EE3054

Si gnal s and Syst ems

Four i er Ser i es and
Spec t r um
Yao Wang
Pol yt ec hni c Uni ver si t y
Most of the slides included are extracted from lecture presentations prepared by
McClellan and Schafer
3/25/2008 2003, J H McClellan & RW Schafer 2
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What i s Four i er Ser i es?
Any real, periodic signal with fundamental freq. f0=1/T0 can be
represented as the sum of complex exponential signals with freq=k f0
SPECTRUM: SPECTRUM: plot of a
k,
Complex Amplitude for k-th Harmonic
ANALYSIS: ANALYSIS: Determine coefficients a
k
from x(t)
SYNTHESIS: SYNTHESIS: Generating x(t) from a_k

=
0
0
0
0
) / 2 (
1
) (
T
dt e t x a
t T k j
T
k

{ }

=

+ + =
N
k
t f j
k
t f j
k
k k
e a e a a t x
1
2 2
0
) (

3/25/2008 2003, J H McClellan & RW Schafer 4
Ex ampl e:
Write as sum of sin(3 pi t) and sin( 9pi t)
Then expand using complex exponential
) 3 ( sin ) (
3
t t x =
t j t j t j t j
e
j
e
j
e
j
e
j
t x
9 3 3 9
8 8
3
8
3
8
) (

=
3/25/2008 2003, J H McClellan & RW Schafer 5
Ex ampl e
) 3 ( sin ) (
3
t t x =
t j t j t j t j
e
j
e
j
e
j
e
j
t x
9 3 3 9
8 8
3
8
3
8
) (

=
3/25/2008 2003, J H McClellan & RW Schafer 6
Ex ampl e
In this case, analysis
just requires picking
off the coefficients.
) 3 ( sin ) (
3
t t x =
t j t j t j t j
e
j
e
j
e
j
e
j
t x
9 3 3 9
8 8
3
8
3
8
) (

=
3 = k
1 = k 1 = k
3 = k
k
a
3/25/2008 2003, J H McClellan & RW Schafer 7
Anal ysi s: x (t ) a
k
Step 1: determine the fundamental period of the
signal, T
0
Shortest interval where signal repeats or satisfy
x(t+T
0
)=x(t)
Step 2: using the following formula to compute
a_k:

=
0
0
0
0
) (
1
T
dt e t x a
t k j
T
k

3/25/2008 2003, J H McClellan & RW Schafer 8

Ex . 1: SQUARE WAVE
0
.02
.02 0.04
1
t
x(t)
.01
sec. 04 . 0 for
0
0 1
) (
0
0 0
2
1
0
2
1
=

<
<
=
T
T t T
T t
t x
3/25/2008 2003, J H McClellan & RW Schafer 9
FS f or a SQUARE WAVE {a
k
}
) 0 ( ) (
1
0
0
0
) / 2 (
0
=

k dt e t x
T
a
T
kt T j
k

02 .
0
) 04 . / 2 (
) 04 . / 2 ( 04 .
1
02 .
0
) 04 . / 2 (
1
04 .
1
kt j
k j
kt j
k
e dt e a

= =

k j
e
k j
k
k j

2
) 1 ( 1
) 1 (
) 2 (
1
) (

=

=

3/25/2008 2003, J H McClellan & RW Schafer 10
DC Coef f i c i ent : a
0
) 0 ( ) (
1
0
0
0
) / 2 (
0
= =

k dt e t x
T
a
T
kt T j
k

) Area (
1
) (
1
0
0
0
0
0
T
dt t x
T
a
T
= =

2
1
02 .
0
0
) 0 02 (.
04 .
1
1
04 .
1
= = =

dt a
3/25/2008 2003, J H McClellan & RW Schafer 11
Four i er Coef f i c i ent s a
k
a
k
is a function of k
Complex Amplitude for k-th Harmonic
This one doesnt depend on the period, T
0

=
=
=
=

=
0
, 4 , 2 0
, 3 , 1
1
2
) 1 ( 1
2
1
k
k
k
k j
k j
a
k
k
l
l

3/25/2008 2003, J H McClellan & RW Schafer 12

Spec t r um f r om Four i er Ser i es

=
=
=

=
0
, 4 , 2 0
, 3 , 1
2
1
k
k
k
k
j
a
k
l
l

) 25 ( 2 ) 04 . 0 /( 2
0
= =
3/25/2008 2003, J H McClellan & RW Schafer 13
Ex . 2: Rec t i f i ed Si ne Wave {a
k
}
) 1 ( ) (
1
0
0
0
) / 2 (
0
=

k dt e t x
T
a
T
kt T j
k

2 /
0
)) 1 )( / 2 ( ( 2
) 1 )( / 2 (
2 /
0
)) 1 )( / 2 ( ( 2
) 1 )( / 2 (
2 /
0
) 1 )( / 2 (
2
1
2 /
0
) 1 )( / 2 (
2
1
2 /
0
) / 2 (
) / 2 ( ) / 2 (
1
2 /
0
) / 2 (
2 1
0
0 0
0
0
0 0
0
0
0
0
0
0
0
0
0
0 0
0
0
0
0 0
2
) sin(
T
k T j T j
t k T j
T
k T j T j
t k T j
T
t k T j
T j
T
t k T j
T j
T
kt T j
t T j t T j
T
T
kt T j
T T
k
e e
dt e dt e
dt e
j
e e
dt e t a
+
+


