Fourier Series 2009

BASIC FOURIER ANALYSIS
CLASSES OF SIGNALS
POWER AND ENERGY FOR SIGNALS
DELTA FUNCTIONS
PERIODIC SIGNALS
FOURIER SERIES WITH REAL COEFFICIENTS
FOURIER SERIES WITH COMPLEX COEFFICIENTS
PARSEVAL'S THEOREM
SPECTRA
ADSP Fourier Series : 1

CLASSES OF SIGNALS
Analogue / Digital
Analogue signals are defined for all values of t in some interval.
Digital signals are defined for only some points in time, normally at
the set of points t=n∆, where ∆ is the sampling interval.

Persistent / Transient Signals
Some signals last for extended periods of time, we call these persistent,
whilst some signals only last for a short duration, we call these transient
signals.
Examples of Persistent Signals
Examples of Transient Signals

Deterministic / Random
Deterministic signals are completely predictable, e.g. there is an

underlying equation which defines the signal.
Random signals are unpredictable, in that you can not use past (or
future values) to exactly predict a data point.
On the previous slide the pictures of transient and persistent signals

and in both cases included one deterministic example and one random
example.
Below shows examples two more examples of random persistent

signals

DISCUSSION
The preceding signal descriptions contain some idealisations:

• No signal is truly persistent – it does not last forever.
• No measured signal is truly deterministic, when we measure a signal
some level of noise (randomness) is always present.
The ideas regarding signal types are models of reality.
We may consider the same signal using more than one model, for example:
Are heart sounds persistent or transient?
• Each individual beat is transient, consisting of a “lup” and a “dup”.
• Over a longer time scale, we consider many beats and choose to
model the signal as persistent.
• Over very long time scales each of us lives and dies, so the heart
sound starts and stops, so the signal is transient.
Whilst we talk of a signal “being of a particular type”, in practice we

should understand this as actually meaning “we model a signal as being of
a particular type over the time-scales of interest”.

POWER AND ENERGY OF A SIGNAL
The power dissipated across a unit resistor by a fluctuating

voltage v(t) across a unit resistor, over a period from 0 to T, is
T
1
P = ∫ v(t ) 2 dt
T 0
Similarly the energy dissipated by the resistor is

T
E = ∫ v(t ) 2 dt = P × T
0
We generalise these concepts to define the power and energy of

any signal, x(t), as
T
1
T ∫0
2
x (t ) dt (Power of a signal x(t))
T
∫
0
x(t ) 2 dt (Energy of a signal x(t))
Persistent signals normally have finite power (P) and infinite

energy (E) and so are sometimes also refered to as power-type
signals.
Transient signals normally have finite energy and a power of zero

and are sometimes refered to as energy-type signals.
When conductng the Fourier analysis of a signal we must use a

Fourier method which is appropriate for the signal type.

ENERGY-TYPE AND POWER-TYPE SIGNALS
For persistent signals, the concept of power is well-defined, but

energy is unbounded.
Specifically if x(t) is persistent then for the energy:

T
∫
0
x (t ) 2 dt → ∞ as T →∞
Whereas for the power we have:

T
1
T ∫0
x ( t ) 2
dt → P as T →∞
For transient signals, energy is well defined, but the power tends
to zero.
Specifically for a trasnient signal x(t) the energy satisfies:

T
∫
0
x (t ) 2 dt → E as T →∞
Whereas:
T
1
∫ dt → 0 T →∞
2
x ( t ) as
T 0

EXAMPLES
1) Consider the (trivial) persistent signal

x (t ) = A t>0
=0 t<0
T T
E = lim ∫ x ( t ) dt = lim ∫ A2 dt = lim A2T = ∞
2
T →∞ T →∞ T →∞
0 0
T T
1 1 A2
P = lim ∫ x ( t ) dt = lim ∫ A dt = lim [T − 0] = A2
2 2
T T →∞ 0 T →∞ T
0
T →∞ T
Showing the signal has finite power but infinite energy power.
2) Consider the transient signal

x ( t ) = Ae − at t>0
=0 t<0
T T
A2
E = lim ∫ x ( t ) dt = lim ∫ A e
2 2 −2 at
dt =
T →∞ T →∞ 2a
0 0
T T
1 1 A2
P = lim ∫ x ( t ) dt = lim ∫
2 2 −2 at
Ae dt = lim 1 − e −2 aT  = 0
T T →∞ 0 T →∞ T
0
T →∞ 2aT
Showing the signal has finite energy but zero power.

