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The Complex Form 23.6
Introduction
In this Section we show how a Fourier series can be expressed more concisely if we introduce the
complex number i where i2 = −1. By utilising the Euler relation:
e iθ ≡ cos θ + i sin θ
we can replace the trigonometric functions by complex exponential functions. By also combining the
Fourier coefficients an and bn into a complex coefficient cn through
1
cn = (an − ibn )
2
we find that, for a given periodic signal, both sets of constants can be found in one operation.
We also obtain Parseval’s theorem which has important applications in electrical engineering.
The complex formulation of a Fourier series is an important precursor of the Fourier transform which
attempts to Fourier analyse non-periodic functions.
' $
• know how to obtain a Fourier series
• be competent working with the complex
Prerequisites numbers
Before starting this Section you should . . . • be familiar with the relation between the
exponential function and the trigonometric
functions
&
%
• express a periodic function in terms of its
Learning Outcomes Fourier series in complex form
On completion you should be able to . . . • understand Parseval’s theorem
HELM (2008): 53
Section 23.6: The Complex Form
1. Complex exponential form of a Fourier series
So far we have discussed the trigonometric form of a Fourier series i.e. we have represented functions
of period T in the terms of sinusoids, and possibly a constant term, using
∞
a0 X 2nπt 2nπt
f (t) = + an cos + bn sin .
2 n=1
T T
If we use the angular frequency
2π
ω0 =
T
we obtain the more concise form
∞
a0 X
f (t) = + (an cos nω0 t + bn sin nω0 t).
2 n=1
We have seen that the Fourier coefficients are calculated using the following integrals:
Z T
2 2
an = f (t) cos nω0 t dt n = 0, 1, 2, . . . (1)
T − T2
Z T
2 2
bn = f (t) sin nω0 t dt n = 1, 2, . . . (2)
T − T2
An alternative, more concise form, of a Fourier series is available using complex quantities. This
form is quite widely used by engineers, for example in Circuit Theory and Control Theory, and leads
naturally into the Fourier Transform which is the subject of 24.
2. Revision of the exponential form of a complex number
Recall that a complex number in Cartesian form which is written as
z = a + ib,
where a and b are real numbers and i2 = −1, can be written in polar form as
z = r(cos θ + i sin θ)
√
where r = |z| = a2 + b2 and θ, the argument or phase of z, is such that
a = r cos θ b = r sin θ.
A more concise version of the polar form of z can be obtained by defining a complex exponential
quantity e iθ by Euler’s relation
e iθ ≡ cos θ + i sin θ
The polar angle θ is normally expressed in radians. Replacing i by − i we obtain the alternative
form
e− iθ ≡ cos θ − i sin θ
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Task
Write down in cos θ±i sin θ form and also in Cartesian form (a) e iπ/6 (b) e− iπ/6 .
Use Euler’s relation:
Your solution
Answer
We have, by definition,
π π √3 1 π π √
3 1
(a) e iπ/6 = cos + i sin = + i (b) e− iπ/6 = cos − i sin = − i
6 6 2 2 6 6 2 2
Task π π
Write down (a) cos (b) sin in terms of e iπ/6 and e− iπ/6 .
6 6
Your solution
Answer
We have, adding the two results from the previous task
π π 1
− iπ/6
iπ/6
e iπ/6 + e− iπ/6
e +e = 2 cos or cos =
6 6 2
Similarly, subtracting the two results,
π π 1
e iπ/6 − e− iπ/6 = 2 i sin e iπ/6 − e− iπ/6
or sin =
6 6 2i
(Don’t forget the factor i in this latter case.)
Clearly, similar calculations could be carried out for any angle θ. The general results are summarised
in the following Key Point.
HELM (2008): 55
Section 23.6: The Complex Form
Key Point 8
Euler’s Relations
eiθ ≡ cos θ + i sin θ, e−iθ ≡ cos θ − i sin θ
1 iθ 1
e + e− iθ e iθ − e− iθ
cos θ ≡ sin θ ≡
2 2i
Using these results we can redraft an expression of the form
an cos nθ + bn sin nθ
in terms of complex exponentials.
(This expression, with θ = ω0 t, is of course the nth harmonic of a trigonometric Fourier series.)
Task
Using the results from the Key Point 8 (with nθ instead of θ) rewrite
an cos nθ + bn sin nθ
in complex exponential form.
