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05 SSA - Fourier Series

The document provides an outline for a discussion on the importance of Fourier series. Some key points: 1) Fourier series are important for analyzing linear time-invariant systems in the frequency domain rather than the time domain. They allow transforming differential equations into algebraic equations. 2) Fourier series have applications in signal processing like filtering signals. They decompose signals into constituent frequencies. 3) Periodic signals can be represented as a sum of sines and cosines using Fourier series. The coefficients of the series reveal the frequency content of the signal. 4) Fourier transforms map time-domain signals to frequency-domain signals, providing a way to interpret the frequency content of signals. They have applications in fields like image
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0% found this document useful (0 votes)
39 views18 pages

05 SSA - Fourier Series

The document provides an outline for a discussion on the importance of Fourier series. Some key points: 1) Fourier series are important for analyzing linear time-invariant systems in the frequency domain rather than the time domain. They allow transforming differential equations into algebraic equations. 2) Fourier series have applications in signal processing like filtering signals. They decompose signals into constituent frequencies. 3) Periodic signals can be represented as a sum of sines and cosines using Fourier series. The coefficients of the series reveal the frequency content of the signal. 4) Fourier transforms map time-domain signals to frequency-domain signals, providing a way to interpret the frequency content of signals. They have applications in fields like image
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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You are on page 1/ 18

cies ra ti on

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

Then fk(t) is an eigenfunction with eigenvalue lk

If an input signal can be decomposed as x(t) = Sk akfk(t)

Then the response of an LTI system is y(t) = Sk aklkfk(t)

For an LTI system, fk(t) = est where sC, are eigenfunctions.


Why is Fourier Theory Important? (2)
• Fourier transforms map a time-domain signal into a frequency domain signal
• Simple interpretation of the frequency content of signals in the frequency domain (as opposed to time).

• 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 2Y ( j )  3Y ( j )  0
becomes
  2  j 2  3  0
and is solved for the roots w (N.B. complementary equations):

We take the inverse Fourier transform for those w.


History of Fourier/ Harmonic Series
w=1
• The idea of using trigonometric sums was used to predict
astronomical events

w=2
• Euler studied vibrating strings, ~1750, which are signals
where linear displacement was preserved with time.

• Fourier described how such a series could be applied and w=3


showed that a periodic signals can be represented as the
integrals of sinusoids that are not all harmonically related

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

x(t) = sin(t) + 0.2cos(2t) + 0.1sin(5t)

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 j0t
• For each periodic signal,
jk0t
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 jk0t
  k
a e jk ( 2 / T ) t

• Thus the Fourier series is of the form: k   k  

 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.
 jn0t
Multiplying through by e 
x(t )e  jn0t
  ak e jk0t e  jn0t
k   T is the fundamental
T  period of x(t)
 x(t )e dt    ak e
T
 jn0t j ( k  n ) 0t
dt
0 0
k  


T
 ak  e j ( k  n )0t dt
0
k  

• Using Euler’s formula for the complex exponential integral


T T T
 dt   cos(( k  n)0t )dt  j  sin(( k  n)0t )dt
j ( k  n )0 t
e
0 0 0

T T k n

j ( k  n )0 t
• It can be shown that e dt  
0
0 kn
Fourier Series Representation of a CT Periodic Signal
(2)
T
• Therefore an  1
T 0
x(t )e  jn0t 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  jn0t 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  
jk0t
  k
a e
k  
jk ( 2 / T ) t

ak  T1  x(t )e  jk0t dt  T1  x(t )e  jk ( 2 / T ) t dt


T T
Example 1: Fourier Series sin(w0t)
• The fundamental period of sin(w0t) is w0
• By inspection we can write: sin(0t )  1
2j e j0t  21j e  j0t

• So a1 = 1/2j, a-1 = -1/2j and ak = 0 otherwise


• The magnitude and angle of the Fourier coefficients are:
Example 1a: Fourier Series sin(w0t)
• The Fourier coefficients can also be explicitly evaluated
2 /  0
2 /  0
 sin(0t )dt   cos(0t ) 0
0
a0  2  11  0
0

2 /  0 2 /  0

 sin(0t )e  
0  jk0t 0
ak  2 dt  2
1
2j e j0t  21j e  j0t e  jk0t dt
0 0
2 /  0

 
0
 2
1
2j e j0t  21j e  j0t e  jk0t dt
0
2 /  0

e
0  j ( k 1)0t
 4j  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  cos20t  4 
• Again, the signal can be directly written as:
j 0 t  j 0 t j 0 t  j 0 t j ( 20t  4 )  j ( 20t  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 ) a1  (1  12 j ) a2  12 e a 2  12 e

• The Fourier series coefficients


can then be visualised as:
Example 3: Periodic Step Signal
• Consider the periodic square wave, illustrated by:

• and is defined over one period as: 1 | t | T1


x(t )  
0 T1 | t | T / 2

• Fourier coefficients: T1
 jk0 t T1
e
 jk0 t
ak  1
T dt   1
jk0T e
T1
T1 T1
2T1
a0   1dt 
1
T 2  e jk0T1  e  jk0T1 
T1
T   
k0T  2j 
 2 sin( k0T1 ) / k0T
NB: these coefficients are real
 sin( k0T1 ) / 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

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