. (33) is defined to
(shorter subintervals) with increasing j.
be
The Haar series for a function f is defined by

N
S N (x) = cn Pn (x). 
∞ 2
j
−1

n =0 b+ c j ,k H j ,k (x) (35)
j =0 k =0
As an example, let f(x) = 1 for 0 ≤ x ≤ 1 and f(x) = 0 1
for −1 ≤ x < 0. The Legendre series for this step function with b = 0 f(x) d x and
is [see Walker (1988)]:  1
1 ∞
(−1)k (4k + 3)(2k)! c j ,k = f (x) H j ,k (x) d x.
+ P2k +1 (x). 0
2 k =0 4k +1 (k + 1)!k!
The definitions of b and c j ,k are justified by orthogonality
In Fig. 10 we show the partial sum S11 for this series. The relations between the Haar functions (similar to the or-
graph of S11 is reminiscent of a Fourier series partial sum thogonality relations that we used above to justify Fourier
for a step function. In fact, the following theorem is true. series and Legendre series).
1 A partial sum S N for the Haar series in Eq. () is defined
Theorem 12: If −1 |f(x)|2 d x is finite, then the partial by
sums S N for the Legendre series for f satisfy 
 1 S N (x) = b + c j,k H j,k (x).
{ j,k | 2 j +k≤N }
lim |f(x) − S N (x)|2 d x = 0.
N →∞ −1
For example, let f be the function on [0, 1] defined as
Moreover, if f is Lipschitz at a point x0 , then S N (x0 ) → follows
f(x0 ) as N → ∞. 
x − 1/2 if 1/4 < x < 3/4
This theorem is proved in Walter (1994) and Jackson f(x) =
0 if x ≤ 1/4 or 3/4 ≤ x.
(1941). Further details and other examples of orthogonal
polynomial series can be found in either Davis (1975), In Fig. 11 we show the Haar series partial sum S256 for this
Jackson (1941), or Walter (1994). There are many impor- function. Notice that there is no Gibbs’ phenomenon with
tant orthogonal series—such as Hermite, Laguerre, and this partial sum. This contrasts sharply with the Fourier
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Fourier Series 179


1
Theorem 13: Suppose that 0 |f(x)| p d x is finite, for
p ≥ 1. Then the Haar series partial sums for f satisfy
 1/ p
1
lim |f(x) − S N (x)| p d x = 0.
N →∞ 0

If f is continuous on [0, 1], then S N converges uniformly


to f on [0, 1].
This theorem is reminiscent of Theorems 10 and 11
for the modified Fourier series partial sums obtained by
arithmetic means or by a regular summation kernel. The
difference here, however, is that for the Haar series no
modifications of the partial sums are needed.
One glaring defect of Haar series is that the partial
sums are discontinuous functions. This defect is remedied
by the wavelet series discovered by Meyer, Daubechies,
and others. The fundamental Haar wavelet is replaced by
some new fundamental wavelet and the set of wavelets
{ j ,k } is then defined by j ,k (x) = 2− j /2 [2 j x − k]. (The
bracket symbolism [2 j x − k] means that the value,
2 j x − k mod 1, is evaluated by . This technicality is
FIGURE 11 Haar series partial sum S 256 , which has 257 terms. needed in order to ensure periodicity of j ,k .) For exam-
ple, in Fig. 13, we show graphs of 4,1 and 6,46 for one
of the Daubechies wavelets (a Coif18 wavelet), which is
series partial sum, also using 257 terms, which we show continuously differentiable. For a complete discussion of
in Fig. 12. the definition of these wavelet functions, see Daubechies
The Haar series partial sums satisfy the following theo- (1992) or Mallat (1998).
rem [proved in Daubechies (1992) and in Meyer (1992)]. The wavelet series, generated by the fundamental
wavelet , is defined by

∞ 2
j
−1
b+ c j ,k j ,k (x) (36)
j =0 k =0
1
with b = 0 f(x) d x and
 1
c j ,k = f(x) j ,k (x) d x. (37)
0
This wavelet series has partial sums S N defined by

S N (x) = b + c j ,k j ,k (x).
{ j ,k | 2 j +k ≤N }

Notice that when is continuously differentiable, then


so is each partial sum S N . These wavelet series partial
sums satisfy the following theorem, which generalizes
Theorem 13 for Haar series, for a proof, see Daubechies
(1992) or Meyer (1992).
1
Theorem 14: Suppose that 0 |f(x)| p d x is finite, for
p ≥ 1. Then the Daubechies wavelet series partial sums
for f satisfy
 1/ p
1
FIGURE 12 Fourier series partial sum S 128 , which has 257 lim |f(x) − S N (x)| p d x = 0.
N →∞ 0
terms.
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180 Fourier Series