First substitute for cos nθ and sin nθ with exponential expressions using Key Point 8:
Your solution
Answer
We have
an inθ bn
e + e− inθ e inθ − e− inθ
an cos nθ = bn sin nθ =
2 2i
so
an inθ bn
e + e− inθ + e inθ − e− inθ
an cos nθ + bn sin nθ =
2 2i
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1
Now collect the terms in e inθ and in e− inθ and use the fact that = −i:
i
Your solution
Answer
We get
1 bn inθ 1 bn − inθ
an + e + an − e
2 i 2 i
1 i 1 1
or, since = 2 =−i (an − ibn )e inθ + (an + ibn )e− inθ .
i i 2 2
Now write this expression in more concise form by defining
1 1
cn = (an − ibn ) which has complex conjugate c∗n = (an + ibn ).
2 2
Write the concise complex exponential expression for an cos nθ + bn sin nθ:
Your solution
Answer
an cos nθ + bn sin nθ = cn e inθ + c∗n e− inθ
Clearly, we can now rewrite the trigonometric Fourier series
∞ ∞
a0 X a0 X
cn e inω0 t + c∗n e− inω0 t
+ (an cos nω0 t + bn sin nω0 t) as + (3)
2 n=1
2 n=1
A neater, and particularly concise, form of this expression can be obtained as follows:
a0
Firstly write = c0 (which is consistent with the general definition of cn since b0 = 0).
2
The second term in the summation
X ∞
c∗n e− inω0 t = c∗1 e− iω0 t + c∗2 e−2 iω0 t + . . .
n=1
can be written, if we define c−n = c∗n = 12 (an + ibn ), as
−∞
X
− iω0 t −2 iω0 t −3 iω0 t
c−1 e + c−2 e + c−3 e + ... = cn e inω0 t
n=−1
∞
X −∞
X ∞
X
Hence (3) can be written c0 + cn e inω0 t + cn e inω0 t or in the very concise form cn e inω0 t .
n=1 n=−1 n=−∞
HELM (2008): 57
Section 23.6: The Complex Form
The complex Fourier coefficients cn can be readily obtained as follows using (1) and (2) for an , bn .
Firstly
Z T
a0 1 2
c0 = = f (t) dt (4)
2 T − T2
For n = 1, 2, 3, . . . we have
Z T Z T
1 1 2 1 2
cn = (an − ibn ) = f (t)(cos nω0 t − i sin nω0 t) dt i.e. cn = f (t)e− inω0 t dt (5)
2 T − T2 T − T2
Also for n = 1, 2, 3, . . . we have
Z T
1 1 2
c−n = c∗n = (an + ibn ) = f (t)e inω0 t dt
2 T − T2
This last expression is equivalent to stating that for n = −1, −2, −3, . . .
Z T
1 2
cn = f (t)e− inω0 t dt (6)
T − T2
The three equations (4), (5), (6) can thus all be contained in the one expression
Z T
1 2
cn = f (t)e− inω0 t dt for n = 0, ±1, ±2, ±3, . . .
T − T2
The results of this discussion are summarised in the following Key Point.
Key Point 9
Fourier Series in Complex Form
A function f (t) of period T has a complex Fourier series
∞ Z T
X 1 2
f (t) = cn e inω0 t
where cn = f (t)e− inω0 t dt
n=−∞
T −2 T
For the special case T = 2π, so that ω0 = 1, these formulae become particularly simple:
∞ Z π
X 1
f (t) = cn e int
cn = f (t)e− int dt.
n=−∞
2π −π
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3. Properties of the complex Fourier coefficients
Using properties of the trigonometric Fourier coefficients an , bn we can readily deduce the following
results for the cn coefficients:
a0
1. c0 = is always real.
2
2. Suppose the periodic function f (t) is even so that all bn are zero. Then, since in the complex
form the bn arise as the imaginary part of cn , it follows that for f (t) even the coefficients cn
(n = ±1, ±2, . . .) are wholly real.
Task
If f (t) is odd, what can you deduce about the Fourier coefficients cn ?
Your solution
Answer
Since, for an odd periodic function the Fourier coefficients an (which constitute the real part of cn )
are zero, then in this case the complex coefficients cn are wholly imaginary.
3. Since
Z T
1 2
cn = f (t)e− inω0 t dt
T − T2
then if f (t) is even, cn will be real, and we have two possible methods for evaluating cn :
T T
(a) Evaluate the integral above as it stands i.e. over the full range − , . Note
2 2
carefully that the second term in the integrand is neither an even nor an odd function so
the integrand itself is
( even function) × ( neither even nor odd function) = neither even nor odd function.
2 T /2
Z
Thus we cannot write cn = f (t)e− inω0 t dt
T 0
(b) Put e− inω0 t = cos nω0 t − i sin nω0 t so
f (t)e− inω0 t = f (t) cos nω0 t − if (t) sin nω0 t = ( even)( even) − i( even)( odd)
= ( even) − i( odd).
Z T
2 2 an
Hence cn = f (t) cos nω0 t dt = .
