Convergence of Fourier Series

• Can we get Fourier Series representation for

all periodic signals.
• I.e. are the coefficients from eqn 3.39 finite
or in other words the integrals do not
diverge.
• If the coefficients are finite and substituted
in the synthesis eqn, will the resulting
infinite series converge or not to the original
signal x(t). 1
 Convergence of Fourier Series
Approximat ing the given periodic signal x(t)
by a linear combinatio n of a finite number
of harmonical ly related complex exponentia ls : -
that is, by a finite series of the form : -
N
x N (t )  a e
k  N
k
jk 0t

2
 Convergence of Fourier Series
Let e N (t) denote the approximat ion error.
N
that is e N (t)  x(t) - x N (t)  x(t) -  k
a e
k  N
jk 0t

We are going to use the energy in the error

over one period.
E   | e N (t) |2 dt.
T

The objective is to minimise the energy in the error.

It can be shown that for this to be so, the particular choice for
the coefficien t is : -
1
a k   x(t )e  jk 0 t dt. which is our Fourier series coefficien t.
TT 3
 Convergence of Fourier Series
If x(t) has a Fourier Series representation, the best
approximation is obtained by truncating the Fourier
series to the desired term

For a periodic signal to be representa ble by the Fourier series

the signal must have finite energy over a single period : -

  .
2
| x(t) |
T

4
 Dirichlet Conditions
1) Over any period, x(t) must be absolutely integrable ,
i.e.  | x(t) | dt  .
T

2) In any finite interval of time, x(t) is bounded variation ;

that is , there are no more than a finite number of maxima
and minima during any single period of the signal. The function
should not have an infinite number of maxima and minima
in the interval.
3) In any finite interval of time, there are only a finite number of
discontinu ities. Furthermor e, each of these discontinu ities is finite.
Figure 3.8 page 199 shows the examples of these 3 conditions being
violated, so the signal cannot be representa ble by the Fourier Series.
5
 Gibbs Phenomenon
• The partial sum in the vicinity of the
discontinuity exhibits ripples.
• The peak amplitudes of these ripples does not
seem to decrease with increasing N.
• As N increases, the ripples in the partial sums
become compressed towards the
discontinuity, but for any finite value of N,
the peak amplitude of the ripples remains
constant. Fig 3.9 pg 201 illustrates this
phenomenon.
6
 Properties of Continuous-time
Fourier Series.
(1) Linearity : -
Let x(t) and y(t) denotes two periodic signals with the same period T.
x( t)  a k
y(t)  b k ,
where  denotes the Fourier Series represenat ion.
Any linear combinatio n of the two signals will also be periodic with period T.
z(t)  Ax(t)  By(t).
z(t)  c k ,
Then c k  Aa k  Bb k

7
 Properties of Continuous-time
Fourier Series.
(2) Time Shifting : -
When a time shift is applied to a periodic signal x(t), the period T of the
signal is preserved.
y(t)  x(t - t 0 ).
x( t)  a k ,
y(t)  b k,
1
bk 
T T x(t - t 0 )e  jk 0t dt.

Letting   t - t 0 , and  will also range over an

interval of duration T, we have : -
1 - jk 0t 0 1
 
 jk 0 (  t 0 )
x ( ) e d e x( )e  jk 0 d
T T T T
2
 jk t0
- jk 0t 0
e ak  e T
ak ,
2 8
- jk t0
Then y(t)  x(t - t 0 )  e - jk 0t0 a k  e T
ak
 Properties of Continuous-time
Fourier Series.
(3) Time Reversal : -
When a time reversal is applied to a periodic signal x(t), the period T of the
signal is preserved.
y(t)  x(-t ).
x( t)  a k ,
y(t)  b k,
 
 jk 2 t
x(-t)  a
k -
k e T

Substituti ng k  -m, we have : -

 

a
jm 2 t
y(t)  x(-t)  -m e T

m - 

 b k  a k .
That is, if x(t)  a k , 9
x(-t)  a -k .
 Properties of Continuous-time
Fourier Series.
(4) Time Scaling : -
The operation of time scaling changes the period of the signal.
If x(t) is periodic with T being the period and fundamenta l frequency
2
0  ,
T
T
then x(  t) is periodic with period ,

and fundamenta l frequency   0 for positive  .
The Fourier coefficien ts remain the same.

x( t)   k
a e
k -
jk ( 0 ) t

10
 Properties of Continuous-time
Fourier Series.
(5) Multiplica tion : -
x(t)  a k ,
y(t)  b k,

x(t ) y (t )  h k  a b
l  
l k l .

