An Approach To Fourier Series: Symmetry Further Properties

An Approach to Fourier Series CT Fourier Series Properties DT Fourier Series References
Contents
1 An Approach to Fourier
Series
Vector Analogy of Orthogonal
Basis
2 CT Fourier Series 3 Properties
Finding a Basis
Properties of FS
Definition Symmetry
Trigonometric Fourier Series Further Properties
(TFS) 4 DT Fourier Series
Amplitude-Phase Fourier Series Derivation
(AFS) Definition
Exponential Fourier Series (EFS)
Physical Definition of Frequency
Relationship between Forms
Line and Phase Spectra
S. A. Dorado-Rojas Fourier Series
Orthogonal Series Expansion
Suppose {φn (t)} is an infinite orthogonal set of functions on an interval [a, b]. Our concern is as
follows:
If x (t) is a function defined on the interval [a, b], we have to determine a set of coefficients
cn , n = 0, 1, 2, . . . for which
x (t) = c0 φ0 (t) + c1 φ1 (t) + · · · + cn φn (t) + . . .

In other words

We want to write x (t) as an infinite linear combination of the set {φn (t)}

1/ 39
x (t) = c0 φ0 (t) + c1 φ1 (t) + · · · + cn φn (t) + . . .

We can find the desired coefficients by using the inner product. Multiply the last expression by φn (t)
x (t) φn (t) = c0 φ0 (t) φn (t) + c1 φ1 (t) φn (t) + · · · + cn φn (t) φn (t) + . . .

Integrating over the interval [a, b] gives
Z b Z b Z b
x (t) φn (t)dt =c0 φ0 (t) φn (t)dt + c1 φ1 (t) φn (t)dt+
a a a
Z b
+ · · · + cn φn (t) φn (t)dt + . . .
a
Each of these terms is an inner product with the function φm (t). Then,
hx, φn i = c0 hφ0 , φn i + c1 hφ1 , φn i + · · · + cn hφn , φn i + . . .
2/ 39
hx, φn i = c0 hφ0 , φn i + c1 hφ1 , φn i + · · · + cn hφn , φn i + . . .

Since the set is orthogonal, the inner products hφn , φm i will be zero for any n 6= m. Only hφn , φn i will not
vanish. Thus, we have
hx, φn i = cn hφn , φn i
We can determine the desired coefficients as
Rb
hx, φn (t)i a
x (t) φn (t) dt
cn = = Rb 2
hφn , φn i φn (t) dt
a
Finally, the function x (t) can be expressed as
∞
X
x (t) = cn φn (t)
n=0
which is known as an orthogonal series expansion or generalized Fourier series of x
3/ 39
Generalized Fourier Series
Generalized Fourier Series

The function x (t) can be expressed as an infinite linear combination of the orthogonal set
{φn (t)} on the interval [a, b] as
∞
X
x (t) = cn φn (t) (1)
n=0
This is known as a generalized Fourier series or an orthogonal series expansion. The

coefficients cn are found by
Rb
hx, φn (t)i a
x (t) φn (t) dt
cn = = Rb (2)
||φn (t) ||2 φ2 (t) dt
a n
4/ 39
Important Results of Trigonometric Integrals
Let m, n ∈ Z such that m 6= n
Period 2π (ω0 = 1) Angular frequency (ω0 = 2π T )

Rπ R
cos (nt) dt = 0 cos (nω0 t) dt = 0
R π−π 2 R <T > 2
cos (nt) dt = π cos (nω0 t) dt = T2
R−π
π R<T >
sin (nt) dt = 0 sin (nω0 t) dt = 0
R π−π 2 R <T > 2
sin (nt) dt = π sin (nω0 t) dt = T2
R π −π R <T >
cos (nt) sin (nt) dt = 0 cos (nω0 t) sin (nω0 t) dt = 0
R −π
π R <T >
−π
cos (nt) sin (mt) dt = 0 <T >
cos (nω0 t) sin (mω0 t) dt = 0

The functions sine and cosine are orthogonal over a period

5/ 39
CT Fourier Series: Definition
Fourier Series
The Fourier Series of a periodic signal x (t) is a decomposition of x (t) into a dc component and
an ac component that consists of an infinite series of harmonically related sinusoids
[Sadiku, 2015].
Harmonically Related Sinusoids