DELTA FUNCTIONS
There are two distinct forms of delta function we shall employ.
1) Dirac delta function
We denote it δ(t) and it is a function of continuous time t.
2) Kronecker delta function
We denote this δ(n) and it is a function of a discrete variable n.
The only difference in notation is the form of the argument

(potential this is confusing!) But the context should always make
it clear which function we are refering to.
The Kronecker delta is a simple sequence with useful properties,

specifically
δ (n) = 0 n≠0
=1 n=0
The Dirac delta is not so simple.

DIRAC DELTA FUNCTION
A Dirac delta function is a mathematical entity which can be

described as a perfect impulse.
Properties of a Dirac delta function, δ(t):
1) δ(-t) = δ(t) Delta functions are symmetric.

∞
2) ∫ δ ( t ) dt = 1
−∞
L2
3) ∫ x ( t ) δ ( t − a ) dt = x ( a )
L1
L1 < a < L2
There is more than one definition of a delta function, but the most
common is
Lim
δ (t ) = Rε ( t )
ε→0
Rε ( t ) = 1/ ε for − ε/2 < t < ε/2
=0 otherwise

PERIODIC SIGNALS
Periodic Signals are :
• Completely predictable (deterministic).
• Totally defined by one period of the signal.
Consider a signal xp(t) which repeats itself every Tp seconds
Formally: xp(t + Tp) = xp(t) ∀t ( ∀ means “for all”)
The fundamental frequency of such a signal is:
fp = 1 / Tp
Example - Vibration due to a car engine's valves (?)

EXAMPLES OF PERIODIC SIGNALS
Sine Wave Sine Wave

(Fundamental Frequency 1 Hz) (Fundamental Frequency 5 Hz)
Square Wave Triangular Wave

(Fundamental Frequency 1 Hz) (Fundamental Frequency 1 Hz)

EXAMPLES OF PERIODIC SIGNALS (?)
Sine Wave Sine Wave

(Fundamental Frequency 1 Hz) (Fundamental Frequency 1.25 Hz)
Sum of 2 Sine Waves Sum of 2 Sine Waves

(Frequencies 1 & 1.25 Hz) (Frequencies 1 & √2 Hz)
Repeats every 4 seconds Never repeats – not periodic

MORE EXAMPLES OF PERIODIC SIGNALS (?)
Sine Wave plus Noise Frequency Modulated Signal

(Fundamental Frequency 1 Hz) (2 Hz with a 0.2 Hz Modulation)
Noise means it does not exactly repeat Repeats itself every 5 s

itself
Modulate Noise Frequency Modulation

(Modulation Frequency .25 Hz) (√2 modulated by 0.2 Hz)
Has a periodic structure, Does not repeat itself

but does not repeat itself.

PSEUDO-PERIODIC SIGNALS
Some real world signals are nearly periodic and can be usefully
analysed as if they were exactly periodic.
Such signals are sometimes refered to as pseudo-periodic signals.
Example: Voiced Speech {/ou/ as in ‘about’}

FOURIER SERIES
A Fourier series decomposition involves splitting a periodic signal

into a sum of sinusoidal components.
Each sinusoidal component is at a frequency which an integer

multiple of the fundamental, fp , these are called the harmonic
frequencies.
A periodic signal xp(t) may be expressed as
∞
a0
xp ( t ) = + ∑{ ak cos(2πkf p t ) + bk sin(2 πkf p t ) }
2 k =1
where
Tp
2
ak =
T ∫
0
xp (t ) cos(2πkf p t ) dt
†
Tp
2
bk =
T ∫0
xp (t )sin(2 πkf p t ) dt
ak and bk are the amplitudes of the cosine and sine terms

respectively, and are real valued (see definitions).
†
The integrals must be taken over one period of the signal, but it does not matter which period is used.
Tp Tp / 2 7Tp / 4
2 2 2
ak = ∫0 xp ( t ) cos ( 2πkf p t ) dt = ∫ xp ( t ) cos ( 2πkf p t ) dt = ∫ xp ( t ) cos ( 2πkf p t ) dt
Tp Tp − Tp / 2
Tp 3Tp / 4

