Lecture VIII: Fourier Series: Maxim Raginsky

Lecture VIII: Fourier series
Maxim Raginsky
BME 171: Signals and Systems
Duke University
September 19, 2008
Maxim Raginsky Lecture VIII: Fourier series
This lecture
Plan for the lecture:
1
Review of vectors and vector spaces
2
Vector space of continuous-time signals
3
Vector space of T-periodic signals
4
Complete orthonormal systems of functions
5
Trigonometric Fourier series
6
Complex exponential Fourier series
Review: vectors
Recall vectors in n-space R
n
. Each such vector u can be uniquely
represented as a linear combination of n unit vectors e
1
, . . . , e
n
:
u =
1
e
1
+
2
e
2
+ . . . +
n
e
n
,
where
1
, . . . ,
n
are real numbers (coecients). These can be
computed using the scalar (or dot) product as follows:
k
= u e
k
, k = 1, . . . , n
Note that the vectors e
1
, . . . , e
n
are:
normalized e
k
e
k
= 1 for all k
orthogonal e
k
e
m
= 0 for k = m
e
1
e
2
u
v
x
y
6.5 3
3
5
0
Example: u, v in R
2
u = 3e
1
+ 5e
2
v = 6.5e
1
+ 3e
2
Vector spaces
By denition, vectors are objects that can be added together and
multiplied by scalars:
if u =
n
k=1

k
e
k
and v =
n
k=1

k
e
k
, then we can form their sum
u +v =
n
k=1
(
k
+
k
)e
k
if u =
n
k=1

k
e
k
and is a scalar, then we can form the vector
u =
n
k=1
k
e
k
More generally, a collection of objects that can be added and/or
multiplied by scalars is called a vector space.
Signal spaces
We have already seen one example of a vector space the space of
continuous-time signals. We can easily verify:
we can form the sum of any two signals x
1
(t) and x
2
(t) to get
another signal
x(t) = x
1
(t) + x
2
(t)
we can multiply any signal x(t) by a constant c to get another signal
z(t) = cx(t)
Unlike the n-space R
n
, the vector space of all continuous-time signals is
huge. In fact, it is innite-dimensional.
The space of periodic signals
Let us consider all T-periodic signals. Any such signal x(t) satises
x(t + T) = x(t) for all t
for some given T > 0.
It is easy to see that T-periodic signals form a vector space:
if x
1
(t) and x
2
(t) are T-periodic, then
x
1
(t + T) + x
2
(t + T) = x
1
(t) + x
2
(t),
so their sum is T-periodic
if x(t) is T-periodic, then
cx(t + T) = cx(t),
so any scaled version of x(t) is also T-periodic
If we impose even more conditions on our T-periodic signals (the
so-called Dirichlet conditions, which hold for all signals encountered in
practice), then we can represent signals as innite linear combinations of
orthogonal and normalized (orthonormal) vectors.
Complete orthonormal sets of functions
First of all, we can dene a scalar (or dot) product of two T-periodic
signals x
1
(t) and x
2
(t) as
x
1
, x
2
=
_
T
0
x
1
(t)x
2
(t)dt
(note that we can integrate over any whole period, not necessarily from
t = 0 to t = T).
Then we can take any sequence of T-periodic functions (signals)
0
(t),
1
(t),
2
(t), . . . that are
1
normalized:
k
,
k
=
_
T
0
2
k
(t)dt = 1
2
orthogonal:
k
,
m
=
_
T
0
k
(t)
m
(t)dt = 0 if k = m
3
complete: if a signal x(t) is such that
x,
k
=
_
T
0
x(t)
k
(t)dt = 0 for all k, then x(t) 0
Fourier series
Let {
k
(t)}
k=1
be a complete, orthonormal set of functions. Then any
well-behaved T-periodic signal x(t) can be uniquely represented as an
innite series
x(t) =
k=0
k
(t).
This is called the Fourier series representation of x(t). The scalars
(numbers)
k
are called the Fourier coecients of x(t) (with respect to
{
k
(t)}) and are computed as follows:
k
= x,
k
=
_
T
0
x(t)
k
(t)dt
In analogy to vectors in n-space, you can think of
k
as the projection
(or component) of x(t) in the direction of
k
(t).
Fourier coecients
To derive the formula for
k
, write
x(t)
k
(t) =
m=0
m
(t)
k
(t),
and integrate over one period:
_
T
0
x(t)
k
(t)dt
. .
x,
k
=
_
T
0
_

m=0
m
(t)
k
(t)
_
dt
=
m=0
m
_
T
0
m
(t)
k
(t)dt
. .
m
,
k
=
k
,
where in the last line we use the fact that {
k
} form an orthonormal
system of functions.
Convergence of Fourier series
It can be proved that, because the functions {
k
} form a complete
orthonormal system, the partial sums of the Fourier series
x(t) =
k=0
k
(t)
converge to x(t) in the following sense:
lim
N
_
T
0
_
x(t)
N
k=1
k
(t)
_
2
dt = 0
So, we can use the partial sums
x
N
(t) =
N
k=1
k
(t)
to approximate x(t).
Fact: the sequence of T-periodic functions {
k
(t)}
k=0
dened by
0
(t) =
1
T
and
k
(t) =
_
_
_
_
2
T
sin(k
0
t), if k 1 is odd
_
2
T
cos(k
0
t), if k > 1 is even
is complete and orthonormal. Here,
0
=
2
T
is called the fundamental frequency. Orthonormality is quite easy to
show, completeness not so much.
Thus, any well-behaved T-periodic signal x(t) can be represented as an
innite sum of sinusoids (plus a constant term
0
0
):
x(t) =
k=0
k
(t)
A more common way of writing down the trigonometric Fourier series of
x(t) is this:
x(t) = a
0
+
k=1
a
k
cos(k
0
t) +
k=1
b
k
sin(k
0
t)
Then the Fourier coecients can be computed as follows:
a
0
=
1
T
_
T
0
x(t)dt
a
k
=
2
T
_
T
0
x(t) cos(k
0
t)dt
b
k
=
2
T
_
T
0
x(t) sin(k
0
t)dt
Recall that
0
= 2/T.
To relate this to the orthonormal representation in terms of the
k
, we
note that we can write
a
0
=
1
T
_
T
0
x(t)
0
(t)dt =
1
0
a
k
=
_
2
T
_
T
0
x(t)
2k
(t)dt =
_
2
T

