Fourier Series
Fourier Series
Fourier Series
4.1. Introduction
In this section we will study periodic signals in terms of their frequency
content. Remind that a signal f (t ) is said to be periodic if
f (t + T ) = f (t ) (4.1)
f (t + nT ) = f (t ) (4.2)
f (t + 2T ) = f ((t + T ) + T ) = f (t + T ) = f (t ) .
f (t − T ) = f (t' ) = f (t' +T ) = f (t )
holds.
The smallest positive number T for which (4.1) holds is called a period.
Let us consider the well known sinusoidal function
Asin (ω0t + φ )
sinα = sin (α + 2π )
then
2π
T= . (4.3)
ω0
Observe that any T, such that f 1 (t + T ) = f 1 (t ) for all t, can be expressed in the
form T = n1T1 where n1 is an integer. Likewise any T, such that f 2 (t + T ) = f 2 (t )
for all t, can be expressed in the form T = n 2T2 , where n2 is an integer. Hence,
the condition under which the functions f 1 (t ) and f 2 (t ) have a common period
is
n1T1 = n2T2 .
T1 n2
=
T2 n1
g (t ) = h( f (t ))
117
is periodic because
g (t + T ) = h( f (t + T ) ) = h( f (t ) ) = g (t ) .
Example 4.1
f1 (t ) = 5cos(ω0t + 60°)
f 2 (t ) = 10sin 3ω0t .
2π 2π
T1 = , T2 = .
ω0 3ω0
Consequently, we obtain
T1
=3
T2
thus, the ratio T1 T 2 is a rational number. Therefore, the two signals have a
common period given by
2π
T = T1 = 3T2 = .
ω0
g1 (t ) = 5cos(ω0t + 45°)
g 2 (t ) = 10sin 3 ω0t .
2π 2π
T1 = , T2 =
ω0 3 ω0
T1
= 3
T2
is an irrational number. Hence, the signals do not have any common period.
Example 4.2
f (t ) = cost
g (t ) = cost .
T1
It is a periodic function with period T2 = = π (see Fig.4.1)
2
(a) f(t)
0 π 2π t
g(t)
(b)
0 π 2π t
2π
where ω0 = . Expression on the right hand side of (4.4) is called the
T
trigonometric Fourier series. The sum is called Fourier series and its terms are
called the harmonics. The n-th harmonic is the term
We label
c n = a n2 + bn2 (4.5)
an − bn
cos θ n = sin θ n = (4.6)
an2 + bn2 an2 + bn2
obtaining
Thus, the n-th harmonic is a sinusoidal function with the amplitude c n , the phase
θ n and the angular frequency nω0 .
The first harmonic
120
The constant term a 0 is the 0-th harmonic. Hence, an equivalent form of the
Fourier series
with c0 = a0 follows.
The plot of c n as a function of n is called the amplitude spectrum and the plot
of θ n as a function of n is called the phase spectrum of the signal f (t ) . Together
they are called the frequency spectra.
Example 4.3
c0 = 2
w1 (t ) = 1.5cos (ω0t + 30°)
w3 (t ) = cos (3ω0t − 45°)
w5 (t ) = 0.5cos 5ω0t
rad
where ω0 = 1000π .
s
Figure 4.2 shows these harmonics and illustrates how the signal f (t ) is built up
from its harmonics.
(a) c0
t
121
(b) w1(t)
(c) w3(t)
w5(t)
(d)
(e)
f (t)
T T ∞⎛ T T
⎞
∫ f (t ) dt = a0dt +
∫ ∑ ∫
⎜
⎜
n =1 ⎝
an cos nω0t dt + bn sin nω0t dt ⎟ .
∫ ⎟
(4.9)
0 0 0 0 ⎠
∫ cos nω t dt .
0
0
2π
Tn =
nω0
whereas
2π
T= .
ω0
Hence, T = nTn holds. Since integral of cos nω0t over its period Tn is zero
Tn
∫ cos nω t dt = 0
0
0
then
T Tn
∫
0
∫
cos nω0t dt = n cos nω0t dt = 0 .
0
(4.10)
Similarly, we have
∫ sin nω t dt = 0 .
