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ES 240: Scientific and Engineering Computation.

Introduction to Fourier Series


Trigonometric Fourier Series
Outline
Introduction
Visualization
Theoretical Concepts
Qualitative Analysis
Example
Class Exercise



ES 240: Scientific and Engineering Computation. Introduction to Fourier Series
Introduction
What is Fourier Series?
Representation of a periodic function with a weighted, infinite sum of
sinusoids.
Why Fourier Series?
Any arbitrary periodic signal, can be approximated by using some of the
computed weights
These weights are generally easier to manipulate and analyze than the
original signal

ES 240: Scientific and Engineering Computation. Introduction to Fourier Series
Periodic Function
What is a periodic Function?
A function which remains unchanged when time-shifted by one period
f(t) = f(t + T
o
) for all values of t




What is T
o

T
o
T
o

ES 240: Scientific and Engineering Computation. Introduction to Fourier Series
Properties of a periodic function 1
A periodic function must be everlasting
From to
Why?







Periodic or Aperiodic?

ES 240: Scientific and Engineering Computation. Introduction to Fourier Series
Properties of a periodic function
You only need one period of the signal to generate the
entire signal
Why?
A periodic signal cam be expressed as a sum of sinusoids
of frequency F
0
= 1/T
0
and all its harmonics




ES 240: Scientific and Engineering Computation. Introduction to Fourier Series
Visualization
Can you represent this simple function
using sinusoids?
Single sinusoid
representation
ES 240: Scientific and Engineering Computation. Introduction to Fourier Series
Visualization
To obtain the exact signal, an infinite number
of sinusoids are required
) cos(
0 1
t a e
amplitude Fundamental
frequency
) 3 cos(
0 3
t a e
New amplitude 2
nd
Harmonic
) 5 cos(
0 5
t a e
amplitude 4
th
Harmonic
ES 240: Scientific and Engineering Computation. Introduction to Fourier Series
Theoretical Concepts

(
6
)

,... 3 , 2 , 1 .... ) sin( ) (
2
,... 3 , 2 , 1 .... ) cos( ) (
2
2
) sin( ) cos( ) (
0 1
1
0 1
1
0
0
0
0
0
0
0
1
0
1
0
= =
= =
=
+ + =
}
}

+
+

=
n dt t n t f
T
b
n dt t n t f
T
a
T
t n b t n a a t f
T t
t
n
T t
t
n
n
n
n
n
e
e
t
e
e e
Period
Cosine terms
Sine terms
ES 240: Scientific and Engineering Computation. Introduction to Fourier Series
Theoretical Concepts

(
6
)

|
|
.
|

\
|

=
+ =
=
+ + =

n
n
n
n n n
n
n
n
a
b
b a c
a c
t n c c t f
1
2 2
0 0
0
1
0
tan
) cos( ) (
u
u e
ES 240: Scientific and Engineering Computation. Introduction to Fourier Series
DC Offset
What is the difference between these two functions?
A
0 1 2 -1
-2
-A
A
0 1 2 -1
-2
Average
Value = 0
Average
Value ?
ES 240: Scientific and Engineering Computation. Introduction to Fourier Series
DC Offset
If the function has a DC value:


}

+

=
=
+ + =
0 1
1
) (
1
) sin( ) cos(
2
1
) (
0
0
0
1
0
1
0
T t
t
n
n
n
n
dt t f
T
a
t n b t n a a t f e e
ES 240: Scientific and Engineering Computation. Introduction to Fourier Series
Qualitative Analysis
Is it possible to have an idea of what your solution should
be before actually computing it?
For Sure
ES 240: Scientific and Engineering Computation. Introduction to Fourier Series
Properties DC Value
If the function has no DC value, then a
0
= ?
-1 1 2
-A
A
DC?
A
0 1 2 -1
-2
DC?
ES 240: Scientific and Engineering Computation. Introduction to Fourier Series
Properties Symmetry
A
A
0
/2

3/2
f(-t) = -f(t)
Even function



Odd function


0
-A
A
/2 3/2
f(-t) = f(t)
ES 240: Scientific and Engineering Computation. Introduction to Fourier Series
Properties Symmetry
Note that the integral over a period of an odd function is?
,... 3 , 2 , 1 .... ) sin( ) (
2
0 1
1
0
0
= =
}
+
n dt t n t f
T
b
T t
t
n
e
If f(t) is even:
Even
Odd X = Odd
,... 3 , 2 , 1 .... ) cos( ) (
2
0 1
1
0
0
= =
}
+
n dt t n t f
T
a
T t
t
n
e
Even
Even X = Even
ES 240: Scientific and Engineering Computation. Introduction to Fourier Series
Properties Symmetry
Note that the integral over a period of an odd function is zero.
,... 3 , 2 , 1 .... ) cos( ) (
2
0 1
1
0
0
= =
}
+
n dt t n t f
T
a
T t
t
n
e
If f(t) is odd:
Odd
Even X = Odd
,... 3 , 2 , 1 .... ) sin( ) (
2
0 1
1
0
0
= =
}
+
n dt t n t f
T
b
T t
t
n
e
Odd
Odd X = Even
ES 240: Scientific and Engineering Computation. Introduction to Fourier Series
Properties Symmetry
If the function has:
even symmetry: only the cosine and associated coefficients
exist
odd symmetry: only the sine and associated coefficients
exist
even and odd: both terms exist


ES 240: Scientific and Engineering Computation. Introduction to Fourier Series
Properties Symmetry
If the function is half-wave symmetric, then only odd
harmonics exist


Half wave symmetry: f(t-T
0
/2) = -f(t)
-1 1 2
-A
A
ES 240: Scientific and Engineering Computation. Introduction to Fourier Series
Properties Discontinuities
If the function has
Discontinuities: the coefficients will be proportional to 1/n
No discontinuities: the coefficients will be proportional to 1/n
2
Rationale:

-1 1 2
-A
A
A
0 1 2 -1
-2
Which is closer
to a sinusoid?
Which function has
discontinuities?
ES 240: Scientific and Engineering Computation. Introduction to Fourier Series
Example
Without any calculations, predict the general form of the
Fourier series of:
-1 1 2
-A
A
DC?
No, a
0
= 0;
Symmetry?
Even, b
n
= 0;
Half wave
symmetry?
Yes, only odd
harmonics
Discontinuities?
No, falls of as
1/n
2
Prediction a
n
1/n
2

for n = 1, 3, 5, ;
ES 240: Scientific and Engineering Computation. Introduction to Fourier Series
Example
Now perform the calculation
} }
= =
+ 2 /
0
0
0
0
0
0 0 1
1
) cos( ) (
4
) cos( ) (
2
T T t
t
n
dt t n t f
T
dt t n t f
T
a e e
; 2
0
= T
t
t
e = =
2
2
0
... 5 , 3 , 1 ...
8
2 2
= = n
n
A
a
n
t
( ) ) cos( 1
4
) cos( 2 2
2 2
1
0
t
t
t n
n
A
dt t n At a
n
= =
}
zero for
n even
ES 240: Scientific and Engineering Computation. Introduction to Fourier Series
Example
Now compare your calculated answer with your predicted
form
DC?
No, a
0
= 0;
Symmetry?
Even, b
n
= 0;
Half wave
symmetry?
Yes, only odd
harmonics
Discontinuities?
No, falls of as
1/n
2
ES 240: Scientific and Engineering Computation. Introduction to Fourier Series
Class exercise
Discuss the general form of the solution of the function
below and write it down
Compute the Fourier series representation of the function
With your partners, compare your calculations with your
predictions and comment on your solution

A
0 1 2 -1
-2