Fourier Series

Content
Periodic Functions
Fourier Series
Complex Form of the Fourier Series
Impulse Train
Analysis of Periodic Waveforms
Half-Range Expansion
Least Mean-Square Error Approximation
Fourier Series
Periodic Functions
The Mathematic Formulation
Any function that satisfies
( ) ( ) f t f t T = +
where T is a constant and is called the period
of the function.
Example:
4
cos
3
cos ) (
t t
t f + =
Find its period.
) ( ) ( T t f t f + =
) (
4
1
cos ) (
3
1
cos
4
cos
3
cos T t T t
t t
+ + + = +
Fact:
) 2 cos( cos t + u = u m
t = m
T
2
3
t = n
T
2
4
t = m T 6
t = n T 8
t = 24 T
smallest T
Example:
t t t f
2 1
cos cos ) ( e + e =
Find its period.
) ( ) ( T t f t f + =
) ( cos ) ( cos cos cos
2 1 2 1
T t T t t t + e + + e = e + e
t = e m T 2
1
t = e n T 2
2
n
m
=
e
e
2
1
2
1
e
e
must be a
rational number
Example:
t t t f ) 10 cos( 10 cos ) ( t + + =
Is this function a periodic one?
t +
=
e
e
10
10
2
1
not a rational
number
Fourier Series
Fourier Series
Introduction
Decompose a periodic input signal into
primitive periodic components.

A periodic sequence





T 2T 3T
t
f(t)
Synthesis
T
nt
b
T
nt
a
a
t f
n
n
n
n
t
+
t
+ =


=

=
2
sin
2
cos
2
) (
1 1
0


DC Part


Even Part


Odd Part

T is a period of all the above signals
) sin( ) cos(
2
) (
0
1
0
1
0
t n b t n a
a
t f
n
n
n
n
e + e + =


=

=
Let e
0
=2t/T.
Orthogonal Functions
Call a set of functions {|
k
} orthogonal
on an interval a < t < b if it satisfies

=
=
= | |
}
n m r
n m
dt t t
n
b
a
n m
0
) ( ) (
Orthogonal set of Sinusoidal
Functions
Define e
0
=2t/T.
0 , 0 ) cos(
2 /
2 /
0
= = e
}

m dt t m
T
T
0 , 0 ) sin(
2 /
2 /
0
= = e
}

m dt t m
T
T

=
=
= e e
}

n m T
n m
dt t n t m
T
T
2 /
0
) cos( ) cos(
2 /
2 /
0 0

=
=
= e e
}

n m T
n m
dt t n t m
T
T
2 /
0
) sin( ) sin(
2 /
2 /
0 0
n m dt t n t m
T
T
and all for , 0 ) cos( ) sin(
2 /
2 /
0 0
= e e
}

We now prove this one

Proof
dt t n t m
T
T
}

e e
2 /
2 /
0 0
) cos( ) cos(


0
)] cos( ) [cos(
2
1
cos cos | o + | + o = | o
dt t n m dt t n m
T
T
T
T
} }

e + e + =
2 /
2 /
0
2 /
2 /
0
] ) cos[(
2
1
] ) cos[(
2
1
2 /
2 /
0
0
2 /
2 /
0
0
] ) sin[(
) (
1
2
1
] ) sin[(
) (
1
2
1 T
T
T
T
t n m
n m
t n m
n m

e
e
+ e +
e +
=
m = n
] ) sin[( 2
) (
1
2
1
] ) sin[( 2
) (
1
2
1
0 0
t
e +
+ t +
e +
= n m
n m
n m
n m


