Department of Electrical Engineering

University of Arkansas

EE 2000 SIGNALS AND SYSTEMS

ELEG 3124 SYSTEMS AND SIGNALS
Ch. 4 Fourier Series
Dr. Jingxian Wu
wuj@uark.edu

(These slides are taken from Dr. Jingxian Wu, University of Arkansas, 2020.)
 2

OUTLINE
• Introduction

• Fourier series

• Properties of Fourier series

• Systems with periodic inputs

 3

INTRODUCTION: MOTIVATION
• Motivation of Fourier series
– Convolution is derived by decomposing the signal into the sum of
a series of delta functions
• Each delta function has its unique delay in time domain.
• Time domain decomposition

+ +
x(t ) =  x( ) (t −  )d = lim
−  →0
 x(n) (t − n)
n = −

x(t)

Illustration of integration
 4

INTRODUCTION: MOTIVATION
• Can we decompose the signal into the sum of other
functions
– Such that the calculation can be simplified?
– Yes. We can decompose periodic signal as the sum of a sequence
of complex exponential signals ➔ Fourier series.

j0t j 2f 0t f0 = 0
e =e 2
– Why complex exponential signal? (what makes complex
exponential signal so special?)
• 1. Each complex exponential signal has a unique frequency ➔
frequency decomposition
• 2. Complex exponential signals are periodic
 5

INTRODUCTION: REVIEW
• Complex exponential signal
e j 2ft = cos(2ft) + j sin( 2ft)
– Complex exponential function has a one-to-one relationship with
sinusoidal functions.
– Each sinusoidal function has a unique frequency: f
• What is frequency?
– Frequency is a measure of how fast the signal can change within a
unit time.
• Higher frequency ➔ signal changes faster

f = 0 Hz

f = 1 Hz

Department of Engineering Science f = 3 Hz

Sonoma State University
Sinusoidal at different frequencies
 6

INTRODUCTION: ORTHONORMAL SIGNAL SET

• Definition: orthogonal signal set

– A set of signals, 0 (t ), 1 (t ), 2 (t ), , are said to be orthogonal
over an interval (a, b) if
b C , l = k
a l (t )k (t )dt =  0, l  k
*

• Example:
– the signal set: k (t ) = e jk t
0
k = 0,1,2, are
orthogonal over the interval [0, T0 ] , where 2
0 =
T0
 7

OUTLINE
• Introduction

• Fourier series

• Properties of Fourier series

• Systems with periodic inputs

 8

FOURIER SERIES
• Definition:
– For any periodic signal with fundamental period T0 , it can be
decomposed as the sum of a set of complex exponential signals as
+
2
x (t ) = c e
n = −
n
jn 0t
0 =
T0

• cn , n = 0,1,2, , Fourier series coefficients

1
cn =
T0 
T0 
x (t )e − jn0t dt

• derivation of cn :
 9

FOURIER SERIES
• Fourier series
+
x (t ) = c e
n = −
n
jn 0t

– The periodic signal is decomposed into the weighted summation of

a set of orthogonal complex exponential functions.
– The frequency of the n-th complex exponential function: n 0
T0
• The periods of the n-th complex exponential function: Tn =
n

– The values of coefficients, cn , n = 0,1,2, , depend on x(t)

• Different x(t) will result in different c n
• There is a one-to-one relationship between x(t) and cn
s(t ) ➔ [, c−2 , c−1,c0 , c1 , c2 ,]

For a periodic signal, it can be either represented as s(t), or

represented as cn
 10

FOURIER SERIES
• Example x(t)

− K , − 1  t  0
x(t ) = 
 K, 0  t  1 t
-3 -2 -1 1 2

Rectangle pulses
 11

FOURIER SERIES
• Amplitude and phase
– The Fourier series coefficients are usually complex numbers
j
cn = an + jbn = cn e n
– Amplitude line spectrum: amplitude as a function of n 0
cn = an2 + bn2
– Phase line spectrum: phase as a function of n 0
bn
 n = a tan
an
 12