EXAMPLES OF FOURIER SERIES
The Square Wave:
∞
4
xp (t ) = ∑ sin(2π(2k − 1) f pt )
k =1 π(2k − 1)
i.e.
4
ak = for k odd and ak = 0 for k even. bk = 0 for all k.
πk
Triangular Wave :
∞
8
xp (t ) = ∑ cos( 2π(2k − 1) f pt )
k =1 π (2k − 1)
2 2
i.e.
8
ak = for n odd and ak = 0 for k even. bk = 0 for all k.
π2k 2

FOURIER REPRESENTATION OF A SQUARE WAVE

FOURIER REPRESENTATION OF A SQUARE WAVE (2)

TWO-SIDED VERSION OF THE REAL FOURIER SERIES
There are several equivalent way to express the Fourier series.
One form, which is not of particular importance in of itself, but

which provides a useful intermediate step is the two-sided form
(the summations extend from -∞ to ∞ rather than 1 to ∞)
Note that for k=0 then

TP TP TP
2 2 2
a0 = ∫ xp ( t ) cos ( 2π0 f pt ) dt = ∫ xp ( t ) dt b0 = ∫ xp ( t ) sin ( 2π0 f pt ) dt = 0
Tp 0
Tp 0
Tp 0
and for k=-k

TP TP
2 2
a− k = ∫ xp ( t ) cos ( −2 πkf pt ) dt = ∫ xp ( t ) cos ( 2 πkf p t ) dt = ak
Tp 0
Tp 0
TP TP
2 2
b− k = ∫ xp ( t ) sin ( −2 πkf p t ) dt = ∫ −x ( t ) sin ( 2πkf t ) dt = −b
p p k
Tp 0
Tp 0
Allowing us to write
∞
 ak bk 
xp ( t ) = ∑ 
2
cos ( 2 π kf p )
t +
2
sin ( 2 πkf pt ) 

k =−∞
alternatively:
∞
xp ( t ) = ∑ {a
k =−∞
k cos ( 2πkf pt ) + bk sin ( 2 πkf pt ) }
Tp Tp
a 1 b 1
a k = k = ∫ xp ( t ) cos ( 2 πkf pt ) dt bk = k = ∫ xp ( t ) sin ( 2 πkf pt ) dt
2 Tp 0
2 Tp 0

AMPLITUDE AND PHASE VERSION OF THE REAL FOURIER
SERIES
The simple Fourier Series :

∞
a0
xp ( t ) = + ∑{ ak cos(2πkf p t ) + bk sin(2 πkf p t ) }
2 k =1
Can be written as the summation of a single cosine (or sine) term:

c0 ∞
xp (t ) = + ∑ ck cos(2 πkf p t − φk )
2 k =1
This is a simple manipulation of the classical Fourier Series

expansion.
The ck and φk can be found by evaluating ak and bk then using the

relationships
b 
ck = ak 2 + bk 2 ; φk = tan −1  k 
 ak 
ck2/2 represents the power of the signal contained in the kth

harmonic.

THE COMPLEX FORM OF A FOURIER SERIES
The most compact (and for us the most important) form of the
representation of a periodic signal is the Complex Fourier Series.
The periodic signal may represented as the sum of complex

exponentials. (N.B. the periodic signal xp(t) is still assumed to be
real).
∞
∑
2 πi kf p t
xp ( t ) = dk e
k =−∞
Notes:
The Fourier coefficients dk are now complex.
It is a two-sided representation.
The complex coefficients are also related to the classical

Fourier coefficients:
a − ibk a + ibk
dk = k = ak − ibk and d − k = k = ak + ibk = d k *
2 2
where * denotes complex conjugation and we have used the

relationships a-k=ak and b-k=-bk.
It also follows that

| d k |2 + | d-k |2 = 2|dk|2 = (ak2 + bk2)/2 = ck2 /2
Which is the power associated with the kth harmonic.

THE ORTHOGONALITY OF THE COMPLEX EXPONENTIALS
On the interval [0,Tp] the complex exponentials are orthogonal,

i.e. the integral of the product of a complex exponential with its
complex conjugate satisfies:
Tp
2 πinf pt −2 πimf p t
∫
0
e e dt = 0 if m ≠ n
Tp
2 πinf pt −2 πimf p t
∫
0
e e dt = Tp if m = n
Remember that fp = 1/Tp
The above can be expressed succinctly as

Tp
1
dt = δ ( m − n ) 1
2 πinf p t −2 πimf p t
Tp ∫
0
e e
Using this the complex Fourier coefficients maybe evaluated

directly using this property
Tp
1 -2πikf pt
dk =
Tp ∫
0
x p (t ) e dt
1
δ(n) is the Kronecka delta function.