0
0 =
Proof
dt t n t m
T
T
}

e e
2 /
2 /
0 0
) cos( ) cos(


0
)] cos( ) [cos(
2
1
cos cos | o + | + o = | o
dt t m
T
T
}

e =
2 /
2 /
0
2
) ( cos
2 /
2 /
0
0
2 /
2 /
] 2 sin
4
1
2
1
T
T
T
T
t m
m
t

e
e
+ =
m = n
2
T
=
] 2 cos 1 [
2
1
cos
2
o + = o
dt t m
T
T
}

e + =
2 /
2 /
0
] 2 cos 1 [
2
1

=
=
= e e
}

n m T
n m
dt t n t m
T
T
2 /
0
) cos( ) cos(
2 /
2 /
0 0
Orthogonal set of Sinusoidal
Functions
Define e
0
=2t/T.
0 , 0 ) cos(
2 /
2 /
0
= = e
}

m dt t m
T
T
0 , 0 ) sin(
2 /
2 /
0
= = e
}

m dt t m
T
T

=
=
= e e
}

n m T
n m
dt t n t m
T
T
2 /
0
) cos( ) cos(
2 /
2 /
0 0

=
=
= e e
}

n m T
n m
dt t n t m
T
T
2 /
0
) sin( ) sin(
2 /
2 /
0 0
n m dt t n t m
T
T
and all for , 0 ) cos( ) sin(
2 /
2 /
0 0
= e e
}

e e e
e e e

, 3 sin , 2 sin , sin

, 3 cos , 2 cos , cos
, 1
0 0 0
0 0 0
t t t
t t t
an orthogonal set.
Decomposition
dt t f
T
a
T t
t
}
+
=
0
0
) (
2
0
, 2 , 1 cos ) (
2
0
0
0
= e =
}
+
n tdt n t f
T
a
T t
t
n
, 2 , 1 sin ) (
2
0
0
0
= e =
}
+
n tdt n t f
T
b
T t
t
n
) sin( ) cos(
2
) (
0
1
0
1
0
t n b t n a
a
t f
n
n
n
n
e + e + =


=

=
Proof
Use the following facts:
0 , 0 ) cos(
2 /
2 /
0
= = e
}

m dt t m
T
T
0 , 0 ) sin(
2 /
2 /
0
= = e
}

m dt t m
T
T

=
=
= e e
}

n m T
n m
dt t n t m
T
T
2 /
0
) cos( ) cos(
2 /
2 /
0 0

=
=
= e e
}

n m T
n m
dt t n t m
T
T
2 /
0
) sin( ) sin(
2 /
2 /
0 0
n m dt t n t m
T
T
and all for , 0 ) cos( ) sin(
2 /
2 /
0 0
= e e
}

Example (Square Wave)

1 1
2
2
0
0
=
t
=
}
t
dt a
, 2 , 1 0 sin
1
cos
2
2
0
0
= =
t
=
t
=
t
t
}
n nt
n
ntdt a
n

, 6 , 4 , 2 0
, 5 , 3 , 1 / 2
) 1 cos (
1
cos
1
sin
2
2
0
0

=
=
= = = =
}

n
n n
n
n
nt
n
ntdt b
n
t
t
t t t
t
t
t 2t 3t 4t 5t -t -2t -3t -4t -5t -6t
f(t)
1
1 1
2
2
0
0
=
t
=
}
t
dt a
, 2 , 1 0 sin
1
cos
2
2
0
0
= =
t
=
t
=
t
t
}
n nt
n
ntdt a
n

, 6 , 4 , 2 0
, 5 , 3 , 1 / 2
) 1 cos (
1
cos
1
sin
2
1
0
0

=
= t
= t
t
=
t
=
t
=
t
t
}

n
n n
n
n
nt
n
ntdt b
n
t 2t 3t 4t 5t -t -2t -3t -4t -5t -6t
f(t)
1
Example (Square Wave)
|
.
|

\
|
+ + +
t
+ = t t t t f 5 sin
5
1
3 sin
3
1
sin
2
2
1
) (
1 1
2
2
0
0
=
t
=
}
t
dt a
, 2 , 1 0 sin
1
cos
2
2
0
0
= =
t
=
t
=
t
t
}
n nt
n
ntdt a
n