T 0 2
T
4. If f (t + ) = −f (t) then of course only odd harmonic coefficients cn (n = ±1, ±3, ±5, . . .)
2
will arise in the complex Fourier series just as with trigonometric series.
HELM (2008): 59
Section 23.6: The Complex Form
Example 4
Find the complex Fourier series of the saw-tooth wave shown in Figure 24:
f (t)
−T T 2T t
Figure 24
Solution
We have
At
f (t) = 0<t<T f (t + T ) = f (t)
T
2π
The period is T in this case so ω0 = .
T
Looking at the graph of f (t) we can say immediately
(a) the Fourier series will contain a constant term c0
A
(b) if we imagine shifting the horizontal axis up to the signal can be written
2
A
f (t) = + g(t), where g(t) is an odd function with complex Fourier coefficients that
2
are purely imaginary.
A
Hence we expect the required complex Fourier series of f (t) to contain a constant term and
2
complex exponential terms with purely imaginary coefficients. We have, from the general theory,
and using 0 < t < T as the basic period for integrating,
1 T At − inω0 t A T − inω0 t
Z Z
cn = e dt = 2 te dt
T 0 T T 0
We can evaluate the integral using parts:
T T Z T
te− inω0 t
Z
− inω0 t 1
te dt = + e− inω0 t dt
0 (− inω0 )
0 inω0 0
T
T e inω0 T
1 − inω0 t
= − e
(− inω0 ) ( inω0 )2 0
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Solution (contd.)
2π
But ω0 = so
T
e− inω0 T = e− in2π = cos 2nπ − i sin 2nπ
= 1−0 i=1
Hence the integral becomes
T 1
e− inω0 T − 1
− 2
− inω0 ( inω0 )
Hence
A T iA
cn = 2 = n = ±1, ±2, . . .
T − inω0 2πn
Note that
iA − iA
c−n = = = c∗n as it must
2π(−n) 2πn
Z T
1 At A
Also c0 = dt = as expected.
T 0 T 2
Hence the required complex Fourier series is
∞
A iA X e inω0 t
f (t) = +
2 2π n=−∞ n
n6=0
which could be written, showing only the constant and the first two harmonics, as
e− i2ω0 t e i2ω0 t
A − iω0 t iω0 t
f (t) = ... − i − ie + π + ie + i + ... .
2π 2 2
The corresponding trigonometric Fourier series for the function can be readily obtained from this
complex series by combining the terms in ±n, n = 1, 2, 3, . . .
For example this first harmonic is
A A
− ie− iω0 t + ie iω0 t =
{− i(cos ω0 t − i sin ω0 t) + i(cos ω0 t + i sin ω0 t)}
2π 2π
A A
= (−2 sin ω0 t) = − sin ω0 t
2π π
Performing similar calculations on the other harmonics we obtain the trigonometric form of the
Fourier series
∞
A A X sin nω0 t
f (t) = − .
2 π n=1 n
HELM (2008): 61
Section 23.6: The Complex Form
Task
Find the complex Fourier series of the periodic function:
f (t) = et −π <t<π
f (t + 2π) = f (t)
f (t)
−π π 3π t
Firstly write down an integral expression for the Fourier coefficients cn :
Your solution
Answer
We have, since T = 2π, so ω0 = 1
Z π
1
cn = et e− int dt
2π −π
Now combine the real exponential and the complex exponential as one term and carry out the
integration:
Your solution
Answer
We have
π π
1 e(1− in)t
Z
1 1 1
(1− in)t
e(1− in)π − e−(1− in)π
cn = e dt = =
2π −π 2π (1 − in) −π 2π (1 − in)
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Now simplify this as far as possible and write out the Fourier series:
Your solution
Answer
e(1− in)π = eπ e− inπ = eπ (cos nπ − i sin nπ) = eπ cos nπ
e−(1− in)π = e−π e inπ = e−π cos nπ
1 1 sinh π (1 + in)
Hence cn = (eπ − e−π ) cos nπ = cos nπ
2π (1 − in) π (1 + n2 )
Note that the coefficients cn n = ±1, ±2, . . . have both real and imaginary parts in this case as the
function being expanded is neither even nor odd.
sinh π (1 − in) sinh π (1 − in)
Also c−n = 2
cos(−nπ) = cos nπ = c∗n as required.
π (1 + (−n) ) π (1 + n2 )
sinh π
This includes the constant term c0 = . Hence the required Fourier series is
π
∞
sinh π X (1 + in) int
f (t) = (−1)n e since cos nπ = (−1)n .