EXAMPLE (which we shall use later)
Consider a periodic signal, i(t), which consists of a train of equi-

spaced Dirac delta functions. The period, Tp, is ∆.
i(t)
δ(t+∆) δ(t) δ(t-∆) δ(t-n∆)
t
t=n∆
∆
Mathematically we can express this signal as:

∞
i (t ) = ∑ δ ( t − n∆ )
n =−∞
One a period of this signal, from t=-∆/2 to ∆/2, is defined by:

i (t ) = δ (t ) − ∆/2 ≤ t < ∆/2
To compute the complex Fourier series coefficient for this signal

we evaluate the integral:
Tp / 2 ∆/2
1 -2πikf pt 1
dk =
Tp ∫
- Tp / 2
i (t ) e dt = ∫ δ(t ) e -2πikt / ∆ dt
∆ - ∆/2

EXAMPLE (cont’d)
This integral we can evaluate using property 3) of the Dirac delta

function.
∆/2
1 -2πikf t 1 −2 πikf pt  1
d k = ∫ δ(t ) e p dt =  e =
 t =0 ∆
∆ - ∆/2 ∆
L2
Property 3): ∫ x ( t ) δ ( t − a ) dt = x ( a )
L1
The the above integral is this with x ( t ) = e

−2 πif pt
and a=0.
So
∞
1 ∞
i (t ) = ∑
n =−∞
δ ( t − n∆ ) = ∑ e 2 πikt / ∆
∆ k =−∞
This is a result we shall exploit later.

PARSEVAL'S THEOREM FOR FOURIER SERIES
Parseval’s theorem is a statement that no power is lost in the

transformation from the time domain to the frequency domain.
Tp ∞
1
∫ xp ( t ) dt = ∑
2 2
dk
Tp 0 k =−∞
Tp
1
∫ xp ( t ) dt : Total power of the signal in the time
2
Tp 0
domain.
∑
2
d k : Sum of the power all of the harmonic
k =−∞
components.

SPECTRA
By plotting |dk|2 against frequency a power spectrum is obtained.
By plotting Arg(dk) against frequency a 'phase spectrum' is

obtained.

DIRICHLET CONDITIONS
The partial sums of the Fourier Series will converge (in the mean
square sense) to the true signal assuming all of the following
(Dirichlet) conditions are met:
1) The signal is absolutely integrable, i.e.

Tp
1
∫ xp ( t ) dt < ∞
2
Tp 0
Example that fails: xp(t)=1/t, 0≤t<1.
2) The signal has bounded variation, i.e. there are a finite number
of maxima/minima during any period.
 2π 
Example that fails: sin   , 0≤t<1, (the frequency tends to
 t 
infinity as t tends to 0.)
3) The can only be a finite number of discontinuities within a

period.

Exercises
1) For the following signals decide if they are persistent or transient and compute their energies and
powers:
x ( t ) = e−t t≥0
a)
=0 t<0
b) x ( t ) = A sin (ωt )
x ( t ) = e −αt cos ( ωt ) t ≥ 0, α > 0

c)
=0 t<0
2) Show that the Fourier series coefficients of the square wave, one period of which is defined by:
x (t ) = A 0 < t < 0.5
= −A 0.5 < t < 1
are given by:
dk =
(1 − ( −1) ) k
πik
∞
3) Show that if x ( t ) has the Fourier series ∑
2 πikt / T p
dke then the Fourier series coefficients of its
k =−∞
d k 2πik
derivative, x ' ( t ) , are given by .
Tp
4) Prove the orthogonality of the sines and cossine functions over the interval [0,Tp], i.e. show:
TP
∫ sin ( 2πmf p t ) cos ( 2πnf p t ) dt = 0 ∀m, n

