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Fourier Analysis

This document discusses Fourier series and Fourier transforms. It defines Fourier series as representing a function as an infinite sum of sines and cosines. It provides examples of using Fourier series to approximate functions over intervals and discusses properties such as orthogonality and determining Fourier coefficients. It also introduces the Fourier transform and shows how it can be used to represent functions or signals in the frequency domain.

Uploaded by

Deisy Francely
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
60 views22 pages

Fourier Analysis

This document discusses Fourier series and Fourier transforms. It defines Fourier series as representing a function as an infinite sum of sines and cosines. It provides examples of using Fourier series to approximate functions over intervals and discusses properties such as orthogonality and determining Fourier coefficients. It also introduces the Fourier transform and shows how it can be used to represent functions or signals in the frequency domain.

Uploaded by

Deisy Francely
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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[a,b] [a,b] f(x) f(x)

fn x fn x
f x

a, b

N; n
x

fn x

f x
lim f n
n

[a,b]

f(x)

fn x

N x

a, b ; n

fn x

f x

fn x
n 1

f1 x

f2 x

fn x

s n ( x)

a, b
[a,b]
fn x
n 1

s n ( x)

f1 ( x)

f 2 ( x) ...
n

f n ( x)
S x

S x

S x ,. lim s n x

[a,b]
n 1

fn x

S(x)

[a,b]

sn x

S(x)

x
n n 1 n 1

fn x

fn x

fn x

,n

N
cos nx n2 1

,2
n

p=2

1 n2

cos nx n2

1 n2

fn x

[a,b]

fn x

[a,b]

S(x)

[a,b]

S(x)

[a,b]
x

x
fn x
n 1 n 1 x

lim
x

lim f n x
x n 1

fn x

[a,b] [a,b] S(x)


b a

fn x
f n x dx
b a

[a,b]
b a

fn x
b a

f n x dx

S x dx

x dx

S(x)
d dx

fn x
[a,b]
d fn x dx

[a,b] [a,b]
S x fn x

fn x

fn x

fn x

f x T T
f(x)

f x

,x
f(x) f(x)

(1) T

T T f(x) = c
x 3 2

ln x, e , x , x , x
n (2) T f(x+2T) = f[(x+T) +T] =f(x+T) = f(x)

f x nT
T

f x
g(x)

, x
f(x) f(x) 2T, 3T, 4T, ... b,a h(x) = a f(x) + bg(x)

T
(3)

2
, cos nx, sin nx,

1, cos x, sin x, cos 2 x, sin 2 x,

2
a a1 cos x b1 sin x a 2 cos 2 x b2 sin 2 x a , a1 , a 2 , , b1b2 ,
bn , a n

(4)

a
n 1

a n cos nx bn sin nx

2 2 2
f(x) f(x)

f(x)

f(x)

f(x) f(x)

cos nx cos mxdx


(5)

,m ,m ,m ,m

n n n n

cos nx sin mxdx

sin nx sin mxdx

f(x)

f x

a
n 1

a n cos nx bn sin nx

f(x)

f(x)

bn , a n

f x dx

a
n 1

a n cos nx bn sin nx dx

f x dx

dx
n 1

an

cos nxdx bn

sin nxdx

2 a

(7)

1 2

f x dx

cosmx

a1 , a 2 ,

f x cos mxdx

a
n 1

a n cos nx bn sin nx cos mxdx

cos mxdx
n 1

an

cos nx cos mxdx bn

sin nx cos mxdx

am
1

(8)

am

f x cos mxdx , m 1,2,3,

sinmx

b1 , b2 ,

f x sin mxdx

a
n 1

a n cos nx bn sin nx sin mxdx

sin mxdx
n 1

an

cos nx sin mxdx bn

sin nx sin mxdx

bm

(9)

bm

f x sin mxdx , m 1,2,3,


m
a 1 2 1 1 f x dx f x cos nxdx f x sin nxdx n 1,2, n 1,2,

10)

an bn

f(x)
a
n 1

a n cos nx bn sin nx

f(x) f(x)

f x 2

f x,f x

k , k , x

a
an 1 1 f x cos nxdx sin nx n k sin nx n 1 k cos nxdx k cos nxdx

bn 1 k

f x sin nxdx k cos nx n

k sin nxdx

k sin nxdx

cos nx n
k cos n

cos0=1 cos (-a) = cosa


bn cos n cos n cos 2k 1 cos n n

1 cos n

2, ,
1 sin 3 x 3

n n
1 sin 5 x 5
x 2

, cos n

1, 1,

n n

f(x)
4k sin x

f(x)

