F S

II.
Fourier Series
[p. 3] Fourier series definition
[p. 3] Complex exponential expansion
[p. 6] Fourier analysis equation
[p. 8] Examples
[p. 16] Fourier series properties
[p. 16] Gain

[p. 17] Derivative
[p. 18] Time delay
[p. 19] Properties summary
[p. 28] Evaluating FS coefficients using MATLAB

[p. 29] Fourier series synthesis operation
[p. 34] Gibbs phenomenon
06/09/10
2003rws/jMc-modif SuFY10 (MPF)-Textbook Sections II & III
Fourier Series
Most signals may be represented as Sinusoids with
DIFFERENT Frequencies
N
x(t) = Ak cos(2 fkt +k ) + A0

k=1
Periodic signals may be represented by
x(t ) =
j 2 kf0t
a
e
+ A0
k
k =
Real Periodic signals may be represented as
x(t ) = Ak cos(2 kf0t + k ) + A0

k =1
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Relationship between ak and Ak in

the FS expression for real signals
x (t) =
ake
j 2 k f0 t
k =
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SYNTHESIS vs. ANALYSIS

operations
x(t ) = Ak cos(2 fk t + k ) + A0
k
SYNTHESIS
Easy
Given (k,Ak,k) create
x(t)
Synthesis can be
HARD
Synthesize speech so that it
sounds good
06/09/10
ANALYSIS
Hard
Given x(t), extract
(k,Ak,k)
How many
harmonics?
Need algorithm for
computer
STRATEGY: x(t) ak
x (t ) =
ak e
j 2 k f 0 t
k =
Fourier Analysis equation

Get representation from the signal
Works for PERIODIC Signals
Fourier Series
Answer is: an INTEGRAL over one period
ak = T1
0
T0
j0k t
x(t)e
dt
[p. 48-50, textbook]

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2 f 0
6
Summary: Fourier Series

Integral
HOW to determine ak from x(t)?
T0
ak = T10 x(t)e j (2/T0 )kt dt

0
T0
a0 = T10 x(t )dt
(DC component)
Fundam ental Frequency f 0 = 1 / T0
Property: a k = ak*
06/09/10
when x(t ) is real
Example:
Compute the FS coefficients of

x(t) without integration
x1(t)=cos(2t)
x2(t)=3sin(3t+/3)
x3(t)=cos(5t)-2sin(15t)
x4(t)=cos(2t)+2
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06/09/10
Example:
x(t)
x (t ) = sin 2 (3 t )
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10
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11
Example:
x(t)
x ( t ) = sin 3 ( 3 t )
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12
06/09/10
13
Example:
x(t)
A periodic signal x(t) is described over one period [0, T0], by the equation
t , 0 t tc
x(t ) =
0, tc t T0 ,
(a) Sketch the periodic function x(t) for the specific case tc=T0/2
(b) Determine the D.C. coefficient of the Fourier Series, a0.
06/09/10
14
Example: A periodic signal is represented by the Fourier

Series formula:
x(t ) =
k =
ak e j 30 kt
1/(4 + 2 jk ) for k = 3, 2, 1, 0
ak =
0 for | k |> 3
(a) Sketch the two-sided spectrum of this signal. Label all complex
amplitudes in polar form.
(b) Determine the fundamental frequency (in Hz) and the fundamental
period (in secs.) of this signal.
06/09/10
15
Fourier Series Coefficients

Properties
Note: It is possible to relate Fourier series coefficients of related signals
without starting from scratch!
Example 1: gain property