, 6 , 4 , 2 0
, 5 , 3 , 1 / 2
) 1 cos (
1
cos
1
sin
2
1
0
0

=
= t
= t
t
=
t
=
t
=
t
t
}

n
n n
n
n
nt
n
ntdt b
n
t 2t 3t 4t 5t -t -2t -3t -4t -5t -6t
f(t)
1
Example (Square Wave)
-0.5
0
0.5
1
1.5
|
.
|

\
|
+ + +
t
+ = t t t t f 5 sin
5
1
3 sin
3
1
sin
2
2
1
) (
Harmonics
T
nt
b
T
nt
a
a
t f
n
n
n
n
t
+
t
+ =


=

=
2
sin
2
cos
2
) (
1 1
0


DC Part


Even Part


Odd Part

T is a period of all the above signals
) sin( ) cos(
2
) (
0
1
0
1
0
t n b t n a
a
t f
n
n
n
n
e + e + =


=

=
Harmonics
t n b t n a
a
t f
n
n
n
n 0
1
0
1
0
sin cos
2
) ( e + e + =


=

=
T
f
t
= t = e
2
2
0 0
Define , called the fundamental angular frequency.
0
e = e n
n
Define , called the n-th harmonic of the periodic function.
t b t a
a
t f
n
n
n n
n
n
e + e + =


=

=
sin cos
2
) (
1 1
0
Harmonics
t b t a
a
t f
n
n
n n
n
n
e + e + =


=

=
sin cos
2
) (
1 1
0
) sin cos (
2
1
0
t b t a
a
n n n
n
n
e + e + =

=
|
|
.
|

\
|
e
+
+ e
+
+ + =
1
2 2 2 2
2 2
0
sin cos
2
n
n
n n
n
n
n n
n
n n
t
b a
b
t
b a
a
b a
a
( )

=
e u + e u + + =
1
2 2
0
sin sin cos cos
2
n
n n n n n n
t t b a
a
) cos(
1
0 n
n
n n
t C C u e + =

=
Amplitudes and Phase Angles
) cos( ) (
1
0 n
n
n n
t C C t f u e + =

=
2
0
0
a
C =
2 2
n n n
b a C + =
|
|
.
|

\
|
= u

n
n
n
a
b
1
tan
harmonic amplitude phase angle
Fourier Series
Complex Form of the
Fourier Series
Complex Exponentials
t n j t n e
t jn
0 0
sin cos
0
e + e =
e
( )
t jn t jn
e e t n
0 0
2
1
cos
0
e e
+ = e
t n j t n e
t jn
0 0
sin cos
0
e e =
e
( ) ( )
t jn t jn t jn t jn
e e
j
e e
j
t n
0 0 0 0
2 2
1
sin
0
e e e e
= = e
Complex Form of the Fourier Series
t n b t n a
a
t f
n
n
n
n 0
1
0
1
0
sin cos
2
) ( e + e + =


=

=
( ) ( )
t jn t jn
n
n
t jn t jn
n
n
e e b
j
e e a
a
0 0 0 0
1 1
0
2 2
1
2
e e

=
e e

=
+ + =

=
e e
(

+ + + =
1
0
0 0
) (
2
1
) (
2
1
2
n
t jn
n n
t jn
n n
e jb a e jb a
a
| |

=
e

e
+ + =
1
0
0 0
n
t jn
n
t jn
n
e c e c c
) (
2
1
) (
2
1
2
0
0
n n n
n n n
jb a c
jb a c
a
c
+ =
=
=