FOURIER SERIES: FREQUENCY DOMAIN

• Signal represented in frequency domain: line spectrum

amplitude phase
– Each c n has its own frequency n 0
– The signal is decomposed in frequency domain.
– c n is called the harmonic of signal s(t) at frequency n 0
– Each signal has many frequency components.
• The power of the harmonics at different frequencies determines
how fast the signal can change.
 13

FOURIER SERIES: FREQUENCY DOMAIN

• Example: Piano Note

piano notes

One piano note

E5
E5: 659.25 Hz
E6 B6 E6: 1318.51 Hz
E7 B6: 1975.53 Hz
E7: 2637.02 Hz

spectrum
All graphs in this page are created by using the open-source software Audacity.
 14

FOURIER SERIES
• Example
– Find the Fourier series of s(t ) = exp( j 0t )
 15

FOURIER SERIES

• Example
– Find the Fourier series of s(t ) = B + Acos(0t +  )

y(t ) = 1 + sin( 100t )

Time domain Amplitude spectrum Phase spectrum

 16

FOURIER SERIES
• Example
– Find the Fourier series of
 0, − T / 2  t  − / 2

s (t ) =  K , − / 2  t   / 2
 0,  /2t T /2
  = 1, T = 5

x(t)

 = 1, T = 10
t

K n
Time domain cn = sin c( )
T T
 = 1, T = 15
 17

FOURIER SERIES: DIRICHLET CONDITIONS

• Can any periodic signal be decomposed into Fourier
series?
– Only signals satisfy Dirichlet conditions have Fourier series
• Dirichlet conditions
– 1. x(t) is absolutely integrable within one period

T 
| x(t ) | dt  

– 2. x(t) has only a finite number of maxima and minima.

– 3. The number of discontinuities in x(t) must be finite.
 18

OUTLINE
• Introduction

• Fourier series

• Properties of Fourier series

• Systems with periodic inputs

 19

PROPERTIES: LINEARITY
• Linearity
2
– Two periodic signals with the same period T0 =
0
+ +
x (t ) =  e
n = −
n
jn 0t
y (t ) =  n
 e jn t 0

n = −
– The Fourier series of the superposition of two signals is
+
k1 x (t ) + k2 y (t ) =  1 n 2 n
( k 
n = −
+ k  ) e jn0t

– If
x(t ) =  n y(t ) = n
• then
k1x(t ) + k2 y(t ) = (k1 n + k2 n )
 20

PROPERTIES: EFFECTS OF SYMMETRY

• Symmetric signals
– A signal is even symmetry if: x(t ) = x(−t )
– A signal is odd symmetry if: x(t ) = − x(−t )
– The existence of symmetries simplifies the computation of Fourier
series coefficients.

x(t)
x(t)

t
-5 -4 -3 -2 -1 1 2 3 4 5

t
-4 -3 -2 -1 1 2 3 4
Even symmetric Odd symmetric
 21

PROPERTIES: EFFECTS OF SYMMETRY

• Fourier series of even symmetry signals
– If a signal is even symmetry, then
+
x (t ) cos(n0t )dt
2
a cos(n 0t )
T0 / 2
x (t ) =
n = −
n
an =
T0 
0

• Fourier series of odd symmetry signals

– If a signal is odd symmetry, then
+
x (t ) sin (n 0t )dt
2
x (t ) =  bn sin (n0t )
T0 / 2

n =1
bn =
T0  0
 22

PROPERTIES: EFFECTS OF SYMMETRY

• Example x(t)

 4A
 A − t, 0  t  T / 2 t
x(t ) =  T
4A
 t − 3 A, T / 2  t  T
T
Graph of x(t)
 23

PROPERTIES: SHIFT IN TIME

• Shift in time
– If x(t ) has Fourier series c n , then x(t − t0 ) has Fourier series

cne− jn0t0

if x(t ) ➔ cn , then x(t − t0 ) ➔ cne− jn0t0

– Proof:
 24

PROPERTIES: PARSEVAL’S THEOREM

• Review: power of periodic signal
1 T
P=
T 
0
| x(t ) |2 dt

• Parseval’s theorem
if x(t ) ➔  n
+
then 1 T | x(t ) |2 dt =  m
  2
| |
T 0
m = −

– Proof:

The power of signal can be computed in frequency domain!

