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Jean Baptiste Joseph Fourier

French mathematician and
discovered greenhouse
studied heat transfer
Theorie Analytique de la
Chaleur (1822)
known for Fourier Series,
Fourier Transform.


1. Signal Processing. It may be the best application of Fourier analysis.
2. Approximation Theory. We use Fourier series to write a function as a
trigonometric polynomial.
3. Control Theory. The Fourier series of functions in the differential
equation often gives some prediction about the behavior of the solution of

differential equation. They are useful to find out the dynamics of the
4. Partial Differential equation. We use it to solve higher order partial
differential equations by the method of separation of variables.


Signals can be functions of time or space. For processing signals it is
advantageous to represent them in in frequency domain. Several operations
such as filtering out unnecessary frequencies can be performed efficiently in the
frequency domain. Generally low frequency components represents the overall
shape of the signal and high frequency components are caused due to noise or
presence of edges in an image. To remove noise, high frequency components are
reduced. To sharpen an image, high frequency components are emphasized.
Thus it is easier to carry many operations in the frequency domain.

From time domain to frequency domain

Fourier discovered that any periodic signal can be represented as combination of sinusoids
of different amplitudes, frequencies and phases. Any periodic signal s(t) with period T0
(thus having fundamental frequency f0 = 1 T0 can be represented as follows

A phase shifted sine wave can be expressed in terms of sine and cosine

functions due to the following identity.

Thus we can express s(t) as sum of sines and cosines of different amplitudes
and frequencies. Equation 1 becomes

which is also written as

If the function has non zero value for f(0), it indicates the presence of cosine components.
a0 represents the average value of the function over a time period. This is because the
average value of sines and cosines over a time period is zero.Using the identities


and letting An denote


, Equation 2 can be
represented by means of a single complex exponential.

which can be written as

The above formula is known as fourier decomposition of s(t) into complex exponentials.
This decomposition is a way of transforming the signal from the time domain to frequency
domain. In the next section we will see how a signal and its decomposition into fourier
series can be viewed in the vector space model.


Figure 1. A series R-C circuit.

In Figure 1, there is a source voltage, Vs, in series with a resistor R, and
a capacitor C. We are interested in finding the voltage across the capacitor,
which we label as the output voltage. Side note: this simple circuit can be
used as a low pass filter: high frequency noise can be elminated.

The source voltage Vs(t) will be a periodic square wave shown in Figure
1. The Fourier Series coefficients for this function have already been
found on the complex coefficients page.

Electric circuits like that of

Figure 1 are easily solved
in the source voltage is
sinusoidal (sine or cosine
function). When this
happens, the capacitor
has an impedance that is
easily calculable. The
impedance is analogous
to resistance: it is the
ratio of the voltage across
the capacitor to the
current that flows through it. For capacitors and inductors, the
impedance is a complex number (meaning the voltage and current are
out of phase), that depends on the frequency of the sinusoidal source
voltage. If the source voltage has frequency f, then the impedance of the
capacitor (Zc) is:

The output voltage can be easily found with some application of Ohm's
Law (V=I*Z):

From equation [2], we see that the output voltage can be easily calculated
when the source voltage Vs is sinusoidal.

The question now is: how can we calculate the output voltage, Vo(t), when
the input is not a sinusoidal function, but rather any periodic function f(t)?
If you don't think the answer has something to do with Fourier Series, you
probably need to work on your reading comprehension skills. It just so
happens that we know that any periodic function IS the sum of sinusoidal
functions. And we know how to solve the circuit of Figure 1 for any
sinusoidal input. Finally, electric circuits are simple linear systems: this
means that if an input voltage V1 produces an output X1, and an input
voltage V2 produces an output X2, then when the input V1+V2 is applied,
the output is X1+X2.
The facts in the proceeding paragraph mean that with Fourier Series, the
solution is very simple. We rewrite the square wave in terms of a sum of
sinusoidal functions, calculate the output via each one, and then sum up
the solutions for each sinusoidal component.
To do this, let's choose a random component of the Fourier Series, say the
nth component, corresponding to coefficient cn. This is the coefficient
that multiplies the complex exponential, with frequency given by f=n/T:

Using equation [3] in equation [2], the output voltage for just this
sinusoid (or complex exponential, they are basically the same), is:

In equation [4], note that the frequency f has been substituted with n/T,
because that is the frequency of the corresponding complex exponential
that the cn multiplies. The cn values were already calculated on the square
wave page.
Since the electric circuit is linear, the total output voltage is given by the
sum of all the components of the waveform:

When n=0, then f=0, so the output voltage is easily found from equation
[2]. In this case, the output and input are equivalent, so that constant (nonvarying) term passes directly to the output.
The output or solution voltage for R=1 Ohm, C=0.1 Farads, T=1s, is given
in Figure 3:

The beautiful thing

about Fourier Series is
that this method
periodic function, no
complicated. Once the
coefficients are found,
the output can be
quickly calculated. It
doesn't matter that the
solution comes out to
be an infinite sum -

this is still very enlightening. From a pure math perspective, you can
observe how the infinite sum varies with n, and get an idea of its frequency
response via that analysis. From an engineering perspective, infinite sums
can be easily calculated and coded up, so that the solution can be found
This is the power of the Fourier Series. Many, many problems in
engineering and physics can be solved analytically for the case of a pure
sinusoid input function. By using Fourier Series, the solution for all
periodic functions can be quickly found. Hence, Fourier Series is a very
useful tool.