Sinusoids whose frequencies are multiples of a fundamental frequency ω0 (or first harmonic) such
as
sin (ω0 t) , sin (2ω0 t) , sin (3ω0 t) , . . .
cos (ω0 t) , cos (2ω0 t) , cos (3ω0 t) , . . .
e±jω0 t , e±j2ω0 t , e±j3ω0 t , . . .
6/ 39
CT Fourier Series: Conditions of Convergence
Dirichlet Conditions
A periodic function x (t) can be expanded as a Fourier series only if it fulfills the Dirichlet conditions given
as:
I x (t) should be absolutely integrable over any period
Z
|x (t) |dt < ∞
<T >
I x (t) has only a finite number of maxima and minima over any period;
I x (t) has only a finite number of discontinuities over any period.
For real-world signals, there is no need of evaluating these conditions because they will always be met

Every real-world signal is absolutely integrable and has finite total energy [Chen, 2009]

7/ 39
CT Trigonometric Fourier Series (TFS)

CT Trigonometric Fourier Series (TFS)
2π
If x (t) is a periodic signal with fundamental period T0 = T and fundamental angular frequency ω0 = T0
, its Fourier
Series expansion is given in trigonometric form (TFS) by
∞
X
x (t) = a0 + [ak cos (kω0 t) + bk sin (kω0 t)] (3)
k=1
where
hx(t), 1i<T >
Z
1
a0 = x (t) dt =
T <T > ||1||2<T >
hx (t) , cos (kω0 t)i<T >
Z
2
ak = x (t) cos (kω0 t) dt = (4)
T <T > || cos (kω0 t) ||2<T >
hx (t) , sin (kω0 t)i<T >
Z
2
bk = x (t) sin (kω0 ) tdt =
T <T > || sin (kω0 t) ||2<T >
8/ 39
CT Amplitude-Phase Fourier Series (AFS)
CT Amplitude-Phase Fourier Series (AFS)

2π
, its Fourier
series expansion is given in Amplitude-Phase form (AFS) by
∞
X
x (t) = a0 + [Ak cos (kω0 t + φk )] (5)
where k=1
hx(t), 1i
Z
1
a0 = x (t) dt =
T <T > ||1||2<T > q
Ak = ak2 + bk2
Z
2
ak = x (t) cos (kω0 t) dt =
bk (7)
T <T > || cos (kω0 t) ||2<T > φk = − tan−1
ak
Z
2
bk = x (t) sin (kω0 t) dt =
T <T > || sin (kω0 t) ||2<T >
(6)
9/ 39
CT Complex Exponential Fourier Series (EFS)
CT Complex Exponential Fourier Series (EFS)

2π
, its
Fourier Series expansion is given in Complex Exponential form (EFS) by:
∞
X
x (t) = c̄k ejkω0 t (8)
k=−∞
where
x(t), e−jkω0 t
Z

1 −jkω0 t <T >
c̄k = x (t) e dt = (9)
T <T > ||1||2<T >
with
ak − jbk
c̄k := (10)
2
10/ 39
Physical Definition of Freqency
jIm
Consider a spinning wheel with mark A
as shown in Figure 1.
rejθ The following definitions hold only if the
θ A wheel rotates at a constant speed
Re [Chen, 2009]
I Period (T ): time (in seconds) for
the mark A to complete one cycle
I Frequency (f ): the number of
cycles the mark A rotates in a
second (in Hz - cycles per second)
Figure: Spinning wheel.
11/ 39
jIm
If the wheel starts to rotate from t = 0
onward, then the angle or phase θ will
increase with time. If the wheel rotates
rejθ
with a constant angular speed ω0 [rad/s]
θ A in the counterclockwise direction, then
Re we have:
θ = ω0 t
Therefore, the rotation of mark A can be
expressed as
x (t) = rejω0 t
Figure: Spinning wheel.
12/ 39
Because one cycle has 2π radians, we have:

distance
z}|{
2π
= ω0 2π
T |{z} →T =
|{z}
angular ω0
time
speed
If we use f0 to denote the frequency, then

1
[Hz] f0 =
T
As one cycle has 2π radians, the angular frequency can also be defined as:

2π rad
ω0 := 2πf0 =
T s
13/ 39
If ω0 > 0, then A or ejω0 t rotates in the counterclockwise direction and e−jω0 t rotates in the clockwise
direction. Thus, we will encounter both positive and negative frequencies.