Multiplica tion in the time domain is equivalent to convolutio n in the

frequency domain.
11
 Properties of Continuous-time
Fourier Series.
(6) Conjugatio n and conjugate symmetry : -
x(t)  a k ,
then x* (t )  a* k
If x(t) is real, x(t)  x (t ).
*

The Fourier series coefficien ts will be conjugate symmetry : -

a -k  a *
k

12
 Properties of Continuous-time
Fourier Series.
(7) Parseval' s Relation : -

1
T  | x(t ) |
T
2
dt  | a
k  
k
2
| .

The total average power in a periodic signal

equals the sum of the average powers in all
of its harmonic components.

13
 The Discrete-time Fourier Series
•In the previous lectures you have learned about:-
–Fourier Series Pair Equations for the continuous-time
periodic signals.
–And also their properties.
•The derivation is through using:-
–Signals as represented by linear combinations of basic
signals with the following 2 properties.
–The set of basic signals can be used to construct a broad
and useful class of signals.
–The response of an LTI system is a combination of the
responses to these basic signals at the input.
14
Parallel Between The Continous-
time & The Discrete-time.
x(t) y(t)
x[n] LTI y[n]
Decompose Input as : -
x  a11  a 2 2  a 33  .......Fi
   
Then y  a1  a 2 2  a 3 3  ...... Sai
15
Parallel Between The Continous-
time & The Discrete-time.
Choose  k (t ) or  k [n] so that : -
 Broad Class of Signals can be constructe d.
- Response to  ' s easy to compute.
Continuous - Time : -
j k t
 k (t )  e


j k t j k t  j k 
e e h(t )e d

j k t
e H ( k ) 16
 Discrete-time
 k [ n]  e j k n


e j k n
e j k n
 h[r ]e
r  
 j k r

j k n
e H ( k )
Eigen Function x Eigen Value

17
 Linear Combinations of Harmonically
Related Complex Exponentials,
A discrete - time signal x[n] is periodic with period N
if x[n]  x[n  N].
The fundementa l period is the smallest positive integer N,
2
0  is the fundamenta l frequency.
N
E.g. the complex exponentia l e j ( 2 / N ) n is periodic with N.
Set of all discrete - time complex exponentia l signals with
period N is given by : -
 k [ n]  e jk 0 n
 e jk ( 2 / N ) n , k  0,1,2,.........  (N - 1).
18
 Linear Combinations of Harmonically
Related Complex Exponentials.
A more general periodic sequence x[n] can be represente d by
a linear combinatio ns of harmonical ly related complex exponentia ls
k [n]  e jk n  e jk ( 2 / N ) n , as follows : -
0

x[n]   a kk [n]   a k e jk0 n   a k e jk ( 2 / N ) n

k k k

where k  0,1,2,.....N - 1.
Notation for Discrete - time Fourier Series is given by : -
x[n]   a kk [n] 
k  (N)
 k
a e jk 0 n

k ( N )
  k
a
k ( N )
e jk ( 2 / N ) n

where the summation can take on any combinatio ns

of any N integer va lues.
a k ' s are the Fourier series coefficien ts. 19
Discrete-time Fourier Series
x[n] periodic in time with period N
2
Fundamenta l frequency  0  ,
N
e jk 0 n  e j ( k  N ) 0 n is periodic in frequency.
2
jN n
where e N
 1, since n is an integer
x[n]   ak e jk0 n , k  0,1,2,...N - 1
k

x[n]   k
a e jk 0 n

k  N 

N equations with N unknowns

1
a k   x[n]e  jk0 n
N N  20
 Discrete-time Fourier series pair
Using back the same symbol for frequency
0  0 .
x[n]  a e
k  N 
k
jk 0 n
 a e
k  N 
k
jk ( 2 / N ) n
,

1 1
ak 
N
 x[n]e
n  N 
 jk 0 n

N
 x[n]e
n  N 
 jk ( 2 / N ) n
.

21
Continuous-time & Discrete-time
Fourier Series
Continuous - time FS : -

x(t )   k ,
a e jk 0t

k  

1

 jk 0t
ak  x (t ) e dt.
T0 T0
Discrete - time FS : -
Synthesis : -
x[n]   k
a e
k  N 
jk 0 n

Analysis : 
1
ak   x
N n  N 
[ n ]e  jk 0 n
22
True for Discrete-time case

x[n] periodic in n
True also for C-T
jk 0 n
e periodic in n
jk 0 n
e periodic in k
Not true for C-T
ak periodic in k

23
 Convergence of Fourier Series
• Continuous time:
– x(t) square integrable
– or Dirichlet conditions.

Discrete - time
x[n]  a e
k  N 
k
jk 0 n

^ ^
x[n]  a e
p terms
k
jk 0 n
, p  N, x[n]  x[n]
24
 Fourier Series Representation of
Discrete-time Periodic Signals
• Fourier series of continuous-time periodic
signals are infinite series.
• Fourier series of discrete-time periodic
signals are of finite series in nature.
• So for the fourier series of discrete-time
periodic signals, mathematical issues of
convergence do not arise.