Complex Form of the Fourier Series

| |

=
e

e
+ + =
1
0
0 0
) (
n
t jn
n
t jn
n
e c e c c t f


=
e

=
e
+ + =
1
1
0
0 0
n
t jn
n
n
t jn
n
e c e c c

=
e
=
n
t jn
n
e c
0
) (
2
1
) (
2
1
2
0
0
n n n
n n n
jb a c
jb a c
a
c
+ =
=
=

Complex Form of the Fourier Series

}

= =
2 /
2 /
0
0
) (
1
2
T
T
dt t f
T
a
c
) (
2
1
n n n
jb a c =
(

e e =
} }

2 /
2 /
0
2 /
2 /
0
sin ) ( cos ) (
1
T
T
T
T
tdt n t f j tdt n t f
T
}

e e =
2 /
2 /
0 0
) sin )(cos (
1
T
T
dt t n j t n t f
T
}

e
=
2 /
2 /
0
) (
1
T
T
t jn
dt e t f
T
}

= + =
2 /
2 /
0
) (
1
) (
2
1
T
T
t jn
n n n
dt e t f
T
jb a c
) (
2
1
) (
2
1
2
0
0
n n n
n n n
jb a c
jb a c
a
c
+ =
=
=

Complex Form of the Fourier Series

=
e
=
n
t jn
n
e c t f
0
) (
dt e t f
T
c
T
T
t jn
n
}

e
=
2 /
2 /
0
) (
1
) (
2
1
) (
2
1
2
0
0
n n n
n n n
jb a c
jb a c
a
c
+ =
=
=

If f(t) is real,
*
n n
c c =

n n
j
n n n
j
n n
e c c c e c c
|

|
= = = | | , | |
*
2 2
2
1
| | | |
n n n n
b a c c + = =

|
|
.
|

\
|
= |

n
n
n
a
b
1
tan
, 3 , 2 , 1 = n
0 0
2
1
a c =
Complex Frequency Spectra
n n
j
n n n
j
n n
e c c c e c c
|

|
= = = | | , | |
*
2 2
2
1
| | | |
n n n n
b a c c + = =

|
|
.
|

\
|
= |

n
n
n
a
b
1
tan , 3 , 2 , 1 = n
0 0
2
1
a c =
|c
n
|
e
amplitude
spectrum
|
n

e
phase
spectrum
Example
2
T
2
T

T T
2
d
t
f(t)
A
2
d

dt e
T
A
c
d
d
t jn
n
}

e
=
2 /
2 /
0
2 /
2 /
0
0
1
d
d
t jn
e
jn T
A

e
e
=
|
|
.
|

\
|
e

e
=
e e 2 /
0
2 /
0
0 0
1 1
d jn d jn
e
jn
e
jn T
A
) 2 / sin 2 (
1
0
0
d n j
jn T
A
e
e
=
2 / sin
1
0
0 2
1
d n
n T
A
e
e
=
|
.
|

\
|
t
|
.
|

\
|
t
=
T
d n
T
d n
T
Ad
sin
|
.
|

\
|
t
|
.
|

\
|
t
=
T
d n
T
d n
T
Ad
c
n
sin
8
2

5
1
T
,
4
1
,
20
1
0
t =
t
= e
= = =
T
d
T d
Example
40t 80t 120t -40t
0
-120t -80t
A/5
5e
0
10e
0
15e
0
-5e
0
-10e
0
-15e
0

|
.
|

\
|
t
|
.
|

\
|
t
=
T
d n
T
d n
T
Ad
c
n
sin
4
2

5
1
T
,
2
1
,
20
1
0
t
t
e = =
= = =
T
d
T d
Example
40t 80t 120t -40t
0
-120t -80t
A/10
10e
0
20e
0
30e
0
-10e
0
-20e
0
-30e
0