Physically there is no such thing as a negative frequency; the negative sign merely indicates its

direction of rotation.
In theory, the wheel can spin as fast as desired. Thus, we have
Frequency range of ejω0 t → (−∞, ∞)
To conclude this section, we mention that if we use sin (ω0 t) and cos (ω0 t) to define the frequency, then the
meaning of negative frequency is not clear because:
sin (−ω0 t) = − sin (ω0 t) = sin (ω0 t + π)

cos (−ω0 t) = cos (ω0 t)
14/ 39
Synthesis and Analysis Eqations
Synthesis equations
∞
X
Trigonometric
x (t) =a0 + [ak cos (kω0 t) + bk sin (kω0 t)]
form
k=1
Complex P∞
x (t) = jω0 kt
exponential k=−∞ c̄k e
form
Analysis equations
hx(t), 1i<T >
Z
1
a0 = x (t) dt =
T <T > ||1||2<T >
Z
Trigonometric 2
ak = x (t) cos (kω0 t) dt =
form T <T > || cos (kω0 t) ||2<T >
Z
2
bk = x (t) sin (kω0 t) dt =
T <T > || sin (kω0 t) ||2<T >
x(t), e−jkω0 t <T >
Complex Z

1 −jkω0 t
exponential c̄k = x (t) e dt =
form T <T > ||1||2<T >
15/ 39
Relationships between Forms
TFS AFS EFS

|c̄k | 1 Im{c̄k }
ak − jbk = 2 ∠ tan Re{c̄k } = 2c̄k
√
ak2 +bk2 bk Ak
2 ∠ − tan−1 ak = 2 ∠φk = |c̄k |∠θk
Table: Equivalence between forms of the Fourier Series
16/ 39
Line Spectrum
Line Spectrum
The amplitude of each frequency component of a real-valued signal x (t) is known as line
spectrum or discrete spectrum. It gives a great deal of information at a glance. In particular, we
can see how many terms of the series are required to obtain a reasonable approximation of the
original waveform. This is constructed from
q
Ak = ak2 + bk2 (Trigonometric Form)
q (11)
2|c̄k | = ak2 + bk2 = |c̄k | + |c̄−k | (Complex Exponential Form)
17/ 39
Phase Spectrum
Phase Spectrum
The phase spectrum is the plot of frequency versus phase of

−1 bk
φk = − tan (Trigonometric Form)
ak (12)
φk = θk = −∠c̄k (Complex Exponential Form)
18/ 39
Even Symmetry
Even Symmetry Revisited

A function possesses even symmetry if
x (t) = x (−t)
In other words, the replacement of t by −t does not change the value of the function. Graphically,
there exists mirror symmetry about the vertical axis

The Fourier Series of any even function x (t) has bk = 0. Conversely, if bk = 0, then x (t)
must have even symmetry. Equivalently, all the coefficients c̄k in the complex
exponential form are real

19/ 39
Odd Symmetry
Odd Symmetry Revisited

A function has the property of odd symmetry if
x (t) = −x (−t)
In other words, if t is replaced by −t, then the negative of the given function is obtained.
Graphically, we have symmetry about the origin, rather than about the vertical axis as we did for
even signals.

The Fourier Series of any odd function x (t) has ak = 0. Conversely, if ak = 0, then x (t)
must have even symmetry. Equivalently, all the coefficients c̄k in the complex
exponential form are imaginary

20/ 39
Half-Wave Symmetry
Half-Wave Symmetry
A signal is said to have half-wave symmetry if, except for a change of sign, each half cycle is
like the adjacent half cycles. In other words, the shape of the negative half-cycle of the waveform
is the same as that of the positive-half cycle, but inverted

T T
−x t + = x (t) or − x t − = x (t)
2 2
21/ 39
Half-Wave Symmetry
(a) (b)
Figure: Examples of signals possessing half-wave symmetry [Hayt et al., 2008]
22/ 39
Half-Wave Symmetry
Testing Half-Wave Symmetry