2k
b
k
=
_
2
T
_
T
0
x(t)
2k1
(t)dt =
_
2
T

2k1
Thus, we have
x(t) = a
0
+
k=1
a
k
cos(k
0
t) +
k=1
b
k
sin(k
0
t)
=
1
T
0
(t) +
_
2
T
_

k=1
2k

_
T
2

2k
(t) +
k=1
2k1

_
T
2

2k1
(t)
_
=
k=1
k
(t)
Symmetry properties
Things to watch out for when computing the Fourier coecients:
if x(t) is an even function, i.e., x(t) = x(t) for all t, then all its
sine Fourier coecients are zero:
b
k
=
2
T
_
T/2
2/T
x(t) sin(k
0
t)dt = 0
if x(t) is an odd function, i.e., x(t) = x(t), then all its cosine
Fourier coecients are zero:
a
k
=
2
T
_
T/2
2/T
x(t) cos(k
0
t)dt = 0,
and
a
0
=
1
T
_
T/2
2/T
x(t)dt = 0
Trigonometric Fourier series: example
Consider a 2-periodic signal x(t) given by repeating the square wave:
1 0.8 0.6 0.4 0.2 0 0.2 0.4 0.6 0.8 1
1
0.8
0.6
0.4
0.2
0
0.2
0.4
0.6
0.8
1
a
0
= 0 and a
k
= 0 for all k
(the signal has odd
symmetry)
b
k
=
_
0
1
sin(kt)dt
_
1
0
sin(kt)dt
=
1
k
[cos(kt)]
0
1
+
1
k
[cos(kt)]
1
0
=
1
k
_
cos(k) 1 + cos(k) 1
_
=
1
k
(2 cos(k) 2)
=
4 sin
2
(k/2)
k
x(t) =
k=1
4 sin
2
(k/2)
k
sin(kt) =
k odd
4
k
sin(kt)
Trigonometric Fourier series: example
Approximating x(t) by partial sums of its Fourier series:
1 0.5 0 0.5 1
1.5
1
0.5
0
0.5
1
1.5
N = 10
1 0.5 0 0.5 1
1.5
1
0.5
0
0.5
1
1.5
N = 15
1 0.5 0 0.5 1
1.5
1
0.5
0
0.5
1
1.5
N = 50
1 0.5 0 0.5 1
1.5
1
0.5
0
0.5
1
1.5
N = 150
Note the Gibbs phenomenon: the Fourier series (over/under)shoots the
actual value of x(t) at points of discontinuity. In signal processing, this
eect is also called ringing.
Another useful complete orthonormal set is furnished by the complex
exponentials:
k
(t) =
1
T
e
jk
0
t
, k = . . . , 2, 1, 0, 1, 2, . . .
where
0
= 2/T, as before.
Note that these functions are complex-valued, and we need to redene
the dot product as
x
1
, x
2
=
_
T
0
x
1
(t)x
2
(t)dt,
where x
1
(t) denotes the complex conjugate of x
2
(t). Then it is
straightforward to show that
k
,
m
=
1
T
_
T
0
e
jk
0
t
e
jm
0
t
dt =
_
1, k = m
0, k = m
Thus, we can expand any T-periodic x(t) as
x(t) =
k=
c
k
e
jk
0
t
The Fourier coecients are given by
c
k
=
1
T
_
T
0
x(t)e
jk
0
t
dt
To derive this, multiply the series representation of x(t) on the right by
e
jk
0
t
and integrate from 0 to T.
Symmetry properties for real signals
Consider a real-valued T-periodic signal x(t). Then
c
k
=
1
T
_
T
0
x(t)e
jk
0
t
dt and c
k
=
1
T
_
T
0
x(t)e
jk
0
t
dt = c
k
Write c
k
in polar form:
c
k
= A
k
e
j
k
, A
k
= |c
k
|,
k
= c
k
Then
c
k
= c
k
A
k
= A
k
and c
k
= c
k
Thus, for real signals the amplitude spectrum A
k
has even symmetry,
while the phase spectrum
k
has odd symmetry.
Amplitude and phase spectra
We can use the amplitudes A
k
and the phases
k
to represent the
spectrum (or frequency content) of x(t) graphically as follows:
0
2
0
3
0
0
2
0
3
0
3
0
2
0

0
3
0
2
0

0
0
0
A()
()
Observe that the amplitude spectrum A() has even symmetry, while
the phase spectrum () has odd symmetry.

Lecture VIII: Fourier Series: Maxim Raginsky

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