0
0 (4.11)
123
∫ f (t ) dt = a0dt = a0T
∫
0 0
or
T
∫ f (t ) dt .
1
a0 = (4.12)
T 0
Formula (4.12) can be modified by adding an arbitrary value t0 to the lower and
upper limit of integration
t 0 +T
∫ f (t ) dt .
1
a0 = (4.13)
T t0
Equation (4.13) shows that a0 is the average value of f (t ) over the period.
To compute am we multiply both sides of the Fourier series (4.9) by
cos mω0t and then integrate from 0 to T obtaining
T T
As explained above, the first term on the right hand side of (4.14) is zero. To
rearrange the other terms we use the following formulas:
T
∫ sin nω tcos mω t dt = 0
0
0 0 (4.15)
T ⎧⎪ 0 if m≠n
∫0
cos nω0tcos mω0t dt = ⎨ 1
⎪⎩ 2
T if m=n
. (4.16)
Hence, we have
T T
f (t )cos mω0t dt = am cos 2 mω0t dt =
1
∫
0
∫
0
2
amT
124
or
T t0 +T
T t 0 +T
Example 4.4
Let us consider the periodic signal with period T=2 having the waveform shown
in Fig.4.3
f (t)
0 1 2 t
-1
Fig. 4.3. Signal f (t ) for Example 4.4
1 ⎛⎜ ⎞ 1
1 2
a0 = 2dt − dt ⎟ = .
∫ ∫
2 ⎜⎝ 0 1
⎟ 2
⎠
2⎛ ⎞
1 2 1 2
2 1
am = ⎜ 2cos mω0t dt − cos mω0t dt ⎟ =
∫ ∫ sin mω0t − sin mω0t .
2 ⎜⎝ 0 1
⎟ mω0
⎠ 0 mω0 1
2π
Since ω0 = = π we obtain
T
am = 0 m = 1, 2 , .
2 ⎛⎜ ⎞
1 2 1 2
bm = ∫ 2sin mω0tdt − sin mω0t dt ⎟ = 2 sin mπt dt − sin mπt dt =
∫ ∫ ∫
2 ⎜⎝ 0 1
⎟
⎠ 0 1
−2 1 2
= cos mπt +
1
cos mπt =
1
(− 2cos mπ + 2 + cos2mπ − cos mπ ) =
mπ 0 mπ 1 mπ
=
3
(1 − cos mπ ) .
mπ
Hence, it follows
⎧
⎪ 0 if m is even
⎪
bm = ⎨ m = 1, 2 , .
⎪ 6 if m is odd
⎪ mπ
⎩
6 2 6 6
b1 = , b2 = 0, b3 = , b4 = 0, b5 = , b6 = 0, b7 = ,
π π 5π 7π
f (t ) =
1 6 2 6 6
+ sinω0t + sin 3ω0t + sin 5ω0t + sin 7ω0t + .
2 π π 5π 7π
126
Since
cn = an2 + bn2 = bn
an bn
cosθ n = =0 sinθ n = − = −1
an2 + bn2 an2 + bn2
π
then θ n = − for n odd.
2
The amplitude and phase spectra of the signal are shown in Fig.4.4
(a )
cn
6
2 .0
π
1 .5
1 .0
2
0 .5 π 6 6
5π 7π
0 1 2 3 4 5 6 7 n
(b)
θn
0 1 2 3 4 5 6 7 n
π
−
2
f (− t ) = f (t ) .
Note that if a function is even, its graph is symmetric in the vertical axis (see
Fig.4.5).
f (t)
T 0 T t
−
2 2
Fig. 4.5. An even function
f (− t ) = − f (t ) .
Note that if a function is odd, its graph is symmetric in the origin (see Fig.4.6)
f (t)
T 0 T t
−
2 2
⎛ T⎞
f (t ) = − f ⎜ t + ⎟ .
⎝ 2⎠
f (t)
0 T T t
2
Even functions
t0 t0
∫ f (t )dt = 2 ∫ f (t )dt
−t0 0
holds.
This equation implies
T T
2 2
∫ f (t ) dt = T ∫ f (t ) dt .
1 2
a0 = (4.19)
T T 0
−
2
If a function is even, then its Fourier series does not contain the terms
129
bnsin nω0t n = 1, 2,
∫ f (t ) cos mω t dt = T ∫ f (t ) cos mω t dt .