VII. DISCRETE FOURIER SERIES

The digital computer has revolutionized the practice of


science in the latter half of the twentieth century. The
methods of computerized Fourier series, based upon the
fast Fourier transform algorithms for digital approxima-
tion of Fourier series, have completely transformed the
application of Fourier series to scientific problems. In this
section, we shall briefly outline the main facts in the theory
of discrete Fourier series.
The Fourier series coefficients {cn } can be discretely ap-
proximated via Riemann sums for the integrals in Eq. (9).
For a (large) positive integer M, let xk = −π + 2πk /M
for k = 0, 1, 2, . . . , M − 1 and let x = 2π/M. Then the
nth Fourier coefficient cn for a function f is approximated
as follows:

1 M −1
cn ≈ f(xk ) e−i2π nxkx
2π k =0


e−inπ M −1
= f(xk )e−i2πkn/M .
FIGURE 13 Two Daubechies wavelets. M k =0
The last sum above is called the Discrete Fourier Trans-
If f is continuous on [0, 1], then S N converges uniformly form (DFT) of the finite sequence of numbers {f(xk )}.
to f on [0, 1]. That is, we define the DFT of a sequence {gk }k=0M−1
of
numbers by
Theorem 14 does not reveal the full power of wavelet
series. In almost all cases, it is possible to rearrange the 
M−1
terms in the wavelet series in any manner whatsoever and Gn = gk e−i2πkn/M . (38)
convergence will still hold. One reason for doing a rear- k=0

rangement is in order to add the terms in the series with The DFT is the set of numbers {G n }, and we see from the
coefficients of largest magnitude (thus largest energy) first discussion above that the Fourier coefficients of a function
so as to speed up convergence to the function. Here is a f can be approximated by a DFT (multiplied by the fac-
convergence theorem for such permuted series. tors e−inπ /M). For example, in Fig. 14 we show a graph
1 of approximations of the Fourier coefficients {cn }50
n=−50 of
Theorem 15: Suppose that 0 |f(x)| p d x is finite, for
the square wave f1 obtained via a DFT (using M = 1024).
p > 1. If the terms of a Daubechies wavelet series are per-
For all values, these approximate Fourier coefficients dif-
muted (in any manner whatsoever), then the partial sums
fer from the exact coefficients by no more than 10−3 . By
S N of the permuted series satisfy
taking M even larger, the error can be reduced still further.
 1/ p The two principal properties of DFTs are that they can
1
lim |f(x) − S N (x)| p d x = 0. be inverted and they preserve energy (up to a scale factor).
N →∞ 0 The inversion formula for the DFT is
If f is uniformly Lipschitz, then the partial sums S N of the 
M−1

permuted series converge uniformly to f. gk = G n ei2π kn/M . (39)


n=0
This theorem is proved in Daubechies (1992) and Meyer
And the conservation of energy property is
(1992). This type of convergence of wavelet series is
called unconditional convergence. It is known [see Mallat 
M−1 
1 M−1
(1998)] that unconditional convergence of wavelet series |gk |2 = |G n |2 . (40)
k=0
N n=0
ensures an optimality of compression of signals. For de-
tails about compression of signals and other applications Interpreting a sum of squares as energy, Eq. (40) says that,
of wavelet series, see Walker (1999) for a simple intro- up to multiplication by the factor 1/N , the energy of the
duction and Mallat (1998) for a thorough treatment. discrete signal {gk } and its DFT {G n } are the same. These
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Fourier Series 181

These calculations with DFTs are facilitated on a com-


puter using various algorithms which are all referred to
as fast Fourier transforms (FFTs). Using FFTs, the pro-
cess of computing DFTs, and hence Fourier coefficients
and Fourier series, is now practically instantaneous. This
allows for rapid, so-called real-time, calculation of the fre-
quency content of signals. One of the most widely used ap-
plications is in calculating spectrograms. A spectrogram
is calculated by dividing a signal (typically a recorded,
digitally sampled, audio signal) into a successive series of
short duration subsignals, and performing an FFT on each
subsignal. This gives a portrait of the main frequencies
present in the signal as time proceeds. For example, in
Fig. 15a we analyze discrete samples of the function
sin(2ν1 π x)e−100π (x −0.2) + [sin(2ν1 π x) + cos(2ν2 π x)]
2

× e−50π (x −0.5) + sin(2ν2 π x)e−100π (x −0.8)


