CALEB OWEN T.

YAGONIA BSECE – 3 ECE331

FOURIER SERIES

Fourier Series
A Fourier series is an expansion of a periodic function f(x) in terms of an infinite sum of sines and
cosines. Fourier series make use of the orthogonality relationships of the sine and cosine functions. The
computation and study of Fourier series is known as harmonic analysis and is extremely useful as a way
to break up an arbitrary periodic function into a set of simple terms that can be plugged in, solved
individually, and then recombined to obtain the solution to the original problem or an approximation to
it to whatever accuracy is desired or practical. Examples of successive approximations to common
functions using Fourier series are illustrated below.

Sine and cosine waves can make other functions!

Here two different sine waves add together to make a new wave:

SQUARE WAVE
CALEB OWEN T. YAGONIA BSECE – 3 ECE331
FOURIER SERIES

Can we use sine waves to make a square wave?

Our target is this square wave:

Start with sin(x):

Then take sin(3x)/3:

And add it to make sin(x)+sin(3x)/3:

Can you see how it starts to look a little like a square wave?

Now take sin(5x)/5:

CALEB OWEN T. YAGONIA BSECE – 3 ECE331
FOURIER SERIES

Add it also, to make sin(x)+sin(3x)/3+sin(5x)/5:

Getting better! Let's add a lot more sine waves.

Using 20 sine waves we get sin(x)+sin(3x)/3+sin(5x)/5 + ... + sin(39x)/39:

Using 100 sine waves we get sin(x)+sin(3x)/3+sin(5x)/5 + ... + sin(199x)/199:

And if we could add infinite sine waves in that pattern we would have a square wave!
CALEB OWEN T. YAGONIA BSECE – 3 ECE331
FOURIER SERIES

So we can say that:

a square wave = sin(x) + sin(3x)/3 + sin(5x)/5 + ... (infinitely)

That is the idea of a Fourier series.

By adding infinite sine (and or cosine) waves we can make other functions, even if they are a bit weird.

FINDING THE COEFFICIENT (Using Trigonometric Form)

How did we know to use sin(3x)/3, sin(5x)/5, etc?

There are formulas!

First let us write down a full series of sines and cosines, with a name for all coefficients:

( ) ( )
∞ ∞
π π
f ( x )=a0 + ∑ a n cos nx +¿ ∑ bn sin nx ¿
n=1 L n=1 L

Where:

 f(x) is the function we want (such as a square wave)

 L is half of the period of the function
 a0, an and bn are coefficients that we need to calculate!

( πL ) mean?
∞
What does ∑ an cos nx
n =1

It uses Sigma Notation to mean sum up the series of values starting at n=1:

 a1 cos(1x π/L)
 a2 cos(2x π/L)
 etc

We do not (yet) know the values of a1, a2 etc.

To find the coefficients a0, an and bn we use these formulas:

L
1
a 0= ∫ f ( x ) dx
2 L −L
L
a n=
1
( )
∫ f ( x ) cos nx πL dx
L −L
L
1 π
( )
b n= ∫ f ( x ) sin nx dx
L −L L
CALEB OWEN T. YAGONIA BSECE – 3 ECE331
FOURIER SERIES

What does ∫ f ( x ) sin (nx πL ) dx mean?

−L

It is an integral, but in practice it just means to find the net area of

( πL )
f ( x ) sin nx

between −L and L.

We can often find that area just by sketching and using basic calculations, but other times we may need
to use Integration Rules.

So this is what we do:

Take our target function, multiply it by sine (or cosine) and integrate (find the area)

Do that for n=0, n=1, etc to calculate each coefficient

And after we calculate all coefficients, we put them into the series formula above.

Let us see how to do each step and then assemble the result at the end!

Example (The Square Wave)

Let:

L = π (the Period is 2π)

The square wave is from −h to +h

Now our job is to calculate a0, an and bn

a0 is the net area between −L and L, then divided by 2L. It is basically an average of f(x) in that range.

Looking at this sketch:

CALEB OWEN T. YAGONIA BSECE – 3 ECE331
FOURIER SERIES

So we know that:

a0 = 0

For a1 we know that n=1 and L=π, so:

π
a n=
1
( )
∫ f ( x ) cos 1 x ππ dx
π −π

Which simplifies to:

π
1
a n= ∫ f ( x ) cos ( x ) dx
π −π

Now, because the square wave changes abruptly at x=0 we need to break the calculation into −π to 0
and 0 to π,

From −π to 0 we know f(x) is simply equal to −h:

0
1
∫ −h cos ( x ) dx
π −π

We can move the constant −h outside the integral:

0
−h
∫ cos ( x ) dx
π −π

Let's sketch cos(x):

CALEB OWEN T. YAGONIA BSECE – 3 ECE331
FOURIER SERIES

So the net area must be 0:

0
−h
∫ cos ( x ) dx=0
π −π

The same idea applies from 0 to π,

and so we can conclude that:

a1 = 0

Now let us look at a2:

So we know that:

a2 = 0
CALEB OWEN T. YAGONIA BSECE – 3 ECE331
FOURIER SERIES

In fact we can extend this idea to every value of a and conclude that:

an= 0

So far there has been no need for any major calculations! A few sketches and a little thought have been
enough.