Example
dt e
T
A
c
d
t jn
n
}
e
=
0
0
d
t jn
e
jn T
A
0
0
0
1
e
e
=
|
|
.
|

\
|
e

e
=
e
0 0
1 1
0
jn
e
jn T
A
d jn
) 1 (
1
0
0
d jn
e
jn T
A
e

e
=
2 /
0
sin
d jn
e
T
d n
T
d n
T
Ad
e
|
.
|

\
|
t
|
.
|

\
|
t
=
T T
d
t
f(t)
A
0
) (
1
2 / 2 / 2 /
0
0 0 0
d jn d jn d jn
e e e
jn T
A
e e e

e
=
Fourier Series
Impulse Train
Dirac Delta Function

=
=
= o
0
0 0
) (
t
t
t
and
1 ) ( = o
}

dt t
0
t
Also called unit impulse function.
Property
) 0 ( ) ( ) ( | = | o
}

dt t t
) 0 ( ) ( ) 0 ( ) 0 ( ) ( ) ( ) ( | = o | = | o = | o
} } }

dt t dt t dt t t
|(t): Test Function
Impulse Train
0
t
T 2T 3T T 2T 3T

=
o = o
n
T
nT t t ) ( ) (
Fourier Series of the Impulse Train

=
o = o
n
T
nT t t ) ( ) (
T
dt t
T
a
T
T
T
2
) (
2
2 /
2 /
0
= o =
}

T
dt t n t
T
a
T
T
T n
2
) cos( ) (
2
2 /
2 /
0
= e o =
}

0 ) sin( ) (
2
2 /
2 /
0
= e o =
}

dt t n t
T
b
T
T
T n

=
e + = o
n
T
t n
T T
t
0
cos
2 1
) (
Complex Form
Fourier Series of the Impulse Train
T
dt t
T
a
c
T
T
T
1
) (
1
2
2 /
2 /
0
0
= o = =
}

T
dt e t
T
c
T
T
t jn
T n
1
) (
1
2 /
2 /
0
= o =
}

=
e
= o
n
t jn
T
e
T
t
0
1
) (

=
o = o
n
T
nT t t ) ( ) (
Fourier Series
Analysis of
Periodic Waveforms
Waveform Symmetry
Even Functions


Odd Functions
) ( ) ( t f t f =
) ( ) ( t f t f =
Decomposition
Any function f(t) can be expressed as the
sum of an even function f
e
(t) and an odd
function f
o
(t).
) ( ) ( ) ( t f t f t f
o e
+ =
)] ( ) ( [ ) (
2
1
t f t f t f
e
+ =
)] ( ) ( [ ) (
2
1
t f t f t f
o
=
Even Part
Odd Part
Example

<
>
=

0 0
0
) (
t
t e
t f
t
Even Part
Odd Part

<
>
=

0
0
) (
2
1
2
1
t e
t e
t f
t
t
e

<
>
=

0
0
) (
2
1
2
1
t e
t e
t f
t
t
o
Half-Wave Symmetry
) ( ) ( T t f t f + =
and ( ) 2 / ) ( T t f t f + =
T T/2 T/2
Quarter-Wave Symmetry
Even Quarter-Wave Symmetry
T T/2 T/2
Odd Quarter-Wave Symmetry
T
T/2 T/2
Hidden Symmetry
The following is a asymmetry periodic function:
Adding a constant to get symmetry property.
A
T T
A/2
A/2
T T
Fourier Coefficients of
Symmetrical Waveforms
The use of symmetry properties simplifies the
calculation of Fourier coefficients.
Even Functions
Odd Functions
Half-Wave
Even Quarter-Wave
Odd Quarter-Wave
Hidden
Fourier Coefficients of Even Functions
) ( ) ( t f t f =
t n a
a
t f
n
n 0
1
0
cos
2
) ( e + =

=
}
e =
2 /
0
0
) cos( ) (
4
T
n
dt t n t f
T
a
Fourier Coefficients of Even Functions
) ( ) ( t f t f =
t n b t f
n
n 0
1
sin ) ( e =

=
}
e =
2 /
0
0
) sin( ) (
4
T
n
dt t n t f
T
b
Fourier Coefficients for Half-Wave Symmetry
) ( ) ( T t f t f + =
and ( ) 2 / ) ( T t f t f + =
T T/2 T/2
The Fourier series contains only odd harmonics.
Fourier Coefficients for Half-Wave Symmetry
) ( ) ( T t f t f + =
and ( ) 2 / ) ( T t f t f + =
) sin cos ( ) (
1
0 0