25
Example 3.10
Consider t he signal x[n]  sin  0 n, x[n] is periodic only if 2 / 0 is
an integer or a ratio of integers. For case when 2 / 0is an integer N i.e.
when  0  2 / N , x[n] is periodic with fundamenta l period N and result is exactly
analogous to continuous - time x(t)  sin  0t.Using the eigen relationsh ip and expanding
1 j ( 2 / N ) n 1  j ( 2 / N ) n
the signal as a sum of two complex exponentia ls, x[n]  e  e
2j 2j
1 1
 From synthesis equation a1  and a1   ,
2j 2j
Coefficients repeat wit h N thus a N 1  1 / 2 j and a N -1  1 / 2 j.

26
Example 3.11
Consider t he signal x[n]  1  sin  0 n  3 cos  0 n  cos( 2 0 n   / 2)

when  0  2 / N , x[n] is periodic with fundamenta l period N.

Using the eigen relationsh ip and expanding
the signal as complex exponentia ls,
1 3
x[n]  1  [e j ( 2 / N ) n  e  j ( 2 / N ) n ]  [e j ( 2 / N ) n  e  j ( 2 / N ) n ]
2j 2
1 j ( 4n / N  / 2)  j ( 4n / N  / 2 )
 [e e ].
2
Collecting terms : -
3 1 j ( 2 / N ) n 3 1  j ( 2 / N ) n
x[n]  1  (  )e  (  )e
2 2j 2 2j
1 j / 2 j 2 ( 2 / N ) n 1  j / 2  j 2( 2 / N ) n
 ( e )e ( e )e .
2 2

27
Example 3.11

 From synthesis equation : 

a0  1,
3 1
a1  (  )
2 2j
3 1
a1  (  )
2 2j
1
a2  j ,
2
1
a 2   j ,
2
with ak  0 for other valu se of k.
3 1
Coefficients repeat wit h N thus a N  a0  1, and a N -1  a1  (  ),
2 2j
3 1 1 1
a N 1  a1  (  ), a N  2  a 2   j , a N  2  a2  j
2 2j 2 2
Figure3.15 in the book shows real/ imaginary or magnitude/ phase of these Fourier coefficien ts.

28
Example 3.11 Re(ak)
3/2
1

-N 0 N k

Im (ak)
1/2
-N 0 N k

29
|(ak)| Example 3.11
10 / 2
1
1/2
-N 0 N k

/2
phase(ak)

-N 0 N k

/2
30
| Example 3.12
1

-N -N10 N N n
From analysis equation : -
n  N1
1
1
ak 
N
 e  jk ( 2 / N ) n

n   N1

Let m  n  N1 .
2 N1
1
ak 
N
e
m 0
 jk ( 2 / N )( m  N1 )
.

1 jk ( 2 / N ) N1 2 N1 jk ( 2 / N ) m
ak 
N
e 
m 0
e .

31
| Example 3.12
1

-N -N10 N1 N n
From analysis equation : -
n  N1
1
ak 
N
 e  jk ( 2 / N ) n

n   N1

1 sin[ 2 k ( N1  1 / 2) / N ]
ak  , k  0, N,2 N ,...
N sin(  k / N )
and
2 N1  1
ak  , k  0, N,2N,....
N
32
| 1/2 Example 3.12 1/2
Case N=10, 2N1+1=5.

2 34 7
-1 0 1 5 6 8 9 10

1 sin[ 2 k (2  1 / 2) / 10]
ak  , k  0,10,20,...
10 sin(  k / 10)
and
2* 2 1
ak   1 / 2, k  0,10,20,....
10

33
| 1/4 Example 3.12 1/4
Case N=20, 2N1+1=5.

5678 12
-2 -1 0 1 2 3 4 910 11 19 20

1 sin[ 2 k (2  1 / 2) / 20]
ak  , k  0,20,40,...
20 sin(  k / 20)
and
2* 2 1
ak   1 / 4, k  0,20,40,....
20

34
| 1/8 Example 3.12 1/8
Case N=40, 2N1+1=5.

9
-2 -1 0 123456 7 8 40

1 sin[ 2 k (2  1 / 2) / 40]
ak  , k  0,40,80,...
40 sin(  k / 40)
and
2* 2 1
ak   1 / 8, k  0,40,80,....
40

35