Assume we know the FS coefficients aks for x(t)
x(t ) =
ae
k =
jk 2 f 0t
Assume we want to compute the Fourier series coefficients of

y(t)=Kx(t)
jk 2 f 0t
k
k =
y (t ) =
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be
16
Example 2: derivative property

x(t ) =
ae
k =
jk 2 f 0t

y(t)=dx(t)/dt
Question 1: How is the period (fundamental frequency) of x(t) related
to the period (fundamental frequency) of y(t)?
y (t ) =
be
jk 2 f1t
k =
Question 2: How do we compute bks ?
06/09/10
17
Example 3: time-delay property

x(t ) =
k =
ak e jk 2 f0t

y(t)=x(t-D)
Question 1: How is the period of x(t) related to the period of y(t)?
y (t ) =
be
k =
jk 2 f1t
Question 2: How do we compute bks ?
06/09/10
18
Summary
Basic FS Coefficient Properties
x(t)
y(t)
ak
bk
x(t) and y(t) with same period T
06/09/10
x(t) real
==> ak=a-k*
x(t) real + even
ak real
x(t) real + odd
ak imaginary
19
Summary
Basic FS Coefficient Properties
x(t)
y(t)
ak
bk
x(t) and y(t) with same period T
Property
Signal
Linearity
Ax(t) +By(t)
x ( t t0 )
Time-shift
Time reversal
Conjugation
Parsevals relation:
06/09/10
x ( t )
x * (t )
Coefficients
Aak +Bbk
ak e
a k
a* k
jk 0t0
2
1
2
Px = x ( t ) dt = ak
TT
k
20
Example
1
t
-1
06/09/10
21
[Reference: Oppenheim & Wilsky, Signals & Systems, Prentice Hall]

06/09/10
22
Using FS coefficients properties, match the Frequency

representation to the correct signal
06/09/10
23
More Fourier Series Coefficients

Properties
x(t ) =
T0
j 2 kf0 kt
j0kt
1
a
e
;
a
=
x
(
t
)
e
dt
k
k
T0
k =
2 f 0
FS coefficient ak may be expressed as:
ak = T10
= T10
T0
x(t )e jk0 t dt
T0
x(t )[cos(k0 t ) + j sin(k0 t )]dt
0
T0
T0
= T10 { x(t ) cos(k0 t )dt + j x(t ) sin(k0 t )dt}

0
Real part: R
06/09/10
Imaginary part: I
24
Signal odd/even properties and integration

1) Signal real and even:
2) Signal real and odd:

Signal is real & odd: FS coefficients contribution is due to sine
terms contribution only x(t) can be written in terms of sine
functions only & ak are purely imaginary
Ex: sine function
Signal is real and even: FS coefficients contribution is due to
cosine terms contribution only x(t) can be written in terms
of cosine terms only & ak are purely real
Ex: cosine function
06/09/10
25
Signal is real & has half wave symmetry x(t)=-x(t+T/2):

FS coefficients contribution is due to odd terms contribution
only ak with odd k terms only are non zero
06/09/10
26
06/09/10
27
Evaluating Fourier Series

Coefficients using MATLAB
Use the MATLAB function int.m
Y= int(S,a,b) returns the definite integral from a to b of each element of S
with respect to each element's default symbolic variable. a and b are
symbolic or double scalars.
Example: compute the first 3 harmonics of the signal
x(t)=cos(2f0t), f0=0.2Hz.
MATLAB code
syms t % defines the symbolic variable
f0=1; T=1 % defines the signal frequen
for k=0:3
a(k)=(1/T)*INT(cos(2*pi*f0*t)*exp(j*2*pi*k*t*f0),0,1);
end
>a=0, ,0,0
06/09/10
28
Fourier Series Synthesis

Operation
HOW do you APPROXIMATE x(t) based on FS
coefficients information?
ak =
T0
1
T0
x (t)e
j ( 2 / T0 ) k t
dt
Use a FINITE number of coefficients

N
j 2 k f0 t
x (t) =
ake
k= N
R ecall: a k = a k* w hen x ( t ) is real

06/09/10
29
Fourier Series Synthesis Overall

process
Question: What happens when the FS decomposition is

truncated?
06/09/10
30
Partial reconstruction using Synthesis:

use 1st & 3rd Harmonics only for the square wave
decomposition, what happens?
1 2
2
y(t) = + cos(2 (25)t 2 ) + cos(2 (75)t 2 )

2
3
06/09/10
31
Partial reconstruction using Synthesis: Repeat

using up to 7th Harmonic for the square wave decomposition
1 2
2
y ( t ) = + cos(50 t 2 ) +
sin(150 t ) + ...
2
3
2
2
sin(250 t ) +
sin(350 t )
+
5
7
06/09/10
32
Partial Fourier Synthesis & the

square wave
1 2
2
x N ( t ) = + sin( 0 t ) +
sin( 3 0 t ) +
2
3
06/09/10
33
Gibbs Phenomenon
Convergence at DISCONTINUITY of x(t)
There is always an overshoot
9% for the Square Wave case
06/09/10
34

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II.

