The Fourier Series

Highlights:
• Approximating Periodic Functions
• Fourier Series
• Fourier Series and Frequency Spectra
• Properties of Fourier Series
• LTI System Analysis

Approximating Periodic Functions Transforms

• The Fourier series were developed by French mathematician Joseph Fourier in 1807.
• By using the Fourier series, a periodic signal satisfying certain conditions can be
expanded into an infinite sum of sine and cosine functions.
• Transforming signal from time domain into frequency domain.
• Time domain – more convenient to process, analyze, synthesize, and/or compress of
the signal.
• To build and approximate periodic functions by a (possibly infinite) sum of sinusoidal
signals.

Periodic Functions

• If x(t) = x(t + T), then x(t) is periodic with period T.

• How to approximate periodic signals with complex exponentials?

2π
• Given xk (t ) = e jkω0t are harmonic signals with period Tk = ,k ≠ 0.
k ω0
• Fourier series idea is by representing all periodic signals as a harmonic series of the
form:

∞
x(t ) = ∑ Ck e jkω0t
−∞

where the Ck are the Fourier series coefficients and k ∈ Z

• k = 0 gives the DC (zero frequency) signal.

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 • k = ±1 yields the fundamental frequency, which is also known as the first
harmonic ω0
• k ≥ 2 are harmonics.
• There are a number of different forms a Fourier series can take. They are equivalent.
Here, we will work with the Exponential form.

∞
Exponential form: x(t ) = ∑ C k e jkω0t , Ck = Ck e jθ k , and C−k = Ck* , where
−∞

1
Ck =
T0 ∫
T0
x(t )e − jkω0t dt .

Example 1: Find the Fourier series coefficients for x(t ) = cos(ω0t ) + sin(2ω0t )

Example 2: Find the Fourier series coefficients for

y (t ) = sin 2 (2ω0t ) + cos 2 ω0t =

1
(1 − cos 4ω0t ) + 2 cos ω0t
2

2
Example 3: Synthesis
jπ jπ
1 1 −4
Given ω0 = π , C0 = 2, C1 = 1, C3 = e 4
, C −3 = e , find the signal
2 2
y (t ) = ∑ C k e jkω0t
k

Fourier Series

Fourier Coefficients

• In the previous lesson, we used Euler’s formula and trigonometric identities to

determine the Fourier series coefficients in our examples. Unfortunately, not all
periodic signals are as convenient to work with as these were.
• For general periodic signals, we need a method to find the Fourier series coefficients
Ck.
• Will make use of this integral a lot (k and n are integers):
T

[ ]
T
1 1
k ≠ n:∫e j ( k − n ) ω0 t
dt = e j ( k − n ) ω0 t = e j ( k −n )ω0T − 1
0
j (k − n)ω0 0
j (k − n)ω0

2π
• As always, T =
ω0
1
, so we get
j (k − n)ω0
[ ]
e j ( k −n ) 2π − 1 = 0 , because e j ( k −n ) 2π = 1

since this is just an integer multiple of 2π.

T
k = n : ∫ (1)dt = T
0

• Thus, we see that,

T
⎧T , k = n
∫0
j ( k − n ) ω0 t
e dt = ⎨
⎩ 0, k ≠ n

which is known as the “Orthogonality of Exponentials.”

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• This figure demonstrates the orthogonality of exponentials. If we multiply x(t) = sin(t)
by y(t) = sin(2t) and integrate z(t)= x(t) y(t) from 0 to T (over one period), it is clear
that the integral of z(t) is 0 (just take the area under the curve).

x(t)
0

−1
0 1 2 3 4 5 6
1
y(t)

−1
0 1 2 3 4 5 6
1
z(t)

−1
0 1 2 3 4 5 6
t = 0 to 2π

• We will use this to determine the Fourier Series coefficients Ck as follows:

∞
1. Take x(t ) = ∑ C k e jkω0t
−∞

2. Multiply both sides of this equation by e − jnω0t

3. Integrate both sides of the equation over one period of the signal:

∫ x(t )e 0 dt = ∫
− jnω t
∑C e k
jkω0t
e − jnω0t dt
T T k = −∞

• Switching the order of the sum and integral in the second term, we get

∫ x(t )e 0 dt =
− jnω t
∑C ∫ e
k = −∞
k
jkω0t
e − jnω0t dt
T T

• Pick any period over which to integrate the periodic signal. A convenient period is [0,
T0).