2 2
(41)
where the frequencies ν1 and ν2 of the sinusoidal factors
are 128 and 256, respectively. The signal is graphed at the
bottom of Fig. 15a and the magnitudes of the values of its
FIGURE 14 Fourier coefficients for square wave, n = −50 to 50. spectrogram are graphed at the top. The more intense spec-
Successive values are connected with line segments. trogram magnitudes are shaded more darkly, while white
regions indicate magnitudes that are essentially zero. The
dark blobs in the graph of the spectrogram magnitudes
facts are proved in Briggs and Henson (1995) and Walker clearly correspond to the regions of highest energy in the
(1996). signal and are centered on the frequencies 128 and 256,
An application of inversion of DFTs is to the calculation the two frequencies used in Eq. (41).
of Fourier series partial sums. If we substitute xk = −π + As a second example, we show in Fig. 15b the spectro-
2πk /M into the Fourier series partial sum S N (x) we obtain gram magnitudes for the signal
(assuming that N < M /2 and after making a change of
e−5π [(x −0.5)/0.4] [sin(400π x 2 ) + sin(200π x 2 ) ].
10

indices m = n + N ): (42)


N This signal is a combination of two tones with sharply
S N (xk ) = cn ein(−π+2π k /M) increasing frequency of oscillations. When run through a
n =−N sound generator, it produces a sharply rising pitch. Sig-

N nals like this bear some similarity to certain bird calls, and
= cn (−1)n ei2πnk /M are also used in radar. The spectrogram magnitudes for
n =−N this signal are shown in Fig. 15b. We can see two, some-
what blurred, line segments corresponding to the factors

2N
= cm −N (−1)m −N e−i2π k N /M ei2πkm/M . 400π x and 200π x multiplying x in the two sine factors
m =0 in Eq. (42).
One important area of application of spectrograms is
Thus, if we let gm = cm −N for m = 0, 1, . . . , 2N and gm =
in speech coding. As an example, in Fig. 16 we show
0 for m = 2N + 1, . . . , M − 1, we have
spectrogram magnitudes for two audio recordings. The

M −1 spectrogram magnitudes in Fig. 16a come from a record-
S M (xk ) = e−i2π k N /M gm (−1)m −N ei2πkm/M . ing of a four-year-old girl singing the phrase “twinkle,
m =0
twinkle, little star,” and the spectrogram magnitudes in
This equation shows that S M (xk ) can be computed using a Fig. 16b come from a recording of the author of this arti-
DFT inversion (along with multiplications by exponential cle singing the same phrase. The main frequencies are seen
factors). By combining DFT approximations of Fourier to be in harmonic progression (integer multiples of a low-
coefficients with this last equation, it is also possible to ap- est, fundamental frequency) in both cases, but the young
proximate Fourier series partial sums, or arithmetic means, girl’s main frequencies are higher (higher in pitch) than
or other modified partial sums. See Briggs and Henson the adult male’s. The slightly curved ribbons of frequency
(1995) or Walker (1996) for further details. content are known as formants in linguistics. For more
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182 Fourier Series

FIGURE 15 Spectrograms of test signals. (a) Bottom graph is the signal in Eq. (41). Top graph is the spectrogram
magnitudes for this signal. (b) Signal and spectrogram magnitudes for the signal in (42). Horizontal axes are time
values (in sec); vertical axes are frequency values (in Hz). Darker pixels denote larger magnitudes, white pixels are
near zero in magnitude.

FIGURE 16 Spectrograms of audio signals. (a) Bottom graph displays data from a recording of a young girl singing
“twinkle, twinkle, little star.” Top graph displays the spectrogram magnitudes for this recording. (b) Similar graphs for
the author’s rendition of “twinkle, twinkle, little star.”
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Fourier Series 183

details on the use of spectrograms in signal analysis, see SEE ALSO THE FOLLOWING ARTICLES
Mallat (1998).
It is possible to invert spectrograms. In other words, we FUNCTIONAL ANALYSIS • GENERALIZED FUNCTIONS •
can recover the original signal by inverting the succession MEASURE AND INTEGRATION • NUMERICAL ANALYSIS •
of DFTs that make up its spectrogram. One application SIGNAL PROCESSING • WAVELETS
of this inverse procedure is to the compression of audio
signals. After discarding (setting to zero) all the values in
the spectrogram with magnitudes below a threshold value, BIBLIOGRAPHY
the inverse procedure creates an approximation to the sig-
nal which uses significantly less data than the original Briggs, W. L., and Henson, V. E. (1995). “The DFT. An Owner’s Manual,”
signal. For example, by discarding all of the spectrogram SIAM, Philadelphia.
values having magnitudes less than 1/320 times the largest Daubechies, I. (1992). “Ten Lectures on Wavelets,” SIAM, Philadelphia.
Davis, P. J. (1975). “Interpolation and Approximation,” Dover, New
magnitude spectrogram value, the young girl’s version of
York.
“twinkle, twinkle, little star” can be approximated, without Davis, P. J., and Hersh, R. (1982). “The Mathematical Experience,”
noticeable degradation of quality, using about one-eighth Houghton Mifflin, Boston.
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Krantz, S. G. (1999). “A Panorama of Harmonic Analysis,” Math. Assoc.
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the references. In particular, we did not have sufficient Walker, J. S. (1996). “Fast Fourier Transforms,” 2nd edition, CRC Press,
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