ELEN3026A - Lecture 1 - Fourier Series - Lecture Slides

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ELEN3026A - Signals and Systems IIA (PT)-2022-SM2

Lecture 1:

Fourier series
Mr. John Ekoru
(john.ekoru@wits.ac.za)

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Lecture Outline

• Introduction to Fourier series


• Relevance of studying Fourier series
• Conditions for existence
• Definition of a Fourier series
• Orthogonality of exponential basis functions
• Calculating Fourier coefficients
• Frequency spectrum
• System analysis
• Parseval’s theorem
• Summary

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Introduction to Fourier series
• Named after the French mathematician and physicist, Jean Baptiste Joseph
Fourier (1768-1830).

• The Fourier series and Fourier transform are a set of transformations, that
convert continuous-time signals from their time-domain representation,
into their associated frequency-domain representation (also known as the
spectral representation).

• The spectral representation or frequency spectrum are the harmonic


components that make up a signal. These components are given in form of
an infinite sum of sinusoids or complex exponentials of signals.

• Fourier series is restricted to signals that are periodic.


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Introduction to
Fourier series
Figure 1 shows a square wave
synthesized by summing several
individual sinusoid waves. Each
sinusoid is known a harmonic.

Figure 1(a) shows the individual


harmonics, while Figure 1(b)
shows the square wave (sum of
the harmonics).

Take note, the index k is the


number of the harmonic. Only odd
harmonics are considered.
(a) Individual harmonics (b) Square wave
Figure: 1 4
Introduction to
Fourier series

• Figure 2 Illustrates the transition from


the time-domain into the frequency-
domain representation of a signal. In
this example, the Fourier series
approximation (red in colour) of a
square wave is used for the purpose
of demonstration.

• The time and frequency domains


provide an alternative points of view
on signals.

• As can be seen in figure 2, additional


information about the properties of
the square wave is available with the Figure 2: Transition from the time-domain to
transition to the frequency-domain. frequency domain representation.
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What is the relevance of studying Fourier
series?

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Relevance of studying Fourier series
• Several Engineering related phenomenon are periodic in nature e.g.
Alternating Current (AC), and several systems are subject to periodic inputs
signals.

• Fourier series decomposition may provide additional insights into the


properties of the signals and systems under investigation.

• It is more convenient to analyse, synthesize, and process signals in their


frequency-domain representation.

• Fourier series forms part of a subset of techniques known as frequency-


domain methods, which are an important part of Signal processing, Control
Systems and Measurement systems. 7
How do we know a signal is periodic?

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Conditions for existence
Definition: (Periodic signal)
A continuous time signal, , is periodic if it satisfies the relationship:

for all t, where


is time,
is the fundamental period, i.e. the lowest possible number
satisfying eq. , and
is an integer.

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Conditions for existence
Some examples of periodic signals:
Sawtooth Triangular Square

Figure: 3
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Conditions for existence
Example 1: Is periodic?
Replace with

Substitute

Recall

Therefore is periodic
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How do we know if a periodic signal has a
Fourier series expansion?

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Conditions for existence
Dirichlet conditions:
The Fourier series exists for a periodic single-valued signal, , that satisfies:

Condition 1: Signal, , satisfies the absolute square integrability condition over


the period :

An example of a signal that doesn't satisfy condition 1 (infinite energy) is:

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Conditions for existence

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Conditions for existence
Dirichlet conditions:
The Fourier series exists for a periodic single-valued signal, , that satisfies:

Condition 2: Signal, , has a finite number of extrema (minima and maxima)


over the period

An example of a signal that doesn't satisfy condition 2 (infinite energy) is:

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Conditions for existence

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Conditions for existence
Dirichlet conditions:
The Fourier series exists for a periodic single-valued signal, , that satisfies:

Condition 3: Signal, , has a finite number of discontinuities over the period

An example of a signal that doesn't satisfy condition 3 (infinite discontinuities) is:

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How do we define a Fourier series,
mathematically?