=
e + e =
n
n n
t n b t n a t f

e
=
}
odd for ) cos( ) (
4
even for 0
2 /
0
0
n dt t n t f
T
n
a
T
n

e
=
}
odd for ) sin( ) (
4
even for 0
2 /
0
0
n dt t n t f
T
n
b
T
n
Fourier Coefficients for
Even Quarter-Wave Symmetry
T T/2 T/2
] ) 1 2 cos[( ) (
0
1
1 2
t n a t f
n
n
e =

=

}
e =

4 /
0
0 1 2
] ) 1 2 cos[( ) (
8
T
n
dt t n t f
T
a
Fourier Coefficients for
Odd Quarter-Wave Symmetry
] ) 1 2 sin[( ) (
0
1
1 2
t n b t f
n
n
e =

=

}
e =

4 /
0
0 1 2
] ) 1 2 sin[( ) (
8
T
n
dt t n t f
T
b
T
T/2 T/2
Example
Even Quarter-Wave Symmetry
}
e =

4 /
0
0 1 2
] ) 1 2 cos[( ) (
8
T
n
dt t n t f
T
a
}
e =
4 /
0
0
] ) 1 2 cos[(
8
T
dt t n
T
4 /
0
0
0
] ) 1 2 sin[(
) 1 2 (
8
T
t n
T n
e
e
=
t
=

) 1 2 (
4
) 1 (
1
n
n
T
T/2 T/2
1
1
T T/4 T/4
Example
Even Quarter-Wave Symmetry
}
e =

4 /
0
0 1 2
] ) 1 2 cos[( ) (
8
T
n
dt t n t f
T
a
}
e =
4 /
0
0
] ) 1 2 cos[(
8
T
dt t n
T
4 /
0
0
0
] ) 1 2 sin[(
) 1 2 (
8
T
t n
T n
e
e
=
t
=

) 1 2 (
4
) 1 (
1
n
n
T
T/2 T/2
1
1
T T/4 T/4
|
.
|

\
|
+ e + e e
t
= t t t t f
0 0 0
5 cos
5
1
3 cos
3
1
cos
4
) (
Example
T
T/2 T/2
1
1
T T/4 T/4
Odd Quarter-Wave Symmetry
}
e =

4 /
0
0 1 2
] ) 1 2 sin[( ) (
8
T
n
dt t n t f
T
b
}
e =
4 /
0
0
] ) 1 2 sin[(
8
T
dt t n
T
4 /
0
0
0
] ) 1 2 cos[(
) 1 2 (
8
T
t n
T n
e
e

=
t
=
) 1 2 (
4
n
Example
T
T/2 T/2
1
1
T T/4 T/4
Odd Quarter-Wave Symmetry
}
e =

4 /
0
0 1 2
] ) 1 2 sin[( ) (
8
T
n
dt t n t f
T
b
}
e =
4 /
0
0
] ) 1 2 sin[(
8
T
dt t n
T
4 /
0
0
0
] ) 1 2 cos[(
) 1 2 (
8
T
t n
T n
e
e

