Fourier Series Notes
Fourier Series Notes
Fourier Series Notes
In mathematics, a Fourier series decomposes a periodic function or periodic signalperiodic into a sum of
simple oscillating functions, namely sines and cosines. The study of Fourier series is a branch of Fourier
analysis. Fourier series were introduced by Joseph Fourier (1768–1830) for the purpose of solving the heat
equation in a metal plate.
The heat equation is a partial differential equation. Prior to Fourier's work, there was no known solution to the
heat equation in a general situation, although particular solutions were known if the heat source behaved in a
simple way, in particular, if the heat source was a sine or cosine wave. These simple solutions are now
sometimes called eigensolutions. Fourier's idea was to model a complicated heat source as a superposition (or
linear combination) of simple sine and cosine waves, and to write the solution as a superposition of the
corresponding eigensolutions. This superposition or linear combination is called the Fourier series.
Although the original motivation was to solve the heat equation, it later became obvious that the same
techniques could be applied to a wide array of mathematical and physical problems. The basic results are very
easy to understand using the modern theory.
The Fourier series has many applications in electrical engineering, vibration analysis, acoustics, optics, signal
processing, image processing, quantum mechanics, etc.
Periodic functions
Fourier series are used in the analysis of periodic functions.
A periodic function
Many of the phenomena studied in engineering and science are periodic in nature eg. the current and voltage in
an alternating current circuit. These periodic functions can be analysed into their constituent components
(fundamentals and harmonics) by a process called Fourier analysis.
We are aiming to find an approximation using trigonometric functions for various square, saw tooth, etc
waveforms that occur in electronics. We do this by adding more and more trigonometric functions together. The
sum of these special trigonometric functions is called the Fourier Series.
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Def : A function f(t) is said to be periodic with period p if
The period of the function f(t) is the interval between two successive repetitions
Example
a) f(t) = sin t.
f(t) = 3t (for -1 ≤ t < 1) ; f(t) = f(t + 2) [This indicates it is periodic with period 2.]
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(c) Parabolic, period = 2.
f(t) = t2 (for 0 ≤ t < 2) ; f(t) = f(t + 2) [Indicating it is periodic with period 2.]
3 1 t 1
f (t )
3 1 t 1
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Helpful Revision
From the graph (or using our calculator), we can observe that:
sin
2n 1 1n1
for n = 0, 1, 2, 3, ... (in fact, all integers)
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sin(-x) = -sin(x)
sin d 0
ii) y = cos x
From the graph (or using our calculator), we can observe that:
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iii)
L mx nx
L sin cos
L L
dx 0
0 if mn
L mx nx
0 sin
sin
L L
dx L
if mn
2
0 if mn
L mx nx
0
cos
cos
L L
dx L
if mn
2
Orthogonal functions.
b
Def : If two different functions f(x) and g(x) are defined on the interval a x b and
a
f ( x) g ( x) dx 0
Then we say that the two functions are orthogonal to each other on the interval a x b .
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Fourier series
Def : The Fourier Series is an infinite series expansion involving trigonometric functions.
a0
and is the mean value, sometimes referred to as the dc level.
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If f(t) is expanded in the range -L to L (period = 2L) so that the range of integration is 2L, i.e. half the
range of integration is L, then the Fourier coefficients are given by
where n = 1, 2, 3 ...
and then modify the series appropriately. It gives us the same final result.
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Dirichlet Conditions
Any periodic waveform of period p = 2L, can be expressed in a Fourier series provided that
(c) it has a finite number of positive and negative maxima and minima.
When these conditions, called the Dirichlet conditions, are satisfied, the Fourier series for the function f(t)
exists.
Each of the examples in this chapter obey the Dirichlet Conditions and so the Fourier Series exists.
We need to find the Fourier coefficients a0, an and bn before we can determine the series.
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Note 1: We could have found this value easily by observing that the graph is totally above the t-axis and
finding the area under the curve from t = 4 to t = 4. It is just 2 rectangles, one with height 0 so
the area is 0, and the other rectangle has dimensions 4 by 5, so the area is 20. So the integral part
has value 20; and 1/4 of 20 = 5.
Note 2: The mean value of our function is given by a0/2. Our function has value 5 for half of the time
and value 0 for the other half, so the value of a0/2 must be 2.5. So a0 will have value 5.
These points can help us check our work and help us understand what is going on. However, it is good to see
how the integration works for a split function like this.
Note: In the next section, Even and Odd Functions, we'll see that we don't even need to calculate an in this
example. We can tell it will have value 0 before we start.
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At this point, we can substitute this into our Fourier Series formula:
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Now we can write out the first few terms of the required Fourier Series:
We are adding a series of sine terms (with decreasing amplitudes and decreasing periods)
together. The combined signal, as we take more and more terms, starts to look like our original square
wave:
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If we graph many terms, we see that our series is producing the required function. We graph the first 20
terms:
Apart from helping us understand what we are doing, a graph can help us check our calculations.
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Common Case: Period = 2L= 2π
If a function is defined in the range -π to π (i.e. period 2L = 2π radians), the range of integration is 2π
and half the range is L = π.
The Fourier coefficients of the Fourier series f(t) in this case become:
where n = 1, 2, 3, ...
Example
b) Obtain the Fourier series of f(t) and write the first 4 terms of the series.
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Half Range Fourier Series
If a function is defined over half the range, say 0 to L, instead of the full range from -L to
L, it may be expanded in a series of sine terms only or of cosine terms only. The series
produced is then called a half range Fourier series.
Conversely, the Fourier Series of an even or odd function can be analysed using the
half range definition.
0 to L or
-L to 0 or
L to 2L
That is, the range of integration = L. The Fourier series of the half range even function
is given by:
bn = 0
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An even function means that it must be symmetrical about the f(t) axis and this is shown
in the following figure by the broken line between t = -π and t = 0.
It is then assumed that the "triangular wave form" produced is periodic with period 2π
outside of this range as shown by the dotted lines.
An odd function can be expanded using half its range from 0 to L, i.e. the range of
integration = L. The Fourier series of the odd function is:
for n = 1, 2, 3, ...
where
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In the figure below, f(t) = t is sketched from t = 0 to t = π, as before.
An odd function means that it is symmetrical about the origin and this is shown by the
broken lines between t = -π and t = 0.
It is then assumed that the waveform produced is periodic of period 2π outside of this
range as shown by the dotted lines.
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Example
b) Find the Fourier trigonometric series for f(t), using half-range series.
a) Sketch:
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To find an, we use a result from before:
We have:
For the series, we need to generate odd values for n. We need to use (2n - 1) for n = 1,
2, 3,...
So we have:
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