0
TP TP
Tp
∫ cos ( 2πmf p t ) cos ( 2πnf p t ) dt = 0 m ≠ n ∫ cos ( 2πmf p t ) cos ( 2πnf p t ) dt = m=n
0 0
2
TP TP
Tp
∫ sin ( 2πmf p t ) sin ( 2πnf p t ) dt = 0 m ≠ n ∫ sin ( 2πmf pt ) sin ( 2πnf p t ) dt = m=n
0 0
2
Use this to prove the basic Fourier series representation, namely given that
∞
a
xp (t ) = 0 + ∑ { ak cos(2 πkf pt ) + bk sin(2 πkf pt ) } then
2 k =1
Tp Tp
2 2
ak =
T ∫0
xp (t ) cos(2 πkf pt ) dt bk =
T ∫
0
xp (t )sin(2 πkf pt ) dt

∞
∑
2 πikf p t
5) Use the orthogonality of the complex exponentials to show that given xp (t ) = dk e then
k =−∞
Tp
1 -2πikf p t
dk =
Tp ∫
0
xp (t ) e dt .
c0 ∞
6) Show that the conventional Fourier series can be written as xp (t ) = + ∑ ck cos(2πkf pt − φk )
2 k =1
where ck = ak 2 + bk 2 and φk = tan −1 ( bk / ak ) .
7) Prove that if d n are the complex Fourier coefficients of the signal xp(t), then the Fourier
−2 πif p τ
coefficeints of xp(t-τ) are given by e dn .
q
Hence prove that if the periodic signal is delayed by an integer number of periods, τ = then the
Tp
complex Fourier coefficients are unchanged.
Tp ∞
1
∫ xp ( t ) dt = ∑
2 2
8) Prove Parseval’s theorem dk
Tp 0 k =−∞
9) Prove the Fourier series on Slide 20 is equivalent to the conventional Fourier series
representation.

Fourier Series 2009

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BASIC FOURIER ANALYSIS

POWER AND ENERGY FOR SIGNALS

FOURIER SERIES WITH REAL COEFFICIENTS

FOURIER SERIES WITH COMPLEX COEFFICIENTS

ADSP Fourier Series : 1

ADSP Fourier Series : 2

Examples of Persistent Signals

Examples of Transient Signals

ADSP Fourier Series : 3

Deterministic signals are completely predictable, e.g. there is an

On the previous slide the pictures of transient and persistent signals

Below shows examples two more examples of random persistent

ADSP Fourier Series : 4

The preceding signal descriptions contain some idealisations:

The ideas regarding signal types are models of reality.

Whilst we talk of a signal “being of a particular type”, in practice we

ADSP Fourier Series : 5

The power dissipated across a unit resistor by a fluctuating

Similarly the energy dissipated by the resistor is

We generalise these concepts to define the power and energy of

Persistent signals normally have finite power (P) and infinite

Transient signals normally have finite energy and a power of zero

When conductng the Fourier analysis of a signal we must use a

ADSP Fourier Series : 6

For persistent signals, the concept of power is well-defined, but

Specifically if x(t) is persistent then for the energy:

Whereas for the power we have:

Specifically for a trasnient signal x(t) the energy satisfies:

ADSP Fourier Series : 7

1) Consider the (trivial) persistent signal

2) Consider the transient signal

Showing the signal has finite energy but zero power.

ADSP Fourier Series : 8

There are two distinct forms of delta function we shall employ.

1) Dirac delta function

We denote it δ(t) and it is a function of continuous time t.

2) Kronecker delta function

We denote this δ(n) and it is a function of a discrete variable n.

The only difference in notation is the form of the argument

The Kronecker delta is a simple sequence with useful properties,

The Dirac delta is not so simple.

ADSP Fourier Series : 9

A Dirac delta function is a mathematical entity which can be

Properties of a Dirac delta function, δ(t):

1) δ(-t) = δ(t) Delta functions are symmetric.

ADSP Fourier Series : 10

Periodic Signals are :

• Completely predictable (deterministic).

• Totally defined by one period of the signal.

Consider a signal xp(t) which repeats itself every Tp seconds

Formally: xp(t + Tp) = xp(t) ∀t ( ∀ means “for all”)

The fundamental frequency of such a signal is:

Example - Vibration due to a car engine's valves (?)

ADSP Fourier Series : 11

Sine Wave Sine Wave

Square Wave Triangular Wave

ADSP Fourier Series : 12

Sine Wave Sine Wave

Sum of 2 Sine Waves Sum of 2 Sine Waves

Repeats every 4 seconds Never repeats – not periodic

ADSP Fourier Series : 13

Sine Wave plus Noise Frequency Modulated Signal

Noise means it does not exactly repeat Repeats itself every 5 s