I Choose any half-period T /2 length on the time axis
I Observe the values of x (t) at the left and right points on the time axis
I If there is half-wave symmetry, these will always be equal but will have opposite signs as we slide the
half-period T /2 length to the left or to the right on the time axis at non-zero values of x (t)

The Fourier Series of a signal x (t) exhibiting half-wave symmetry has ak = bk = 0 for k even. In
other words, it contains only odd harmonics. Conversely, if ak = bk = 0, then x (t) must have
half-wave symmetry. Equivalently, in the complex exponential form we have all the coefficients
c̄k = 0 for k even

23/ 39
Summary of Symmetry Results
Simplification Trigonometric Complex exponential

bk = 0 4 c̄k = T2
R R
Even ak = x (t) cos (kω0 t) dt x (t) cos (kω0 t) dt
c̄k real T <T > <T >
2 2
ak = 0 4 R −j2 R
Odd bk = x (t) sin (kω0 t) dt c̄k = x (t) sin (kω0 t) dt
c̄k imaginary T <T > T <T >
2 2
4
Z
ak = x (t) cos (kω0 t) dt  R
ak = bk = 0 T <T > 2 x (t) e−jkω0 t dt k odd
c̄k = 0 2
c̄k =
T <T >
Half-wave 2
4
Z
(for k even) bk = x (t) sin (kω0 t) dt
0 k even
T <T >
 R 2
8 x (t) cos (kω0 t) dt k odd
T <T >
  R
bk = 0 ak = 4 4 x (t) cos (kω0 t) dt k odd
Half-wave
ak = c̄k = 0
T <T >
0 k even c̄k = 4
and even 0 k even
(for k even)
bk =0 for all k
ak =0 for all k 
ak = 0  −j4
R
x (t) sin (kω0 t) dt k odd
<T >
 R
Half-wave
bk = c̄k = 0 8 x (t) sin (kω0 t) dt k odd c̄k = T
4
and odd T <T >
(for k even) bk = 4 0 k even
0 k even
24/ 39
Linearity of CT Fourier Series
Linearity of FS
Let x (t) and y (t) be two periodic signals with the same fundamental period T . If they have the Fourier
series expansion defined by the complex coefficients ᾱk and β̄k
FS
x (t) → ᾱk
FS
y (t) → β̄k
then
FS
k1 x (t) + k2 y (t) → k1 ᾱk + k2 β̄k (13)
25/ 39
Time Shifting of CT Fourier Series

Time Shifting of FS
If x (t) is a periodic signal with period T such that
FS
x (t) → ᾱk
The time-shifted version x (t − t0 ) will have the following Fourier representation
e−jkω0 t0 ᾱk
FS
x (t − t0 ) → (14)

When a time shift is applied to a periodic signal x (t), the period T of the signal is preserved
[Sadiku, 2015]

When a periodic signal is shifted in time, the magnitude of the Fourier coefficients remains
unaltered [Sadiku, 2015]

26/ 39
Time Reversal of CT Fourier Series
Time Reversal
FS
x (t) → ᾱk
The time-inverted version x (−t) will have the following Fourier representation
FS
x (−t) → ᾱ−k (15)

When x (t) is even, then its Fourier series coefficients are also even. When x (t) is odd, then its
Fourier series coefficients are also odd [Sadiku, 2015]

27/ 39
Time Scaling of CT Fourier Series
Time Scaling
FS
x (t) → ᾱk
The time-scaled version x (at) will have the following Fourier representation
FS
x (at) → ᾱk (16)
The value of the harmonic contents does not change with time scaling. Nevertheless, the
frequency representation is shifted depending on the transformation (the frequency ω0 is moved
to aω0 )
28/ 39
Derivative
FS of a Derivative
Let x (t) is a periodic signal with period T such that
FS
x (t) → ᾱk
Its derivative has the following Fourier Series representation
x 0 (t) → (jkω0 ) ᾱk