T0 ∞ T0

∫ x(t )e 0 dt =
− jnω t
∑ Ck ∫ e j ( k −n)ω0t dt
k = −∞
0 0

• We get,

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 ⎧T , k = n
T0

∫e
j ( k − n ) ω0 t
dt = ⎨ 0
0 ⎩ 0, k ≠ n

• Thus,

T0

∫ x(t )e
− jnω0t
dt = C nT0
0

∞ T0

because the only term that is nonzero in the sum ∑ Ck ∫ e j ( k − n)ω0t dt is for k = n. All
k = −∞ 0

other terms are 0.

• Therefore, we can derive our Fourier Series coefficients Cn from our input periodic
signal x(t) as

T0
1
∫ x(t )e
− jnω0t
Cn = dt
T0 0

• Finally, we can write our Fourier Series Pair as:

∞
• Synthesis equation: x(t ) = ∑C e
k = −∞
k
jkω0t

T0
1
∫ x(t )e
− jkω0t
• Analysis equation: Ck = dt
T0 0
T
1 0
T0 ∫0
For k = 0, C0 = x(t )dt gives the DC value which is simply the average value

of x(t) over one period.

Example 1: Find the Fourier series coefficients for x(t ) = cos(t ) + sin(2t )

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Example 2: Find the Fourier series coefficients for y (t ) = cos(2t )

Example 3: Given a periodic square wave. Find its Fourier series coefficients.
x(t)

t
–5T1 –3T1 –T1 T1 3T1 5T1

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Fourier Series and Frequency Spectra

Plot the frequency spectrum or line spectrum of a signal. It is a graph that shows the
amplitudes and/or phases of the Fourier series coefficients Ck. The plots are called line
spectra because we indicate the values by lines.

Example 4: Calculate the Fourier series coefficients for the impulse train
∞
p(t ) = ∑ δ (t − kT ) , and plot the magnitude of its frequency spectrum (which
k = −∞
0

are simply the Fourier Series coefficients).

p(t)

t
–3Ts –2Ts –Ts 0 Ts 2Ts 3Ts

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Example 5: Calculate the Fourier series coefficients for the periodic square wave and plot
its frequency spectrum

⎧ T0
⎪ V, 0 < t < 2
x(t ) = ⎨
T
⎪− V , 0 < t < T0
⎩ 2

Notice that the spectrum for the square wave dies off as 1/k whereas for the periodic
impulse train, it remains constant. We could approximate a periodic square wave with a
finite number of Fourier series terms. However, since all harmonics are important for the
periodic impulse train, we could never build it in practice with just a finite number of
terms.

Properties of Fourier Series

Because the Fourier series

∞
x(t ) = ∑C e
k = −∞
k
jkω0t

has an infinite number of terms, we must consider if it converges. Further, we can

approximate a signal x(t) to any degree of accuracy with a truncated Fourier series.

The Fourier series will converge (under a mean square error norm) if:
1. x(t) is continuous, or
2. ∫ x(t ) dt < ∞ , (finite power), or
2

3. ∫ x(t ) dt < ∞ , (absolutely integrable over 1 period)

T

Any one of these conditions is sufficient for convergence.

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LTI System Analysis

• The analysis of stable LTI systems with periodic inputs. Represent the input with a
Fourier series. And consider the variation of the system response to frequency, i.e. the
system frequency response.
• If the input signal x(t ) = ae jkω0t to a stable LTI system, the steady-state response is
yss (t ) = H ( jkω0 )e jkω0t .

Xe s1t LTI Xe s1t H ( s1 )

ae jkω0t h(t) H ( jkω 0 )e jkω0t

• Next, if the input is a periodic input signal (expressed with its Fourier series) to a
stable LTI system, using superposition, we can write down the output as a second
Fourier series:

∞ ∞

x (t ) = ∑ Ck e jkω 0 t
LTI y (t ) = ∑ C k H ( jkω 0 )e jkω0t
−∞ −∞
h(t)

∫ h(τ )e
− jkω0τ
where H ( jkω0 ) = dτ .
−∞
• Note: y(t) is also a Fourier series with Fourier series coefficients CkH(jkω0). The book
refers to the Fourier series coefficients of x(t) as Ckx and those of y(t) as Cky. Notice
that Cky = CkxH(jkω0).

Example 1: Given an LTI system with impulse response h(t) = αe-αtu(t), α > 0. Find the
output of the system to an input x(t) = sin2(2t).

HINT: First find H ( jkω0 ) = H ( s ) s = jkω and the express x(t) as a Fourier series.
0

We will see that h(t) is a LOW PASS filter. If h(t) is used as a filter, it passes the LOW
frequencies and cuts out the HIGH frequencies. In an image, examples of low frequencies
are solid regions, while examples of high frequencies are edges.

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Example 2: Given a low pass filter in h(t) = e-tu(t) and an input signal, x1(t) = 1 + cos(t) +
cos(8t). find the output y(t).

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