 25

PROPERTIES: PARSEVAL’S THEOREM

• Example
– Use Parseval’s theorem find the power of x(t ) = Asin( 0t )
 26

OUTLINE
• Introduction

• Fourier series

• Properties of Fourier series

• Systems with periodic inputs

 27

PERIODIC INPUTS: COMPLEX EXPONENTIAL INPUT

• LTI system with complex exponential input

x(t ) = e jt y(t )
h(t )

y(t ) = x(t )  h(t ) = h(t )  x(t )

+
=  h( ) x(t −  )d
−
+
= exp( jt )  h( ) exp( − j )d
−

• Transfer function
+
H () =  h( ) exp( − j )d
−

– For LTI system with complex exponential input, the output is

y(t ) = H () exp( jt )
– It tells us the system response at different frequencies
 28

PERIODIC INPUT
• Example:
– For a system with impulse response h(t ) =  (t − t0 )
find the transfer function
 29

PERIODIC INPUT:
• Example
– Find the transfer function of the system shown in figure.

RL circuit
 30

PERIODIC INPUTS
• Example
– Find the transfer function of the system shown in figure

RC circuit
 31

PERIODIC INPUTS: TRANSFER FUNCTION

• Transfer function
– For system described by differential equations

n m

py
i =0
i
(i )
(t ) =  qi x ( i ) (t )
i =0

 q ( j) i
i

H () = i =0
n

 p ( j)
i =0
i
i
 32

PERIODIC INPUTS
• LTI system with periodic inputs
+
2
– Periodic inputs: x (t ) = c
n = −
n exp( jn0t ) 0 =
T

e jn0t
e jn0t H (n0 )
h(t )
+ +
linear:
c e n
jn0t

h(t )
 n H ( n 0 )
c e
n = −
jn0t

n = −

+
x(t )
h(t )
 n H ( n 0 )
c e
n = −
jn0t

For system with periodic inputs, the output is the weighted

sum of the transfer function.
 33

PERIODIC INPUTS
• Procedures:
– To find the output of LTI system with periodic input
• 1. Find the Fourier series coefficients of periodic input x(t).
1 T
 n =  x (t )e − jn0t dt 2
 = 2 f =
T 0 0 0
T
• 2. Find the transfer function of LTI system H () period of x(t)

• 3. The output of the system is

+
y (t ) =  n H (n0 )
c e jn 0t

n = −
 34

PERIODIC INPUTS
• Example
– Find the response of the system when the input is
x(t ) = 4 cos(t ) − 2 cos(2t )

RL Circuit
 35

PERIODIC INPUTS
• Example
– Find the response of the system when the input is shown in figure.

x(t)

t
-3 -2 -1 1 2

Square pulses
RC circuit
 36

PERIODIC INPUTS: GIBBS PHENOMENON

• The Gibbs Phenomenon
– Most Fourier series has infinite number of elements→ unlimited
bandwidth
+
x (t ) = n
c e jn 0t

n = −

• What if we truncate the infinite series to finite number of

elements?
+N
x N (t ) = n
c e
n=− N
jn 0t

– The truncated signal, xN (t ) , is an approximation of the

original signal x(t)
 37

PERIODIC INPUTS: GIBBS PHENOMENON

x(t)

 2K 1 +N

-3 -2 -1 1 2
t 
cn =  j n
, n odd, x N (t ) = n
c e
n=− N
jn 0t

 0, n even.

Square pulses

x3 (t ) x5 (t ) x19 (t )
 38

FOURIER SERIES
• Analogy: Optical Prism
– Each color is an Electromagnetic wave with a different frequency

Optical prism