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Definition of a Fourier series
There are three equivalent representations of the Fourier series:

1. Trigonometric form

2. Combined Trigonometric form

3. Exponential form

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Definition of a Fourier series
The Trigonometric Fourier series of a real periodic signal, , can be
expressed as

where are integers such that


is the average value of given by
is a Fourier coefficient given by
is a Fourier coefficient given by

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Definition of a Fourier series
The Combined Trigonometric Fourier series of a real periodic signal, ,
can be expressed as

where are integers such that


is the average value of given by
is the Fourier coefficient given by
is the harmonic
is the phase

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Definition of a Fourier series
Definition: (Exponential Fourier Series)
A real periodic signal, , can be expressed as a harmonic series

where: are integers such that


is the average value of given by
is the Fourier coefficient given by
is its complex conjugate
is the fundamental frequency
is the harmonic
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Definition of a Fourier series
The three representations of the Fourier series:

• Trigonometric

• Combined Trigonometric

• Complex Exponential

are related by the coefficients

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Truncated Fourier series
• can be approximated by a truncated Fourier series

• The approximation error is

• The error energy is

Note: Go through the properties of Fourier series in Chapter 3.


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Fourier series coefficients of common signals

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What about orthogonality?

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Orthogonality of exponential basis functions
Consider the vector representation in 3-dimensional space

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Orthogonality of exponential basis functions
Consider the vector representation in 3-dimensional space

The dot product


that is

The dot product


that is

Therefore and are mutually orthogonal.

A vector in 3-dimensional space can be described


as a sum of the three mutually orthogonal vectors
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Orthogonality of exponential basis functions

Example 2: Show that the set of exponential basis functions form


an orthogonal set, where are integers.

Let the inner product be

Given

If , then 29
Orthogonality of exponential basis functions

If , then

Given that

Since

Therefore, are orthogonal basis functions

The inner product is the analogue of the dot product in function space.
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An important application of orthogonality!

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Orthogonality of exponential basis functions
Example 3: Find an expression for the Fourier coefficients .

Let

Multiply by

Integrate over

Bring
outside the integral

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Orthogonality of exponential basis functions
Example 2: Find an expression for the Fourier coefficients .

Recall the orthogonality


of the basis functions
substitute into

when

Therefore

Replacing with
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Definition of a Fourier series
• Thus, the Fourier series represents a signal in the orthogonal signal
space given by the complex basis functions.

• The sum is analogous to

• The complex exponentials are analogous to

• The coefficients are analogous to in

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Properties of Fourier series
Some properties of continuous-time Fourier series

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Properties of Fourier series
Some properties of continuous-time Fourier series

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Fourier series
Example 3: Find the Fourier series of a square wave given by:

Recall

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Fourier series
Example 3: Find the Fourier series of a square wave given by:

Recall

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Fourier series
Example 3: Find the Fourier series of a square wave given by:

Therefore

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Fourier series
Example 3: Find the Fourier series of a square wave given by:

Therefore

Thus

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The Frequency Spectrum

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Frequency Spectrum
• This is a graphical plot of a periodic signal’s harmonic content.

• It is also known as line spectra (i.e. plots are displayed as vertical lines).

• Consists of two parts, the Magnitude spectrum and the Phase spectrum.

• Magnitude spectrum or

• Phase spectrum

• Together, they give the frequency-domain description of a signal which


was originally given in the time-domain.
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Frequency Spectrum

• The frequency spectrum depends on the


values of considered.

• If both positive and negative values of


are considered take care to plot
for the magnitude spectrum.

• If only positive values of are considered,


take care to plot For the
magnitude spectrum.
(a) (b)
• See the example given in Figure 4 Frequency spectrum of a square wave (a) both
showing the frequency spectra of a positive & negative values of k, (b) Only positive
square wave for both cases. values of k
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Figure: 4
And systems analysis?

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System analysis
• Linear time invariant systems (LTI) are often subject to input signals that
are periodic and therefore, the output response of such systems is of
interest.

Figure 4: LTI system


• The output, , of a LTI system can be given by the convolution of the
input and its impulse response , expressed as

• In the case when the LTI system is subject to a periodic input, under
steady-state conditions, one can find the output as a Fourier series 45
System analysis
Given the Fourier series of the input

The output

Then

Remember

Denote the frequency response by

Then
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System analysis
Finally, , where

Considering input in form of the Combined Trigonometric formulation of the


Fourier series

The output is

where

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System analysis
Time and Amplitude Transformations

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Parseval’s theorem
The total average power in a periodic signal x(t) is the sum of the average
powers in all its components which is the sum of the squared value of
Fourier series coefficients.

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Lecture Summary

• Fourier series was introduced


• Conditions that govern the existence of Fourier series of a
periodic signal are given.
• The mathematical definition of a Fourier series was presented
• Orthogonality of the exponential basis functions
• Plotting the Frequency spectrum
• Applications of Fourier series to system analysis
• Parseval’s theorem in the context of Fourier series

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