2
1 3 1 5

4k

1 3

1 5

1 7

1 7

f(x) f(x)
f x a
n 1

a n cos nx bn sin nx

f(x)
f x ~a
n 1

f(x)

a n cos nx bn sin nx

f(x) f(x)

f(x)
x

f(x)

f(x) f(x)

f(x)

T=2l T=2 l

f x

a
n 1

a n cos

n 2 x bn sin x l l

f(x)
a 1 2l 1 l 1 l
l l l l l l

f x dx n xdx l n f x sin xdx l t f x cos n 1,2, n 1,2,

12)

an bn

E sin wt

ut

, E sin wt ,

l t t l

2l

2 ,l w

l t

w 2 w

E sin wtdt

E w
an

an

E sin wt cos wtdt


n

wE 2 2,3,

sin 1 n wt sin 1 n wt dt
n=1
w

an

wE 2

cos 1 n wt 1 nw
2 1 n

cos 1 n wt 1 nw
2E n 1 n 1

wE 2

cos 1 n 1 n

cos 1 n 1 n
n

n
an E 2 2 1 n n 2,4,6,
b1 E 2

bn
ut E E sin wt 2 2E 1

,n

2,3,
1 3 5

1 3

cos 2 wt

cos 4 wt

a
l l

2l
a 2l a

f(x)

f x dx
d c

f x dx
d 2l c 2l

f t 2l
d c d 2l c 2l a
l

f t
d 2l c 2l

f x dx

f x dx
x=t-2 l

f x dx

f t 2l dt
a 2l l

f t dt

d 2l c 2l

f x dx
d=a , c= -l

f x dx

f x dx

a 2l a

f x dx

l a

f x dx

l l

f x dx

a 2l l

f x dx

l l

f x dx

a 2l a

f x dx

f
T=2l f(x)
1 2l f x dx 2l 1 2l n f x cos xdx l l 1 2l n f x sin xdx l l

[0,2l]

T=2l

13)

an

, n 1,2,3,

bn

, n 1,2,3,

y=f(x) f(-x) = f(x) y=g(x) g(-x) =-g(x) f(x) (14)


l l l

x y x

f x dx

2 f x dx
g(x)

(15)

l l

f x dx
g f h(x) =f(x) g(x)

xg

f x

g x

hx

f x cos

n x l

(-l,l)

f(x)
f x sin n x l

1 l

f x dx, a n

2 l

f x cos

n xd x, bn l

f x sin

n n x, f x cos x l l 2 l
l

(-l,l)

f(x)

, an

, bn

f x sin

n xdx l

2l

f(x)

f x

a
n 1

a n cos

n x l

1 l

f x dx , a n

2 l

f x cos

n xd x, n 1,2, l 2l

f(x)

f x
n 1

f x sin

n x l

bn

2 l

f x sin

n xdx , n 1,2, l

f x 2

f x,f x
n 1

cos x,

cos x, x
8 2 f

n 1

1 2n 1 4n 1 4n 3

x x
2

cos x

cos x

f x

f x

cos

x x

cos x

f x

bn
bn cos x sin nxdx cos n 1 x n 1
n 1

a
sin n 1 xdx 1
n 1

, an

1 1

sin n 1 xdx n 1

cos n 1 x n 1

1 n 1

n 1

b1
f x 1
n 2

1 2n sin nx n 1 n 1

n=4m-2 f x f x 1
m 1

4m-2

1 1 2 4m 2 sin 4m 2 x 4m 1 4 m 3 2m 1 sin 4m 2 x 4m 1 4m 3
4

4m 3

8
m 1

8 2

m 1

1 2m 1 4m 1 4m 3

m 1

f(x)

x l
l f(x) f(x) f(x)

f(x) f(x) 2l f(x)

l
f(x)

f(x) (0,l)
F x f x f x xl f l x x , , x xl l x

F(x)
F f x F x , F x l x f x xl F x

(-l,l)

bn
a 1 l F x dx l 1 l f x dx, a n l (0,l) f 2 l
l

F
F x cos n xdx l 2 l
l

F
f x cos n xdx l (0,l) f F

f x

a
n 1

a n cos

n x l

f(x)

10

(0,l)

F x

f x f x f l x

, x , x

xl l x
(-l,l) f F(x)

f x

F x

xl

x l x

x xl

F x

an
bn 2 l
l

,a
2 l
l

F
f x sin n xdx l

F x sin

(0,l)

n xdx l f

(0,l)
f x
n 1

f,F
bn sin n x l

f
cot g 1

R Z, f x
2
2 n 1

cos x ,

n2

an

cos x cos nxdx

1 cos n 2

x cos n

x dx

cos n

xdx

cos n

xdx

sin n n n

x
0

sin n n

x
0

11

sin n n

sin n n

sin

1 n n

n 1

2 sin 2 n2

sin

cos x ~

sin

1
n 1

1 2 cos nx 2 n2

x
cot g 1
2 n 1

2 n2

2
f x a
n 1

an cos nx bn sin nx

sin nx
a
n 1

e jnx

e 2j

jnx

, cos nx
a n jnx e 2 jbn

e jnx 2
e
jnx

jnx

a n cos nx bn sin nx a
n 1

a
n 1

jbn jnx e 2

jnx

1 jnx e an 2

jbn

1 e 2

jnx

an

a , cn

an 2

jbn

,c

an
n

jbn 2

c n , n 1,2,

(16)

a
n 1

a n cos nx bn sin nx
n

c n e jnx

cn
cn 1 2 an 2 jbn 1 2 f x cos nxdx j sin nx dx 1 2 j

f
f x sin nxdx f xe
jnx

f x cos nx

dx

1 2

f x e jnx dx, c

1 2

f x dx

12

(17)

cn

1 2

f xe

jnx

dx, n

, 1, 2,

f
jn l jn x l

2l

(18)

f x
n

cn e

, cn

1 2l
1

l l

f xe

dx , n

, 1, 2,

f x

f x 2
n
2

f x
1 1 2

ex ,
cot gh

x
1

n 1

cn

1 2
1

e x e jnx dx
jn

1 2

ex 1

jn

dx

e x 1 jn 2 1 jn
n

jn e e 2 1 n2

e e jn

1 jn 1 2 n2 1

jn 1 sin h n2 1

f x ~
n

1 1 jn sinh e jnx 2 n 1

x
f 2 f
n

1 1 jn sinh e jn n2 1

e 2

cot gh

1 jn sinh n2 1 n 1 1 2 1 2 1 2 n 1 n

cot gh
n

cot gh

1
n

1 jn n2 1 1 2 1 1 n

, Vs t

t Vs t 2
RL t=0 KVL
Vs t

Vs t

10 , t
i(t)
di dt

4i

Vs t

2m 4

in t

ce

2t

Vs t

13

a bn

1 2

10dt

5 , an

10 cos 2ntdt 1
n

10 sin 2ntdt

10 1 n 1
n

Vs t Vs t
vs t

5
5

10
n 1

1 n

sin 2nt

20
m

Vsm t
m 1

Vsm t

sin 2 2m 1 t 2m 1 1 20 sin 2 2m 1 t 2m 1

Vsm
i fm t
i fm t

A sin 2 2m 1 t B cos 2 2m 1 t
2 2m 1 A cos 2 2m 1 t 2 2m 1 B sin 2 2m 1 t

2i

4i

Vsm t

4 2m 1 A cos 2 2m 1 t 4 2m 1 B sin 2 2m 1 t 4 A sin 2 2m 1 t 20 4 B cos 2 2m 1 t sin 2 2m 1 t 2m 1


5 2 2m 1 1 2m 1 5 2 1 2m 1

4 A 4 2m 1 B 4 2m 1 A 4 B

20 2m 1

A B

V
i A i 4A 5 A 5 4 i 5 4

if t

5 4
it

5
n 1

1
in t

2m 1
if t

sin 2 2m 1 t 2m 1

cos 2 2m 1 t

2l

fl t

14

2l

fl t

l
2l>2
fl t

, fl t 1 ,

l t 1 1t1
f(t)

