05 SSA - Fourier Series
05 SSA - Fourier Series
p ete n ll a bo
Com a l C o
gthen rG l ob
S tren fo
Fouries Series
Departemen Teknik Elektro Otomasi
Fakultas Vokasi
Institut Teknologi Sepuluh Nopember
2022
Outline
• Why is Fourier Series so important?
• History of Fourier Series/ Harmonic Series
• Fourier Basic Function
• Periodic Signal
• Fourier Series Representation of a CT Periodic Signal
Why is Fourier Theory Important? (1)
For a particular system, what signals fk(t) have the property that:
x(t) = fk(t) y(t) = lkfk(t)
System
• Design systems to filter out high or low frequency components. Analyse systems in frequency domain.
Invariant to
high
frequency
signals
Why is Fourier Theory Important? (3)
If F{x(t)} = X(jw) w is the frequency
Then F{x’(t)} = jwX(jw)
So solving a differential equation is transformed from a calculus operation in the time domain
into an algebraic operation in the frequency domain (see Laplace transform)
d2y dy
2 3y 0
Example dt 2
dt
2Y ( j ) j 2Y ( j ) 3Y ( j ) 0
becomes
2 j 2 3 0
and is solved for the roots w (N.B. complementary equations):
w=2
• Euler studied vibrating strings, ~1750, which are signals
where linear displacement was preserved with time.
w=4
• Now widely used to understand the structure and
frequency content of arbitrary signals
Fourier Series and Fourier Basis Functions
• The theory derived for LTI convolution, used the concept that any input signal can represented as
a linear combination of shifted impulses (for either DT or CT signals)
• We will now look at how (input) signals can be represented as a linear combination of Fourier
basis functions (LTI eigenfunctions) which are purely imaginary exponentials
• These are known as continuous-time Fourier series
• The bases are scaled and shifted sinusoidal signals, which can be represented as complex
exponentials
e jw t x(t)
Periodic Signals & Fourier Series
• A periodic signal has the property x(t) = x(t+T), T is the fundamental period, w0 = 2p/T is the
fundamental frequency. Two periodic signals include:
x(t ) cos(0t )
x(t ) e j0t
• For each periodic signal,
jk0t
the Fourier basis the set of harmonically related complex exponentials:
jk ( 2 / T ) t
k (t ) e e k 0,1,2,...
x(t ) ak e jk0t
k
a e jk ( 2 / T ) t
k = 0 is a constant
k = +/-1 are the fundamental/first harmonic components
k = +/-N are the Nth harmonic components
For a particular signal, are the values of {ak}k?
Fourier Series Representation of a CT Periodic Signal
(1)
• Given that a signal has a Fourier series representation, we have to find {ak}k.
jn0t
Multiplying through by e
x(t )e jn0t
ak e jk0t e jn0t
k T is the fundamental
T period of x(t)
x(t )e dt ak e
T
jn0t j ( k n ) 0t
dt
0 0
k
T
ak e j ( k n )0t dt
0
k
T T k n
j ( k n )0 t
• It can be shown that e dt
0
0 kn
Fourier Series Representation of a CT Periodic Signal
(2)
T
• Therefore an 1
T 0
x(t )e jn0t dt
• which allows us to determine the coefficients. Also note that this result is the same if we
integrate over any interval of length T (not just [0,T]), denoted by
an T1 x(t )e jn0t dt
T
• To summarise, if x(t) has a Fourier series representation, then the pair of equations that defines
the Fourier series of a periodic, continuous-time signal:
x(t ) ak e
k
jk0t
k
a e
k
jk ( 2 / T ) t
2 / 0 2 / 0
sin(0t )e
0 jk0t 0
ak 2 dt 2
1
2j e j0t 21j e j0t e jk0t dt
0 0
2 / 0
0
2
1
2j e j0t 21j e j0t e jk0t dt
0
2 / 0
e
0 j ( k 1)0t
4j e j ( k 1)0t dt
0
• 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
Example 2: Additive Sinusoids
• Consider the additive sinusoidal series which has a fundamental frequency w0:
x(t ) 1 sin 0t 2 cos 0t cos20t 4
• Again, the signal can be directly written as:
j 0 t j 0 t j 0 t j 0 t j ( 20t 4 ) j ( 20t 4 )
x(t ) 1 2 j ( e e
1
) (e e ) 2 (e
1
e )
j 0 t j 0 t j 4 j 2 0 t j 4
1 (1 1
2j )e (1 ) e
1
2j e e
1
2 e 1
2 e j 2 0 t
j 4 j 4
a0 1 a1 (1 12 j ) a1 (1 12 j ) a2 12 e a 2 12 e
• Fourier coefficients: T1
jk0 t T1
e
jk0 t
ak 1
T dt 1
jk0T e
T1
T1 T1
2T1
a0 1dt
1
T 2 e jk0T1 e jk0T1
T1
T
k0T 2j
2 sin( k0T1 ) / k0T
NB: these coefficients are real
sin( k0T1 ) / k
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
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
T
x(t ) dt
• 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.
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, we’ll now look at the
Fourier transform which is a complex valued function in the frequency domain
Thank You
Next Lecture :
Continuous Time Fourier Transform