π n=−∞ (1 + n2 )
HELM (2008): 63
Section 23.6: The Complex Form
4. Parseval’s theorem
This is essentially a mathematical theorem but has, as we shall see, an important engineering in-
terpretation particularly in electrical engineering. Parseval’s theorem states that if f (t) is a periodic
function with period T and if cn (n = 0, ±1, ±2, . . .) denote the complex Fourier coefficients of f (t),
then
Z T ∞
1 2
2
X
f (t) dt = |cn |2 .
T −2 T
n=−∞
In words the theorem states that the mean square value of the signal f (t) over one period equals the
sum of the squared magnitudes of all the complex Fourier coefficients.
Proof of Parseval’s theorem.
Assume f (t) has a complex Fourier series of the usual form:
∞
X
inω0 t 2π
f (t) = cn e ω0 =
n=−∞
T
where
Z T
1 2
cn = f (t)e− inω0 t dt
T − T2
Then
X X
f 2 (t) = f (t)f (t) = f (t) cn e inω0 t = cn f (t)e inω0 t
Hence
Z T Z T
1 2
2 1 2 X
f (t) dt = cn f (t)e inω0 t dt
T − T2 T − T2
Z T
1X 2
= cn f (t)e inω0 t dt
T − T2
X
= cn c∗n
∞
X
= |cn |2
n=−∞
which completes the proof.
Parseval’s theorem can also be written in terms of the Fourier coefficients an , bn of the trigonometric
Fourier series. Recall that
a0 an − ibn an + ibn
c0 = cn = n = 1, 2, 3, . . . cn = n = −1, −2, −3, . . .
2 2 2
so
2a2n + b2n
|cn | = n = ±1, ±2, ±3, . . .
4
so
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∞ ∞
X
2 a20 X a2n + b2n
|cn | = +2
n=−∞
4 n=1
4
and hence Parseval’s theorem becomes
Z T ∞
1 2
2 a20 1 X 2
f (t)dt = + (a + b2n ) (7)
T − T2 4 2 n=1 n
The engineering interpretation of this theorem is as follows. Suppose f (t) denotes an electrical signal
(current or voltage), then from elementary circuit theory f 2 (t) is the instantaneous power (in a 1
ohm resistor) so that
Z T
1 2
f 2 (t) dt
T − T2
is the energy dissipated in the resistor during one period.
Now a sinusoid wave of the form
A cos ωt ( or A sin ωt)
A2 A2
has a mean square value so a purely sinusoidal signal would dissipate a power in a 1 ohm
2 2
resistor. Hence Parseval’s theorem in the form (7) states that the average power dissipated over 1
period equals the sum of the powers of the constant (or d.c.) components and of all the sinusoidal
(or alternating) components.
Task
The triangular signal shown below has trigonometric Fourier series
∞
π 4 X cos nt
f (t) = − .
2 π n=1 n2
( odd n)
[This was deduced in the Task in Section 23.3, page 39.]
f (t)
π
−π π t
∞
X 1 π4
Use Parseval’s theorem to show that = .
n=1
n4 96
(n odd)
HELM (2008): 65
Section 23.6: The Complex Form
First, identify a0 , an and bn for this situation and write down the definition of f (t) for this case:
Your solution
Answer
a0 π
We have =
2 2
4
− 2
n = 1, 3, 5, . . .
an = nπ
0 n = 2, 4, 6, . . .
bn = 0 n = 1, 2, 3, 4, . . .
Also
f (t) = |t| −π <t<π
f (t + 2π) = f (t)
Now evaluate the integral on the left hand side of Parseval’s theorem and hence complete the problem:
Your solution
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Answer
We have f 2 (t) = t2 so
Z T Z π π
1 2
2 1 2 1 t3 π2
f (t) dt = t dt = =
T − T2 2π −π 2π 3 −π 3
The right-hand side of Parseval’s theorem is
∞ ∞
a20 X 2 π 2 1 X 16
+ an = +
4 n=1
4 2 n=1 n4 π 2
(n odd)
Hence
∞ ∞ ∞
π2 π2 8 X 1 8 X 1 π2 X 1 π4
= + 2 ∴ = ∴ = .
3 4 π n=1 n4 π 2 n=1 n4 12 n=1
n4 96
(n odd) (n odd) (n odd)
Exercises
Obtain the complex Fourier series for each of the following functions of period 2π.
1. f (t) = t −π ≤t≤π
2. f (t) = t 0 ≤ t ≤ 2π
3. f (t) = et −π ≤t≤π
Answers
X (−1)n
1. i eint (sum from −∞ to ∞ excluding n = 0).
n
X1
2. π + i eint (sum from −∞ to ∞ excluding n = 0).
n
sinh π X (1 + in) int
3. (−1)n e (sum from −∞ to ∞).
π (1 + n2 )
HELM (2008): 67
Section 23.6: The Complex Form