FS
(17)
29/ 39
Integral
FS of an Integral
Let x (t) is a periodic signal with period T such that
FS
x (t) → ᾱk
Its integral has the following Fourier Series representation
Z t
FS 1
x (τ ) dτ → ᾱk (18)
−∞ jkω0
30/ 39
Parseval’s Theorem
Parseval’s Theorem
The average power of the signal x (t) over one period equals the sum of the squared magnitudes of all the complex
Fourier coefficients
X∞
P= ||c̄k ||2 (19)
k=−∞
This results holds for the Trigonometric Fourier Series
∞
1X 2
P = a02 + a + bk2

(20)
2 k=1 k
and the Amplitude-Phase form

∞
1X 2
P = a02 + A (21)
2 k=1 k
31/ 39
DTFS - Synthesis Eqation
Let x [n] be a DT periodic signal with a period of N samples:
x [n] = x [n + N]
We would like to write x [n] as a linear combination of complex exponential basis functions of the
form
φk [n] = ejΩk n
so that the resulting expression of x [n] will look like:
X X
x [n] = c̄k φk [n] = c̄k φk [n]
k k
32/ 39

X X
x [n] = c̄k φk [n] = c̄k φk [n]
k k
If x [n] is periodic, the basis functions used in reconstructing the signal must also be periodic.
That is,
φk [n] = φk [n + N]
Considering the form of φk [n], we have the following condition
φk [n] = ejΩk n = ejΩk (n+N) = ejΩk n ejΩk N
Equivalently
ejΩk n = ejΩk n e|jΩ kN
{z }
=1
So, we must have

Ωk N = 2πk k ∈ Z
33/ 39
The frequencies of the basis functions must follow
2πk
Ωk = k∈Z
N
Under this condition, the form of the periodic basis functions is
2π
φk [n] = ej N kn
= ejΩ0 kn
where
2π
Ω0 := (22)
N
34/ 39
Harmonically Related DT Complex Exponentials
Harmonically Related DT Complex Exponentials

2π
The set φk [n] has fundamental frequency parameters who are multiples of N
2π n
φk [n] = ejkΩ0 n = ejk N k = 0, ±1, ±2, . . . (23)
All of these signals are harmonically related. Furthermore, there are only N distinct signals in this set
because discrete-time complex exponentials which differ in frequency by a multiple of 2π are identical
φk [n] = φk+rN [n] k, r ∈ Z (24)
In other words, when k is changed by any integer multiple of N, the identical sequence is generated
[Oppenheim and Willsky, 1998]. For any given periodic signal x [n] with period N, there are only N different
complex exponentials
35/ 39
DTFS - Analysis Eqation

Since there are only N different harmonically related complex exponentials, we must add up to N terms. We
may therefore add functions in the set φk [n] from k = 0 to k = N − 1
N−1
X 2π kn
x [n] = c̄k ej N
k=0
−j 2π mn
If we multiply both sides of the equation by e N , we get
N−1 N−1
2π mn 2π X 2π kn X 2π kn 2π mn
x [n] e−j N = −j N mn
|e {z } c̄k ej N = c̄k ej N e−j N
k=0 k=0
Constant w.r.t.
k
Applying exponential properties and summing the terms on both sides for n = 0, . . . , N − 1 yields
N−1 N−1 X
N−1
X 2π X 2π
x [n] e−j N mn = c̄k ej N (k−m)n
n=0 n=0 k=0
36/ 39
DTFS - Analysis Eqation
N−1 N−1 X
N−1
X 2π mn X 2π (k−m)n
x [n] e−j N = c̄k ej N
n=0 n=0 k=0
We may interchange the order of the summations on the right-hand side of the last equation:
N−1 N−1 X
N−1 N−1 N−1
X 2π mn X 2π (k−m)n X X 2π (k−m)n
x [n] e−j N = c̄k ej N = c̄k ej N
n=0 k=0 n=0 k=0 n=0
Recall now that the basis functions are orthogonal:

N−1
(
X j 2π (k−m)n N (k − m) = rN r ∈ Z
e N =
n=0
0 otherwise
As k ranges from 0 to N − 1, the right-hand term is not equal to zero just when k = m. That is:
N−1 N−1
X 2π mn m=k 1 X 2π
x [n] e−j N = Nc̄m → c̄k = x [n] e−j N kn
n=0
N n=0
37/ 39
Discrete-Time Fourier Series
Discrete-Time Fourier Series

Let x [n] be a periodic signal with fundamental period N where Ω0 := 2π
N . Its Fourier Series
expression is given by
X
x [n] = c̄k ejkΩ0 n Synthesis equation
k=<N>
1 X (25)
c̄k = x [n] e−jkΩ0 n Analysis equation
N n=<N>
where the Discrete-Time Fourier Series coefficients c̄k are often referred to as the spectral
coefficients of x [n] and specify a decomposition of x [n] into a sum of N harmonically related
complex exponentials
38/ 39
References I
Chen, C.-T. (2009).