But now on to the sine function!

For b1 we know that n=1 and L=π, so:

π
b 1=
1
( )
∫ f ( x ) sin 1 x ππ dx
π −π

Which simplifies to:

π
1
b 1= ∫ f ( x ) sin ( x ) dx
π −π

and as before, because of the abrupt change at x=0, we need to break the calculation into −π to 0 and 0
to π,

So, just looking at the integral from −π to 0, we know f(x) = −h:

We can move the constant −h outside the integral:

0
−h
∫ sin ( x ) dx
π −π

And sin(x) looks like this:

How do we know the area is −2?

First we use Integration Rules to find the integral of sin(x) is −cos(x):

Then we calculate the definite integral between −π and 0 by calculating the value of −cos(x) for 0, and
for −π, and then subtracting:

[−cos(0)] − [−cos(−π)] = −1 − 1 = −2

So, between −π and 0 we get

CALEB OWEN T. YAGONIA BSECE – 3 ECE331
FOURIER SERIES

−h
(−2)
π
Next we look at the integral from 0 to π:
π
h
∫ sin ( x ) dx
π 0

And its integral is:

[−cos(π)] − [−cos(0)] = 1 − [−1] = 2

Now, combining both sides we get:

−h h 4h
b 1= (−2 ) + ( 2 )=
π π π
For b2 we have this integral:
π
−h
b 2= ∫ sin ( 2 x ) dx
π −π

From −π to 0 it looks like this:

And we have seen this kind of thing before, so we conclude that:

b2 = 0

For b3 we have this integral:

CALEB OWEN T. YAGONIA BSECE – 3 ECE331
FOURIER SERIES

π
−h
b 3= ∫ sin ( 3 x ) dx
π −π

From −π to 0 we get this interesting situation:

So it is like the b1 integral, but with only one-third of the area.

For 0 to π we have:

And we can conclude:

b1 4 h
b 3= =
3 3π
The pattern continues:
CALEB OWEN T. YAGONIA BSECE – 3 ECE331
FOURIER SERIES

So we can say:

And we arrive at our last step: putting the coefficients into the master formula:

( ) ( )
∞ ∞
π π
f ( x )=a0 + ∑ a n cos nx +¿ ∑ bn sin nx ¿
n=1 L n=1 L
And we know that:

 a0 = 0
 an = 0 (all of them!),
 bn = 0 when n is even
4h
 bn = when n is odd
nπ
So:
CALEB OWEN T. YAGONIA BSECE – 3 ECE331
FOURIER SERIES

In conclusion:

 Think about each coefficient, sketch the functions and see if you can find a pattern,
 put it all together into the series formula at the end.

Other Functions
Of course we can use this for many other functions!

But we must be able to work out all the coefficients, which in practice means that we work out the area
of:

 the function
 the function times sine
 the function times cosine

But as we saw above we can use tricks like breaking the function into pieces, using common sense,
geometry and calculus to help us.

Here are a few well known ones:

The Exponential Form

A more compact representation of the Fourier Series uses complex exponentials. In this case we end up
with the following synthesis and analysis equations:
CALEB OWEN T. YAGONIA BSECE – 3 ECE331
FOURIER SERIES

2π
Note that t is just time in the previous equations and ω 0 is just , where T is the period.
T
The derivation is similar to that for the Fourier cosine series given above. Note that this form is quite a
bit more compact than that of the trigonometric series; that is one of its primary appeals. Other
advantages include: a single analysis equation (versus three equations for the trigonometric form),
notation is similar to that of the Fourier Transform (to be discussed later), it is often easier to
mathematically manipulate exponentials rather sines and cosines. A principle advantage of the
trigonometric form is that it is easier to visualize sines and cosines (in part because the cn are complex
number,, and the series can be easily used if the original xT is either purely even or odd.

Summary of
General Formula (Trigonometric):

( ) ( )
∞ ∞
π π
f ( x )=a0 + ∑ a n cos nx +¿ ∑ bn sin nx ¿
n=1 L n=1 L
when the function f(x) has a period from -π to π we can use a simplified version:
∞ ∞
f ( x )=a0 + ∑ a n cos ( nx ) +¿ ∑ bn sin ( nx ) ¿
n=1 n=1

Or there is this one, where a0 is rolled into the first sum (now n=0 to ∞):
∞ ∞
f ( x )=∑ an cos ( nx ) +¿ ∑ b n sin ( nx ) ¿
n =0 n=1

General Formula (Exponential):

∞
xT ( t ) = ∑ C n e
jn ω0 t

n=−∞

Reference

https://mathworld.wolfram.com/FourierSeries.html

https://www.mathsisfun.com/calculus/fourier-series.html

https://lpsa.swarthmore.edu/Fourier/Series/DerFS.html