, 1t l

f t

lim f l
l

, 1t1 ,

2l
t

fl t

fl t
f t

2l

fl t , fl t
e
t

, l t l

f t
lim f l t
l

15

2l
wn n l

fl t

fl t

a
n 1

a n cos wn t

bn sin wn t

l
sinwt ,
w wn n l

w
bn , a n fl t
l

coswt

fl t

1 2l

l l

f l v dv
1

wn

wn

1 cos wn t ln1 n 1 n l l

l l

f l v cos wn vdv sin wn t

l l

f l v sin wn vdv

l
1 l w

(1)
l l

fl t

1 2l

l l

f l v dv

1
n 1

[ cos wn t w

l l

f l v cos wn vdv

sin wn t w

f l v sin wn vdv]
l
lim f l t
l

l
f t

t (2)

f t dt

16

1 l

f(t) (3)
f t 1 cos wt f v cos wvdv sin wt f v sin wvdv dw

wn

n l

l
l

(4)

Aw

f v cos wvdv, B w

f v sin wvdv

(5)

f t

A w cos wt

B w sin wt dw
f(t)

f t

f v cos wv cos wt

sin wv sin wt dvdw

f t

f v cos wt

wv dv dw

cos(wt-wv) w

g1 w
v

w w g(w)
1 2

w w=0

g1 w

(6)

f t

1 2

f v cos wt

wv dv dw

(7)

1 2

f v sin wt

wv dv dw

sin (wt-wv)

g2 w
1 2

g2 w
j

(8)

f t

f v e jw t v dvdw

17

f(t)
1 2

(9) t

f t

f ve

jwv

dv e jwt dw

(10 )

F f

F w
F(w)

f te

jwt

dt

(11)

f t

1 2

F we

jwt

dw

f(t) g(t) b,a (12)

F af

bg
t

aF f

bF g
f(t) t

f t

.f t

,t

(13)

F f t
t

jwF f t f t

F f t

f te

jwt

dt

f te

jwt

jw

f te

jwt

dt

jwF f t

F f

jwF f

jw F f

w2 F f F f
n

(14)

jw F f

f*g

g,f

f *g t

f pgt

p dp
t

f t

p g p dp
g(t) , f(t)

(15)

F f *g

F f F g

18

F f *g

f pgt
t=p+q

pe

jwt

dpdt

f pgt

pe

jwt

dtdp
t-p=q

t
jw p q

F f *g f pe
jwp

f pgqe dp gqe
jwq

dqdp

dq

F f F g

16

f *g t

1 2

F w G w e jwt dw

t t

t t

t t dt 1
f(t)

f t

t t dt

f t

F
(2)

t t

jwt

t t dt
F t t e
jwt

(3)
F
1

e jwt e
w w 1 2 e jwt w w dw

jwt

dw

t t

1 jw t e 2

19

(4)

F e jw t

w w

w
(5) (6)
1 jw t e 2

F1 Fk
1 2 2

2 k w

F cos w t

jw t

w w

w w

(7)

F cos w t

w w

w w
a e at u t

F e at u t
(8)

e at e

jwt

u t dt

a jw

tdt
1 a

1 a
jw

jw

a jw

1 a jw

F e at u t a
b 2 a jw b2 a jw 2 a jw b2

at

sin btu t

,e

at

cos btu t

(9) (10)

Fe
Fe

at

sin btu t
cos btu t

at

vi t
vi t 5e 3t u t

vo t

KVL
4i 2
Fi

di dt
2i

5e 3t u t
F

2i

5 3t e ut 2

5 3t e ut 2 5 1 jwF i . 2 3 jw

Fi

5 1 1 . 2 3 jw 2 jw

20

Fi it

5 1 F 2 3 jw 5 2 e 3t u t

1 2 jw e 2t u t

it vo t

5 F 2

1 3 jw

1 2 jw

2di dt

5 3e 3t u t

2e 2 t u t

it 5 e 2 5 e 2

5 F 2
3t

1 3

jw 2 ut ut

1 jw d

5 2 5 e 2

e
3t

3t

ut

e d
2t

u ut

e u
t

e ut 5 ut e 2

3t

e d

5 3t e ute 2

t 0

3t

f x f x

x 2x f x 2
f x f x e
x

x
2 x 2

f x f x

x x f x 2

f x f x
f x f x
x 4
2

x
e
x

2 x2
x

f x 4

f x 4
f x 2

f x f x
f x 2

sin x f x 2
f x

,f x

1 4
1 25

1 9
1 n2

1 n2
n 1

6
2

1 4

1 9

12

vs t

iL
vs t 4 , 4 , t t , vs t vs t 2

t=0

Fe

at

sin btu t

b a jw
2

b2

21

Fe

at

cos btu t

a a jw

jw
2

b2

22

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