=
t
=
) 1 2 (
4
n
|
.
|

\
|
+ e + e + e
t
= t t t t f
0 0 0
5 sin
5
1
3 sin
3
1
sin
4
) (
Fourier Series
Half-Range
Expansions
Non-Periodic Function Representation
A non-periodic function f(t) defined over (0, t)
can be expanded into a Fourier series which is
defined only in the interval (0, t).
t
Without Considering Symmetry
A non-periodic function f(t) defined over (0, t)
can be expanded into a Fourier series which is
defined only in the interval (0, t).
t T
Expansion Into Even Symmetry
A non-periodic function f(t) defined over (0, t)
can be expanded into a Fourier series which is
defined only in the interval (0, t).
t T=2t
Expansion Into Odd Symmetry
A non-periodic function f(t) defined over (0, t)
can be expanded into a Fourier series which is
defined only in the interval (0, t).
t
T=2t
Expansion Into Half-Wave Symmetry
A non-periodic function f(t) defined over (0, t)
can be expanded into a Fourier series which is
defined only in the interval (0, t).
t
T=2t
Expansion Into
Even Quarter-Wave Symmetry
A non-periodic function f(t) defined over (0, t)
can be expanded into a Fourier series which is
defined only in the interval (0, t).
t
T/2=2t
T=4t
Expansion Into
Odd Quarter-Wave Symmetry
A non-periodic function f(t) defined over (0, t)
can be expanded into a Fourier series which is
defined only in the interval (0, t).
t
T/2=2t T=4t
Fourier Series
Least Mean-Square
Error Approximation
Approximation a function
Use ( )

=
e + e + =
k
n
n n k
t n b t n a
a
t S
1
0 0
0
sin cos
2
) (
to represent f(t) on interval T/2 < t < T/2.
Define
) ( ) ( ) ( t S t f t
k k
= c
}

c =
2 /
2 /
2
)] ( [
1
T
T
k k
dt t
T
E
Mean-Square
Error
Approximation a function
Show that using S
k
(t) to represent f(t) has
least mean-square property.
}

c =
2 /
2 /
2
)] ( [
1
T
T
k k
dt t
T
E
( )
}

=
(

e + e =
2 /
2 /
2
1
0 0
0
sin cos
2
) (
1
T
T
k
n
n n
dt t n b t n a
a
t f
T
Proven by setting cE
k
/ca
i
= 0 and cE
k
/cb
i
= 0.
Approximation a function
}

c =
2 /
2 /
2
)] ( [
1
T
T
k k
dt t
T
E
( )
}

=
(

e + e =
2 /
2 /
2
1
0 0
0
sin cos
2
) (
1
T
T
k
n
n n
dt t n b t n a
a
t f
T
0 ) (
1
2
2 /
2 /
0
0
= =
c
c
}

T
T
k
dt t f
T
a
a
E
0 cos ) (
2
2 /
2 /
0
= e =
c
c
}

T
T
n
n
k
tdt n t f
T
a
a
E
0 sin ) (
2
2 /
2 /
0
= e =
c
c
}

T
T
n
n
k
tdt n t f
T
b
b
E
Mean-Square Error
}

c =
2 /
2 /
2
)] ( [
1
T
T
k k
dt t
T
E
( )
}

=
(

e + e =
2 /
2 /
2
1
0 0
0
sin cos
2
) (
1
T
T
k
n
n n
dt t n b t n a
a
t f
T
}

=
+ =
2 /
2 /
1
2 2
2
0
2
) (
2
1
4
)] ( [
1
T
T
k
n
n n k
b a
a
dt t f
T
E
Mean-Square Error
}

c =
2 /
2 /
2
)] ( [
1
T
T
k k
dt t
T
E
( )
}

=
(

e + e =
2 /
2 /
2
1
0 0
0
sin cos
2
) (
1
T
T
k
n
n n
dt t n b t n a
a
t f
T
}

=
+ + >
2 /
2 /
1
2 2
2
0
2
) (
2
1
4
)] ( [
1
T
T
k
n
n n
b a
a
dt t f
T
Mean-Square Error
}

c =
2 /
2 /
2
)] ( [
1
T
T
k k
dt t
T
E
( )
}

=
(

e + e =
2 /
2 /
2
1
0 0
0
sin cos
2
) (
1
T
T
k
n
n n
dt t n b t n a
a
t f
T
}

=
+ + =
2 /
2 /
1
2 2
2
0
2
) (
2
1
4
)] ( [
1
T
T
n
n n
b a
a
dt t f
T