+

=
=

=
=

Half-Wave Rectified Sine

3/25/2008 2003, J H McClellan & RW Schafer 14
( ) ( )
( ) ( )
( )( )

= = =
=
=
=

+
+
+

+
+

+
+


even
1 ?
odd 0
1 ) 1 (
1 1
1 1
) 1 (
1
) 1 ( 4
) 1 ( 1
) 1 (
) 1 ( 4
1
) 1 (
) 1 ( 4
1
2 / ) 1 )( / 2 (
) 1 ( 4
1
2 / ) 1 )( / 2 (
) 1 ( 4
1
2 /
0
)) 1 )( / 2 ( ( 2
) 1 )( / 2 (
2 /
0
)) 1 )( / 2 ( ( 2
) 1 )( / 2 (
2
2
0 0 0 0
0
0 0
0
0
0 0
0
k
k
k
e e
e e
e e
a
k
k
k
k k
k j
k
k j
k
T k T j
k
T k T j
k
T
k T j T j
t k T j
T
k T j T j
t k T j
k

FS: Rec t i f i ed Si ne Wave

{a
k
}
4
1
j

3/25/2008 2003, J H McClellan & RW Schafer 15

Spec t r um
Show plot
3/25/2008 2003, J H McClellan & RW Schafer 16
Four i er Ser i es Synt hesi s
HOW do you APPROXIMATE x(t) ?
Use FINITE number of coefficients

=
0
0
0
0
) / 2 (
1
) (
T
t k T j
T
k
dt e t x a

real is ) ( when
*
t x a a
k k
=

t f k j
N
N k
k
e a t x
0
2
) (

=
=
3/25/2008 2003, J H McClellan & RW Schafer 17
Four i er Ser i es Synt hesi s
3/25/2008 2003, J H McClellan & RW Schafer 18
Synt hesi s: 1st & 3r d Har moni c s
) ) 75 ( 2 cos(
3
2
) ) 25 ( 2 cos(
2
2
1
) (
2 2

+ + = t t t y
3/25/2008 2003, J H McClellan & RW Schafer 19
Synt hesi s: up t o 7t h Har moni c
) 350 sin(
7
2
) 250 sin(
5
2
) 150 sin(
3
2
) 50 cos(
2
2
1
) (
2
t t t t t y

+ + + + =
3/25/2008 2003, J H McClellan & RW Schafer 20
Four i er Synt hesi s
l + + + = ) 3 sin(
3
2
) sin(
2
2
1
) (
0 0
t t t x
N

3/25/2008 2003, J H McClellan & RW Schafer 21

Gi bbs Phenomenon
Convergence at DISCONTINUITY of x(t)
There is always an overshoot
9%for the Square Wave case
3/25/2008 2003, J H McClellan & RW Schafer 22
Four i er Ser i es Demos
Fourier Series J ava Applet
Greg Slabaugh
Interactive
http://users.ece.gatech.edu/mcclella/2025/Fsdemo_Slabaugh/fourier.html
MATLAB GUI: fseriesdemo
http://users.ece.gatech.edu/mcclella/matlabGUIs/index.html
3/25/2008 2003, J H McClellan & RW Schafer 23
f ser i esdemo GUI
3/25/2008 2003, J H McClellan & RW Schafer 24
Four i er Ser i es J ava Appl et
3/25/2008 2003, J H McClellan & RW Schafer 25
Al t er nat e For ms of FS
Generally, we have the FS representation
If x(t) is real, a_k=a^*_{-k}(Conjugate
symmetry)
Proof

=
+ =
k
t f j
k
k
e a a t x
2
0
) (

+ + =
1
2 * 2
0
) (
k
t f j
k
t f j
k
k k
e a e a a t x

3/25/2008 2003, J H McClellan & RW Schafer 26
Al t er nat e For ms of FS

+ + =
1
2 * 2
0
) (
k
t f j
k
t f j
k
k k
e a e a a t x

k k k k
j
k k
k
k k k
a a A
e A a
t f A a t x
k
= =
=
+ + =

; 2
;
2
1
) 2 cos( ) (
1
0
3/25/2008 2003, J H McClellan & RW Schafer 27
HI STORY
J ean Baptiste J oseph Fourier
1807 thesis (memoir)
On the Propagation of Heat in Solid Bodies
Heat !
Napoleonic era
http://www-groups.dcs.st-and.ac.uk/~history/Mathematicians/Fourier.html
3/25/2008 2003, J H McClellan & RW Schafer 28
READI NG ASSI GNMENTS
This Lecture:
Fourier Series in Ch 3, Sects 3-4, 3-5 & 3-6
Review: entire Chap 3