2 2
am = 0 0
T t0 T
−
2
Consequently, we have
T T
2 2
2 f (t ) cos mω0t dt = ∫ f (t )cos mω t dt
2 4
am =
T 0∫ T 0
0 m = 1, 2 , . (4.20)
Summarizing, we state that the Fourier series of an even periodic signal contains
only a0 and cosine terms.
Odd functions
t0
∫ f (t )dt = 0
−t0
T
2
∫ f (t )sin mω t dt .
4
bm = 0 (4.21)
T 0
Thus, the Fourier series of an odd periodic signal contains only sine terms.
In the case of odd half-wave symmetry the constant term a0 and all even
⎛ T⎞
harmonics cannot exist because they violate the condition f (t ) = − f ⎜ t + ⎟ , i.e.
⎝ 2⎠
a0 = 0 am = bm = 0 for m even .
T
2
∫ f (t )cos mω t dt
4
am = 0 (4.22)
T 0
T
2
∫ f (t )sin mω t dt .
4
bm = 0 (4.23)
T 0
The above formulas can be derived using the following relationships for m odd:
⎛ T⎞ ⎛ T⎞
f ⎜ t + ⎟ cos mω0 ⎜ t + ⎟ = − f (t ) cos(mω0t + mπ ) = f (t ) cos mω0t
⎝ 2 ⎠ ⎝ 2⎠
⎛ T⎞ ⎛ T⎞
f ⎜ t + ⎟ sin mω0 ⎜ t + ⎟ = − f (t ) sin (mω0t + mπ ) = f (t ) sin mω0t .
⎝ 2⎠ ⎝ 2⎠
Using these expressions we can reduce the interval of integration twice and
obtain formulas (4.22) and (4.23).
131
and substitute:
cos nω0t =
2
e (
1 jnω 0 t
+ e − jnω 0 t )
sin nω0t =
2j
e (
1 jnω 0 t
− e − jnω 0 t . )
As a result, we obtain
∑ ⎜⎜⎝ 2 (e ) ( )⎞⎟⎟ =
∞
⎛ an
f (t ) = a0 + jnω 0 t bn jnω 0 t
+ e − jnω 0 t + e − e − jnω 0 t
n =1 2j ⎠
∞
(4.25)
⎛ an − jbn jnω 0 t an + jbn − jnω 0 t ⎞
= a0 + ∑
n =1
⎜
⎝ 2
e +
2
e ⎟.
⎠
Let
c~0 = a0 (4.26)
c~n = (a n − jbn )
1
(4.27)
2
then we have
c~− n = (a − n − jb− n ) .
1
2
Hence, we conclude that c~n and c~− n form a pair of complex conjugate numbers.
Inserting (4.26), (4.27) and (4.28) into (4.25) yields
∞ ∞
f (t ) = ~
c0 + ∑ c~ e
n =1
n
jnω 0 t
+ ∑ c~
n =1
− ne
− jnω 0 t
. (4.29)
The third term on the right hand side of (4.29) can be rearranged as follows
∞ −∞
∑
n =1
c~− n e − jnω 0 t = ∑ ~c e
n = −1
n
jnω 0 t
. (4.30)
∞
f (t ) = ∑ ~c e
n = −∞
n
jnω 0 t
(4.31)
t0 +T
∫ f (t )cos nω t dt
2
an = 0
T t0
t0 +T
∫ f (t )sin nω t dt .
2
bn = 0
T t0
Hence, it follows
1 2 ⎛⎜ ⎞
t0 +T t0 +T
∫ f (t )(cos nω t − jsin nω t ) dt .
1
= 0 0
T t0
133
t 0 +T
∫ f (t ) e
1 − jnω 0 t
c~n = dt n = 1, 2, . (4.32)
T t0
T
Usually we set t0 = − or t0 = 0 , then c~n is
2
T
2 T
∫ f (t ) e ∫ f (t ) e
1 − jn ω 0 t 1 − jnω 0 t
c~n = dt = dt n = 1, 2, . (4.33)
T T
T 0
−
2
The coefficients c~n are generally complex and can be expressed in the polar form
∫ f (t ) dt = a
1
c~0 = 0 . (4.35)
T t0
Since
−1 bn
a − jbn 1 2 − jtan
c~n = n = an + bn2 e an
2 2
then, using (4.5) and (4.6), we can express c~n in terms of cn and θ n
1
c~n = cn e jθ n . (4.36)
2
Assuming an arbitrary integer n = n̂ in the exponential Fourier series, we prove
that the sum of two terms corresponding to n = n̂ and n = − n̂ gives the n-th
harmonic:
134
⎛1 ⎞
= 2Re⎜ cn̂ e j(n̂ω 0 t +θn̂ ) ⎟ = cn̂ cos (n̂ω0t + θ n̂ ) .
⎝2 ⎠
To derive the above relation, equations (4.28) and (4.36) have been applied.
Example 4.5
f (t ) = Asin ω0t
1
for 0≤t ≤T
2
2π
where ω0 = . For this function we find the coefficients c~n .
T
f(t)
0 T 2T t
1
c~n = an (4.37)
2
T
2
∫ f (t )cos nω t dt
4
an = 0 n = 1, 2 , .
T 0
135
Hence, we have
T
2
4A 1
an =
T 0∫sin ω0tcos nω0t dt
2
n = 1, 2,
sinαcosβ =
1
(sin(α − β ) + sin(α + β ) )
2
finding
⎛T ⎞
2 A ⎜⎜ ⎛ ⎟
2
1 1 ⎞ ⎟
an =
T ⎜0⎝ ∫ ⎜ sin( ω0 − nω0 )t + sin( ω0 + nω0 )t ⎟ dt =
2 2 ⎠ ⎟
⎜ ⎟
⎝ ⎠
T
⎡ ⎤2
2A ⎢ −1 ⎛ 1 ⎞ 1 ⎛ 1 ⎞ ⎥
= ⎢1 cos ⎜ ω0 − nω0 ⎟ t − cos ⎜ ω0 + nω0 ⎟ t ⎥ =
T ⎢ ω − nω ⎝2 ⎠ 1
ω 0 + nω 0 ⎝2 ⎠ ⎥
⎣2 ⎦0
0 0
2
⎡ ⎛1 ⎞ T ⎛1 ⎞ T ⎤
⎢ cos ⎜ − n ⎟ω0 cos ⎜ + n ⎟ω0 ⎥
− 2A ⎝2 ⎠ 2 − 1 ⎝2 ⎠ 2 − 1
= ⎢ + ⎥.
T ⎢ ⎛1 ⎞ 1
ω0 − nω0 ⎛ 1 ⎞ 1
ω0 + nω0 ⎥
⎢ ⎜⎝ 2 − n ⎟⎠ω0 ⎜ + n ⎟ω0
⎝ ⎠ ⎥
⎣ 2 2 2 ⎦
T
Since ω0 = π and ω0T = 2π , then
2
⎛ ⎛1 ⎞ ⎛1 ⎞ ⎞
⎜ cos ⎜ − n ⎟π cos ⎜ + n ⎟π ⎟
− 2A ⎜ ⎝ 2 ⎠ 1 ⎝ 2 ⎠ 1 ⎟
an = − + − =
2π ⎜ 1 1 1 1 ⎟
⎜ − n − n + n + n ⎟
⎝ 2 2 2 2 ⎠
⎛ ⎛ π⎞ ⎛ π⎞ ⎞
⎜ cos ⎜ nπ − ⎟ cos ⎜ nπ + ⎟ ⎟
=
A⎜ ⎝ 2⎠
−
1
− ⎝ 2⎠
+
1 ⎟
.
π⎜ −
1
−
1
+
1
+
1⎟
⎜ n n n n ⎟
⎝ 2 2 2 2⎠
136
~ 1 2A
c1 = a1 = −
2 3π
1 2A
c~2 = a2 = −
2 15π
1 2A
c~3 = a3 = −
2 35π
………………… .
T
1
T T cos ω0t
f (t ) dt =
1 A 1 A 2A
c~0 = a0 =
T ∫
0
T 0 ∫
sin ω0t dt = −
2 T 1ω
2 =
π
.
0
2 0
Example 4.6
0 T T t
2
-1
∫ f (t ) e
1 − jnω 0 t
c~n = dt
T 0
where
137
T
⎧1 for 0<t <
f (t ) = ⎨ 2
⎩− 1 for T
<t <T
2
2π
and ω 0 = . Hence, we have
T
T
2 T
1 − jnω 0 t 1 − jnω 0 t
c~n =
T 0
e ∫ dt −
TT
e ∫ dt =
2
T
T
1⎛ 1 ⎞ − jnω 0 t 2 1 ⎛ 1 ⎞ − jnω 0 t
= ⎜⎜ − ⎟⎟ e − ⎜⎜ − ⎟e .
T ⎝ jnω0 ⎠ T ⎝ jnω0 ⎟⎠ T
0
2
c~n =
j
2πn
(
2e − jnπ − 1 − e − jn 2π , ) n = ±1, ± 2, . (4.38)
Note that the signal f (t ) is odd and has odd half-wave symmetry property;
hence, c~0 = a 0 = 0 as well as a n = 0 and for every n bn = 0 for an even n.
Consequently c~n = 0 for an even n. Taking into account the above statements
and relationships (4.38) and (4.28) we obtain:
π π
2 2 −j 2 2 j
c~1 = − j = e 2 c~−1 = c~1∗ = j = e 2
π π π π
π π
2 2 −j2 2 2 j2
c~3 = − j = e c3∗ = j
c~− 3 = ~ = e
3π 3π 3π 3π
π π
2 2 −j2 2 2 j2
c~5 = − j = e c5∗ = j
c~− 5 = ~ = e
5π 5π 5π 5π
…………………… …………………… .
138
2⎛ ⎞
f (t ) = j ⎜
1 1 1 1
+ e − j5ω 0 t + e − j3ω 0 t + e − jω 0 t − e jω 0 t − e j3ω 0 t − e j5ω 0 t − ⎟.
π⎝ 5 3 3 5 ⎠
The amplitude and phase spectra are indicated in Figs.4.10 and 4.11
~
c n
2 2
π π 2
2
π
5π
-5 -4 -3 -2 -1 0 1 2 3 4 5 n
-5 -4 -3 -2 -1 0 1 2 3 4 5 n
π
−
2
Fig. 4.11. Phase spectrum of the signal for Example 4.6
Since c~− n = c~n , the amplitude spectrum is symmetric in the vertical axis.
Similarly, since φ− n = −φn , the phase spectrum is symmetric in the origin.
∫ f (t )
0
dt < ∞ .
1
2
[ ( ) ( )]
f t i+ + f t i−
T T T
∫ f (t ) e ∫ f (t ) e ∫ f (t ) dt < ∞ .
1 − jnω 0 t 1 − jnω 0 t 1
c~n = dt ≤ dt =
T 0
T 0
T 0
3 -T T T T 3 t
− T − T
2 2 2 2
Fig. 4.12. Function that violates the first Dirichlet condition
⎛ 2π ⎞
1
f (t ) = e t −1sin ⎜ ⎟ 0 ≤ t <1
⎝1− t ⎠
f (t)
0 1 2 t
f (t)
T
0 T t
−
2 2
Fig. 4.14. Function that violates the third Dirichlet condition
f (t)
c
b
a
0 t1
T 2T t
Fig. 4.15. Signal with discontinuity points
The signal shown in Fig.4.15 has two points of discontinuity at t1 and T over the
period. Setting t = t1 into the Fourier series of this signal we obtain
1
(a + c ) .
2
1
b.
2
T T 0 T T t
− −
2 4 4 2
Fig. 4.16. Rectangular pulse train signal
142
T
At t = ± the points of discontinuity occur. Figure 4.17 shows the partial sums
4
s N (t ) of this signal for N = 7 , N = 11 , N = 15 and N = 25 . Note that the partial
sums exhibit ripples and oscillations. Furthermore, the peak value of these ripples
(a) s7(t)
0 t
T T T T
− −
2 4 4 2
(b) s11(t)
0 t
T T T T
− −
2 4 4 2
143
(c) s15(t)
0 t
T T T T
− −
2 4 4 2
(d) s25(t)
0 t
T T T T
− −
2 4 4 2
Fig. 4.17. An illustration of the Gibbs phenomenon