[p. 16] Fourier series properties

[p. 16] Gain

[p. 28] Evaluating FS coefficients using MATLAB

2003rws/jMc-modif SuFY10 (MPF)-Textbook Sections II & III

x(t) = Ak cos(2 fkt +k ) + A0

Periodic signals may be represented by

Real Periodic signals may be represented as

x(t ) = Ak cos(2 kf0t + k ) + A0

2003rws/jMc-modif SuFY10 (MPF)-Textbook Sections II & III

Relationship between ak and Ak in

2003rws/jMc-modif SuFY10 (MPF)-Textbook Sections II & III

SYNTHESIS vs. ANALYSIS

2003rws/jMc-modif SuFY10 (MPF)-Textbook Sections II & III

Fourier Analysis equation

[p. 48-50, textbook]

2003rws/jMc-modif SuFY10 (MPF)-Textbook Sections II & III

Summary: Fourier Series

ak = T10 x(t)e j (2/T0 )kt dt

a0 = T10 x(t )dt

Fundam ental Frequency f 0 = 1 / T0

when x(t ) is real

2003rws/jMc-modif SuFY10 (MPF)-Textbook Sections II & III

Compute the FS coefficients of

2003rws/jMc-modif SuFY10 (MPF)-Textbook Sections II & III

2003rws/jMc-modif SuFY10 (MPF)-Textbook Sections II & III

Compute the FS coefficients of

2003rws/jMc-modif SuFY10 (MPF)-Textbook Sections II & III

2003rws/jMc-modif SuFY10 (MPF)-Textbook Sections II & III

Compute the FS coefficients of

2003rws/jMc-modif SuFY10 (MPF)-Textbook Sections II & III

2003rws/jMc-modif SuFY10 (MPF)-Textbook Sections II & III

Compute the FS coefficients of

2003rws/jMc-modif SuFY10 (MPF)-Textbook Sections II & III

Example: A periodic signal is represented by the Fourier

2003rws/jMc-modif SuFY10 (MPF)-Textbook Sections II & III

Fourier Series Coefficients

Example 1: gain property

Assume we want to compute the Fourier series coefficients of

2003rws/jMc-modif SuFY10 (MPF)-Textbook Sections II & III

Example 2: derivative property

Assume we want to compute the Fourier series coefficients of

2003rws/jMc-modif SuFY10 (MPF)-Textbook Sections II & III

Example 3: time-delay property

Assume we want to compute the Fourier series coefficients of

Question 2: How do we compute bks ?

2003rws/jMc-modif SuFY10 (MPF)-Textbook Sections II & III

x(t) and y(t) with same period T

x(t) real + even

x(t) real + odd

2003rws/jMc-modif SuFY10 (MPF)-Textbook Sections II & III

x(t) and y(t) with same period T

2003rws/jMc-modif SuFY10 (MPF)-Textbook Sections II & III

2003rws/jMc-modif SuFY10 (MPF)-Textbook Sections II & III

[Reference: Oppenheim & Wilsky, Signals & Systems, Prentice Hall]

2003rws/jMc-modif SuFY10 (MPF)-Textbook Sections II & III

Using FS coefficients properties, match the Frequency

2003rws/jMc-modif SuFY10 (MPF)-Textbook Sections II & III

More Fourier Series Coefficients

FS coefficient ak may be expressed as:

x(t )[cos(k0 t ) + j sin(k0 t )]dt

= T10 { x(t ) cos(k0 t )dt + j x(t ) sin(k0 t )dt}

2003rws/jMc-modif SuFY10 (MPF)-Textbook Sections II & III