Signals and Systems : A Fresh Look.
Hayt, W. H., Kemmerly, J., and Durbin, S. (2008).
Engineering circuit analysis.
McGraw-Hill, 8th edition.
Oppenheim, A. V. and Willsky, A. S. (1998).
Signals and systems.
Prentice Hall, 2 edition.
Sadiku, M. (2015).
Signals and Systems - A primer with MATLAB.
CRC Press.
39/ 39

An Approach To Fourier Series: Symmetry Further Properties

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An Approach to Fourier Series CT Fourier Series Properties DT Fourier Series References

Orthogonal Series Expansion

x (t) = c0 φ0 (t) + c1 φ1 (t) + · · · + cn φn (t) + . . .

Orthogonal Series Expansion

x (t) = c0 φ0 (t) + c1 φ1 (t) + · · · + cn φn (t) + . . .

x (t) φn (t) = c0 φ0 (t) φn (t) + c1 φ1 (t) φn (t) + · · · + cn φn (t) φn (t) + . . .

Orthogonal Series Expansion

hx, φn i = c0 hφ0 , φn i + c1 hφ1 , φn i + · · · + cn hφn , φn i + . . .

which is known as an orthogonal series expansion or generalized Fourier series of x

Generalized Fourier Series

Generalized Fourier Series

This is known as a generalized Fourier series or an orthogonal series expansion. The

Important Results of Trigonometric Integrals

Let m, n ∈ Z such that m 6= n

Period 2π (ω0 = 1) Angular frequency (ω0 = 2π T )

CT Fourier Series: Definition

Harmonically Related Sinusoids

CT Fourier Series: Conditions of Convergence

CT Trigonometric Fourier Series (TFS)

CT Amplitude-Phase Fourier Series (AFS)

CT Amplitude-Phase Fourier Series (AFS)

CT Complex Exponential Fourier Series (EFS)

CT Complex Exponential Fourier Series (EFS)

Physical Definition of Freqency

Physical Definition of Freqency

Physical Definition of Freqency

Because one cycle has 2π radians, we have:

If we use f0 to denote the frequency, then

Physical Definition of Freqency

Frequency range of ejω0 t → (−∞, ∞)

sin (−ω0 t) = − sin (ω0 t) = sin (ω0 t + π)

Synthesis and Analysis Eqations

Relationships between Forms

TFS AFS EFS

Even Symmetry Revisited

Odd Symmetry Revisited

Figure: Examples of signals possessing half-wave symmetry [Hayt et al., 2008]

Testing Half-Wave Symmetry

Summary of Symmetry Results

Simplification Trigonometric Complex exponential

Linearity of CT Fourier Series

Time Shifting of CT Fourier Series

Time Reversal of CT Fourier Series

Time Scaling of CT Fourier Series

x 0 (t) → (jkω0 ) ᾱk

This results holds for the Trigonometric Fourier Series

and the Amplitude-Phase form

DTFS - Synthesis Eqation

Let x [n] be a DT periodic signal with a period of N samples:

DTFS - Synthesis Eqation

φk [n] = ejΩk n = ejΩk (n+N) = ejΩk n ejΩk N

So, we must have

DTFS - Synthesis Eqation

The frequencies of the basis functions must follow

Harmonically Related DT Complex Exponentials

Harmonically Related DT Complex Exponentials

φk [n] = φk+rN [n] k, r ∈ Z (24)

DTFS - Analysis Eqation

DTFS - Analysis Eqation

n=0 n=0 k=0

n=0 k=0 n=0 k=0 n=0

Recall now that the basis functions are orthogonal: