2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

2: Fourier Series

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 1 / 11

Periodic Functions
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

A function, u(t), is periodic with period T if u(t + T ) = u(t) t

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 2 / 11

Periodic Functions
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

A function, u(t), is periodic with period T if u(t + T ) = u(t) t

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 2 / 11

Periodic Functions
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

A function, u(t), is periodic with period T if u(t + T ) = u(t) t

Periodic with period T Periodic with period kT k Z+

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 2 / 11

Periodic Functions
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

A function, u(t), is periodic with period T if u(t + T ) = u(t) t

Periodic with period T Periodic with period kT k Z+
The fundamental period is the smallest T > 0 for which u(t + T ) = u(t)

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 2 / 11

Periodic Functions
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

A function, u(t), is periodic with period T if u(t + T ) = u(t) t

Periodic with period T Periodic with period kT k Z+
The fundamental period is the smallest T > 0 for which u(t + T ) = u(t)
T

If you add together functions with different periods the fundamental period
is the lowest common multiple (LCM) of the individual fundamental periods.

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 2 / 11

Periodic Functions
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

A function, u(t), is periodic with period T if u(t + T ) = u(t) t

Periodic with period T Periodic with period kT k Z+
The fundamental period is the smallest T > 0 for which u(t + T ) = u(t)
T

If you add together functions with different periods the fundamental period
is the lowest common multiple (LCM) of the individual fundamental periods.
Example:

u(t) = cos 4t
v(t) = cos 5t
Tu = 0.5

E1.10 Fourier Series and Transforms (2014-5379)

Tu = 2
4 = 0.5
2
= 0.4
Tv = 5

Tv = 0.4

Fourier Series: 2 2 / 11

Periodic Functions
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

A function, u(t), is periodic with period T if u(t + T ) = u(t) t

Periodic with period T Periodic with period kT k Z+
The fundamental period is the smallest T > 0 for which u(t + T ) = u(t)
T

If you add together functions with different periods the fundamental period
is the lowest common multiple (LCM) of the individual fundamental periods.
Example:

u(t) = cos 4t Tu = 2
4 = 0.5
2
= 0.4
v(t) = cos 5t Tv = 5
w(t) = u(t) + 0.1v(t)
Tu = 0.5

E1.10 Fourier Series and Transforms (2014-5379)

Tv = 0.4

Fourier Series: 2 2 / 11

Periodic Functions
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

A function, u(t), is periodic with period T if u(t + T ) = u(t) t

Periodic with period T Periodic with period kT k Z+
The fundamental period is the smallest T > 0 for which u(t + T ) = u(t)
T

If you add together functions with different periods the fundamental period
is the lowest common multiple (LCM) of the individual fundamental periods.
Example:

u(t) = cos 4t Tu = 2
4 = 0.5
2
= 0.4
v(t) = cos 5t Tv = 5
w(t) = u(t) + 0.1v(t) Tw = lcm(0.5, 0.4) = 2.0
Tu = 0.5

E1.10 Fourier Series and Transforms (2014-5379)

Tv = 0.4

Tw = 2.0

Fourier Series: 2 2 / 11

Fourier Series
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

If u(t) has fundamental period T and fundamental frequency F = T1 then,

in most cases, we can express it as a (possibly infinite) sum of sine and
cosine waves with frequencies 0, F , 2F , 3F , .

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 3 / 11

Fourier Series
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

If u(t) has fundamental period T and fundamental frequency F = T1 then,

in most cases, we can express it as a (possibly infinite) sum of sine and
cosine waves with frequencies 0, F , 2F , 3F , .
T

u(t) =
T

sin 2F t

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 3 / 11

Fourier Series
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

If u(t) has fundamental period T and fundamental frequency F = T1 then,

in most cases, we can express it as a (possibly infinite) sum of sine and
cosine waves with frequencies 0, F , 2F , 3F , .
T

u(t) =
T

sin 2F t
T/2

0.4 sin 22F t

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 3 / 11

Fourier Series
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

If u(t) has fundamental period T and fundamental frequency F = T1 then,

in most cases, we can express it as a (possibly infinite) sum of sine and
cosine waves with frequencies 0, F , 2F , 3F , .
T

u(t) =
T

sin 2F t
T/2

0.4 sin 22F t

T/3

+0.4 sin 23F t

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 3 / 11

Fourier Series
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

If u(t) has fundamental period T and fundamental frequency F = T1 then,

in most cases, we can express it as a (possibly infinite) sum of sine and
cosine waves with frequencies 0, F , 2F , 3F , .
T

u(t) =
T

sin 2F t
T/2

0.4 sin 22F t

T/3

+0.4 sin 23F t

T/4

0.2 cos 24F t

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 3 / 11

Fourier Series
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

If u(t) has fundamental period T and fundamental frequency F = T1 then,

in most cases, we can express it as a (possibly infinite) sum of sine and
cosine waves with frequencies 0, F , 2F , 3F , .
T

u(t) =
T

sin 2F t
T/2

0.4 sin 22F t

T/3

+0.4 sin 23F t

T/4

0.2 cos 24F t

The Fourier series for u(t) is

u(t) =

E1.10 Fourier Series and Transforms (2014-5379)

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Fourier Series: 2 3 / 11

Fourier Series
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

If u(t) has fundamental period T and fundamental frequency F = T1 then,

in most cases, we can express it as a (possibly infinite) sum of sine and
cosine waves with frequencies 0, F , 2F , 3F , .
T

u(t) =
T

sin 2F t
T/2

0.4 sin 22F t

T/3

+0.4 sin 23F t

T/4

0.2 cos 24F t

The Fourier series for u(t) is

u(t) =

a0
2

+ n=1 (an cos 2nF t + bn sin 2nF t)

The Fourier coefficients of u(t) are a0 , a1 , and b1 , b2 , .

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 3 / 11

Fourier Series
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

If u(t) has fundamental period T and fundamental frequency F = T1 then,

in most cases, we can express it as a (possibly infinite) sum of sine and
cosine waves with frequencies 0, F , 2F , 3F , .
T

u(t) =
T

sin 2F t

[b1 = 1]

0.4 sin 22F t

[b2 = 0.4]

+0.4 sin 23F t

[b3 = 0.4]

0.2 cos 24F t

[a4 = 0.2]

T/2

T/3

T/4

The Fourier series for u(t) is

u(t) =

a0
2

+ n=1 (an cos 2nF t + bn sin 2nF t)

The Fourier coefficients of u(t) are a0 , a1 , and b1 , b2 , .

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 3 / 11

Fourier Series
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

If u(t) has fundamental period T and fundamental frequency F = T1 then,

in most cases, we can express it as a (possibly infinite) sum of sine and
cosine waves with frequencies 0, F , 2F , 3F , .
T

u(t) =
T

sin 2F t

[b1 = 1]

0.4 sin 22F t

[b2 = 0.4]

+0.4 sin 23F t

[b3 = 0.4]

0.2 cos 24F t

[a4 = 0.2]

T/2

T/3

T/4

The Fourier series for u(t) is

u(t) =

a0
2

+ n=1 (an cos 2nF t + bn sin 2nF t)

The Fourier coefficients of u(t) are a0 , a1 , and b1 , b2 , .
The nth harmonic of the fundamental is the component at a frequency nF .
E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 3 / 11

Why Sin and Cos Waves?

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Why are engineers obsessed with sine waves?

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 4 / 11

Why Sin and Cos Waves?

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Why are engineers obsessed with sine waves?

Answer: Because ...

1. A sine wave remains a sine wave of the same frequency when you
(a) multiply by a constant,
(b) add onto to another sine wave of the same frequency,
(c) differentiate or integrate or shift in time

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 4 / 11

Why Sin and Cos Waves?

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Why are engineers obsessed with sine waves?

Answer: Because ...

1. A sine wave remains a sine wave of the same frequency when you
(a) multiply by a constant,
(b) add onto to another sine wave of the same frequency,
(c) differentiate or integrate or shift in time

2. Almost any function can be expressed as a sum of sine waves

Periodic functions Fourier Series
Aperiodic functions Fourier Transform

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 4 / 11

Why Sin and Cos Waves?

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Why are engineers obsessed with sine waves?

Answer: Because ...

1. A sine wave remains a sine wave of the same frequency when you
(a) multiply by a constant,
(b) add onto to another sine wave of the same frequency,
(c) differentiate or integrate or shift in time

2. Almost any function can be expressed as a sum of sine waves

Periodic functions Fourier Series
Aperiodic functions Fourier Transform
3. Many physical and electronic systems are
(a) composed entirely of constant-multiply/add/differentiate
(b) linear: u(t) x(t) and v(t) y(t)
means that u(t) + v(t) x(t) + y(t)

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 4 / 11

Why Sin and Cos Waves?

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Why are engineers obsessed with sine waves?

Answer: Because ...

1. A sine wave remains a sine wave of the same frequency when you
(a) multiply by a constant,
(b) add onto to another sine wave of the same frequency,
(c) differentiate or integrate or shift in time

2. Almost any function can be expressed as a sum of sine waves

Periodic functions Fourier Series
Aperiodic functions Fourier Transform
3. Many physical and electronic systems are
(a) composed entirely of constant-multiply/add/differentiate
(b) linear: u(t) x(t) and v(t) y(t)
means that u(t) + v(t) x(t) + y(t)
sum of sine waves sum of sine waves

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 4 / 11

Why Sin and Cos Waves?

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Why are engineers obsessed with sine waves?

Answer: Because ...

1. A sine wave remains a sine wave of the same frequency when you
(a) multiply by a constant,
(b) add onto to another sine wave of the same frequency,
(c) differentiate or integrate or shift in time

2. Almost any function can be expressed as a sum of sine waves

Periodic functions Fourier Series
Aperiodic functions Fourier Transform
3. Many physical and electronic systems are
(a) composed entirely of constant-multiply/add/differentiate
(b) linear: u(t) x(t) and v(t) y(t)
means that u(t) + v(t) x(t) + y(t)
sum of sine waves sum of sine waves
In these lectures we will use T for the fundamental period and F = T1 for
the fundamental frequency.
E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 4 / 11

Dirichlet Conditions
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Not all u(t) can be expressed as a Fourier Series.

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 5 / 11

Dirichlet Conditions
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Not all u(t) can be expressed as a Fourier Series.

Peter Dirichlet derived a set of sufficient conditions.

Peter Dirichlet
1805-1859

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 5 / 11

Dirichlet Conditions
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Not all u(t) can be expressed as a Fourier Series.

Peter Dirichlet derived a set of sufficient conditions.
The function u(t) must satisfy:

periodic and single-valued

RT
|u(t)| dt <

Peter Dirichlet
1805-1859

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 5 / 11

Dirichlet Conditions
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Not all u(t) can be expressed as a Fourier Series.

Peter Dirichlet derived a set of sufficient conditions.
The function u(t) must satisfy:

periodic and single-valued

RT
|u(t)| dt <

0
finite number of maxima/minima per period

Peter Dirichlet
1805-1859

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 5 / 11

Dirichlet Conditions
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Not all u(t) can be expressed as a Fourier Series.

Peter Dirichlet derived a set of sufficient conditions.
The function u(t) must satisfy:

periodic and single-valued

RT
|u(t)| dt <

0
finite number of maxima/minima per period
finite number of finite discontinuities per
period

E1.10 Fourier Series and Transforms (2014-5379)

Peter Dirichlet
1805-1859

Fourier Series: 2 5 / 11

Dirichlet Conditions
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Not all u(t) can be expressed as a Fourier Series.

Peter Dirichlet derived a set of sufficient conditions.
The function u(t) must satisfy:

periodic and single-valued

RT
|u(t)| dt <

0
finite number of maxima/minima per period
finite number of finite discontinuities per
period

Peter Dirichlet
1805-1859

Good:

sin(t)

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 5 / 11

Dirichlet Conditions
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Not all u(t) can be expressed as a Fourier Series.

Peter Dirichlet derived a set of sufficient conditions.
The function u(t) must satisfy:

periodic and single-valued

RT
|u(t)| dt <

0
finite number of maxima/minima per period
finite number of finite discontinuities per

Peter Dirichlet
1805-1859

period
Good:

sin(t)

E1.10 Fourier Series and Transforms (2014-5379)

t2

Fourier Series: 2 5 / 11

Dirichlet Conditions
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Not all u(t) can be expressed as a Fourier Series.

Peter Dirichlet derived a set of sufficient conditions.
The function u(t) must satisfy:

periodic and single-valued

RT
|u(t)| dt <

0
finite number of maxima/minima per period
finite number of finite discontinuities per

Peter Dirichlet
1805-1859

period
Good:

sin(t)

E1.10 Fourier Series and Transforms (2014-5379)

t2

quantized

Fourier Series: 2 5 / 11

Dirichlet Conditions
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Not all u(t) can be expressed as a Fourier Series.

Peter Dirichlet derived a set of sufficient conditions.
The function u(t) must satisfy:

periodic and single-valued

RT
|u(t)| dt <

0
finite number of maxima/minima per period
finite number of finite discontinuities per

Peter Dirichlet
1805-1859

period
Good:

sin(t)

t2

quantized

Bad:

tan (t)
E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 5 / 11

Dirichlet Conditions
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Not all u(t) can be expressed as a Fourier Series.

Peter Dirichlet derived a set of sufficient conditions.
The function u(t) must satisfy:

periodic and single-valued

RT
|u(t)| dt <

0
finite number of maxima/minima per period
finite number of finite discontinuities per

Peter Dirichlet
1805-1859

period
Good:

t2

sin(t)

quantized

Bad:

tan (t)
E1.10 Fourier Series and Transforms (2014-5379)

sin

1
t

Fourier Series: 2 5 / 11

Dirichlet Conditions
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Not all u(t) can be expressed as a Fourier Series.

Peter Dirichlet derived a set of sufficient conditions.
The function u(t) must satisfy:

periodic and single-valued

RT
|u(t)| dt <

0
finite number of maxima/minima per period
finite number of finite discontinuities per

Peter Dirichlet
1805-1859

period
Good:

t2

sin(t)

quantized

Bad:

tan (t)
E1.10 Fourier Series and Transforms (2014-5379)

sin

1
t

halving steps
Fourier Series: 2 5 / 11

Fourier Analysis
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Suppose that u(t) satisfies the Dirichlet conditions so that

u(t) =

E1.10 Fourier Series and Transforms (2014-5379)

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Fourier Series: 2 6 / 11

Fourier Analysis
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Suppose that u(t) satisfies the Dirichlet conditions so that

u(t) =

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Question: How do we find an and bn ?

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 6 / 11

Fourier Analysis
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Suppose that u(t) satisfies the Dirichlet conditions so that

u(t) =

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Question: How do we find an and bn ?

Answer: We use a clever trick that relies on taking averages.

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 6 / 11

Fourier Analysis
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Suppose that u(t) satisfies the Dirichlet conditions so that

u(t) =

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Question: How do we find an and bn ?

Answer: We use a clever trick that relies on taking averages.

hx(t)i equals the average of x(t) over any integer number of periods

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 6 / 11

Fourier Analysis
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Suppose that u(t) satisfies the Dirichlet conditions so that

u(t) =

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Question: How do we find an and bn ?

Answer: We use a clever trick that relies on taking averages.

hx(t)i equals the average of x(t) over any integer number of periods:
R
1 T
hx(t)i = T t=0 x(t)dt

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 6 / 11

Fourier Analysis
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Suppose that u(t) satisfies the Dirichlet conditions so that

u(t) =

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Question: How do we find an and bn ?

Answer: We use a clever trick that relies on taking averages.

hx(t)i equals the average of x(t) over any integer number of periods:
R
1 T
hx(t)i = T t=0 x(t)dt
Remember, for any integer n,

hsin 2nF ti = 0(

hcos 2nF ti =

E1.10 Fourier Series and Transforms (2014-5379)

0 n 6= 0
1 n=0

Fourier Series: 2 6 / 11

Fourier Analysis
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Suppose that u(t) satisfies the Dirichlet conditions so that

u(t) =

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Question: How do we find an and bn ?

Answer: We use a clever trick that relies on taking averages.

hx(t)i equals the average of x(t) over any integer number of periods:
R
1 T
hx(t)i = T t=0 x(t)dt
Remember, for any integer n,

hsin 2nF ti = 0(

hcos 2nF ti =

0 n 6= 0
1 n=0

Finding an and bn is called Fourier analysis.

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 6 / 11

Trigonometric Products
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

sin(x y) = sin x cos y cos x sin y

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 7 / 11

Trigonometric Products
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

sin(x y) = sin x cos y cos x sin y

sin x cos y = 21 sin(x + y) +

E1.10 Fourier Series and Transforms (2014-5379)

1
2

sin(x y)

Fourier Series: 2 7 / 11

Trigonometric Products
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

sin(x y) = sin x cos y cos x sin y

sin x cos y = 21 sin(x + y) +
cos(x y) = cos x cos y sin x sin y

E1.10 Fourier Series and Transforms (2014-5379)

1
2

sin(x y)

Fourier Series: 2 7 / 11

Trigonometric Products
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

sin(x y) = sin x cos y cos x sin y

sin x cos y = 21 sin(x + y) + 12 sin(x y)
cos(x y) = cos x cos y sin x sin y
cos x cos y = 12 cos(x + y) + 21 cos(x y)

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 7 / 11

Trigonometric Products
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

sin(x y) = sin x cos y cos x sin y

sin x cos y = 21 sin(x + y) + 12 sin(x y)
cos(x y) = cos x cos y sin x sin y
cos x cos y = 12 cos(x + y) + 21 cos(x y)
sin x sin y = 12 cos(x y) 21 cos(x + y)

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 7 / 11

Trigonometric Products
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

sin(x y) = sin x cos y cos x sin y

sin x cos y = 21 sin(x + y) + 12 sin(x y)
cos(x y) = cos x cos y sin x sin y
cos x cos y = 12 cos(x + y) + 21 cos(x y)
sin x sin y = 12 cos(x y) 21 cos(x + y)
Set x = 2mF t, y = 2nF t (with m + n 6= 0) and take time-averages:

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 7 / 11

Trigonometric Products
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

sin(x y) = sin x cos y cos x sin y

sin x cos y = 21 sin(x + y) + 12 sin(x y)
cos(x y) = cos x cos y sin x sin y
cos x cos y = 12 cos(x + y) + 21 cos(x y)
sin x sin y = 12 cos(x y) 21 cos(x + y)
Set x = 2mF t, y = 2nF t (with m + n 6= 0) and take time-averages:

hsin (2mF t) cos (2nF t)i

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 7 / 11

Trigonometric Products
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

sin(x y) = sin x cos y cos x sin y

sin x cos y = 21 sin(x + y) + 12 sin(x y)
cos(x y) = cos x cos y sin x sin y
cos x cos y = 12 cos(x + y) + 21 cos(x y)
sin x sin y = 12 cos(x y) 21 cos(x + y)
Set x = 2mF t, y = 2nF t (with m + n 6= 0) and take time-averages:

hsin (2mF
t) cos (2nF t)i

1

1
= 2 sin(2 (m + n) F t) + 2 sin(2 (m n) F t) = 0

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 7 / 11

Trigonometric Products
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

sin(x y) = sin x cos y cos x sin y

sin x cos y = 21 sin(x + y) + 12 sin(x y)
cos(x y) = cos x cos y sin x sin y
cos x cos y = 12 cos(x + y) + 21 cos(x y)
sin x sin y = 12 cos(x y) 21 cos(x + y)
Set x = 2mF t, y = 2nF t (with m + n 6= 0) and take time-averages:

hsin (2mF
t) cos (2nF t)i

1

1
= 2 sin(2 (m + n) F t) + 2 sin(2 (m n) F t) = 0
hcos (2mF t) cos (2nF t)i

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 7 / 11

Trigonometric Products
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

sin(x y) = sin x cos y cos x sin y

sin x cos y = 21 sin(x + y) + 12 sin(x y)
cos(x y) = cos x cos y sin x sin y
cos x cos y = 12 cos(x + y) + 21 cos(x y)
sin x sin y = 12 cos(x y) 21 cos(x + y)
Set x = 2mF t, y = 2nF t (with m + n 6= 0) and take time-averages:

hsin (2mF
t) cos (2nF t)i

1

1
= 2 sin(2 (m + n) F t) + 2 sin(2 (m n) F t) = 0
hcos (2mF t) cos (2nF t)i
=

1
2


cos(2 (m + n) F t) + 12 cos(2 (m n) F t)

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 7 / 11

Trigonometric Products
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

sin(x y) = sin x cos y cos x sin y

sin x cos y = 21 sin(x + y) + 12 sin(x y)
cos(x y) = cos x cos y sin x sin y
cos x cos y = 12 cos(x + y) + 21 cos(x y)
sin x sin y = 12 cos(x y) 21 cos(x + y)
Set x = 2mF t, y = 2nF t (with m + n 6= 0) and take time-averages:

hsin (2mF
t) cos (2nF t)i

1

1
= 2 sin(2 (m + n) F t) + 2 sin(2 (m n) F t) = 0
hcos (2mF t) cos (2nF t)i
=

1
2


cos(2 (m + n) F t) + 12 cos(2 (m n) F t) =

E1.10 Fourier Series and Transforms (2014-5379)

0
1
2

m 6= n
m=n

Fourier Series: 2 7 / 11

Trigonometric Products
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

sin(x y) = sin x cos y cos x sin y

sin x cos y = 21 sin(x + y) + 12 sin(x y)
cos(x y) = cos x cos y sin x sin y
cos x cos y = 12 cos(x + y) + 21 cos(x y)
sin x sin y = 12 cos(x y) 21 cos(x + y)
Set x = 2mF t, y = 2nF t (with m + n 6= 0) and take time-averages:

hsin (2mF
t) cos (2nF t)i

1

1
= 2 sin(2 (m + n) F t) + 2 sin(2 (m n) F t) = 0
hcos (2mF t) cos (2nF t)i
=

1
2


cos(2 (m + n) F t) + 12 cos(2 (m n) F t) =

0
1
2

m 6= n
m=n

hsin (2mF t) sin (2nF t)i

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 7 / 11

Trigonometric Products
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

sin(x y) = sin x cos y cos x sin y

sin x cos y = 21 sin(x + y) + 12 sin(x y)
cos(x y) = cos x cos y sin x sin y
cos x cos y = 12 cos(x + y) + 21 cos(x y)
sin x sin y = 12 cos(x y) 21 cos(x + y)
Set x = 2mF t, y = 2nF t (with m + n 6= 0) and take time-averages:

hsin (2mF
t) cos (2nF t)i

1

1
= 2 sin(2 (m + n) F t) + 2 sin(2 (m n) F t) = 0
hcos (2mF t) cos (2nF t)i
=


cos(2 (m + n) F t) + 12 cos(2 (m n) F t) =


cos(2 (m n) F t) 12 cos(2 (m + n) F t)

0
1
2

m 6= n
m=n

hsin (2mF t) sin (2nF t)i

=

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 7 / 11

Trigonometric Products
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

sin(x y) = sin x cos y cos x sin y

sin x cos y = 21 sin(x + y) + 12 sin(x y)
cos(x y) = cos x cos y sin x sin y
cos x cos y = 12 cos(x + y) + 21 cos(x y)
sin x sin y = 12 cos(x y) 21 cos(x + y)
Set x = 2mF t, y = 2nF t (with m + n 6= 0) and take time-averages:

hsin (2mF
t) cos (2nF t)i

1

1
= 2 sin(2 (m + n) F t) + 2 sin(2 (m n) F t) = 0
hcos (2mF t) cos (2nF t)i
=

1
2


cos(2 (m + n) F t) + 12 cos(2 (m n) F t) =

1
2

m 6= n
m=n

hsin (2mF t) sin (2nF t)i

=

1
2


cos(2 (m n) F t) 12 cos(2 (m + n) F t) =

E1.10 Fourier Series and Transforms (2014-5379)

1
2

m 6= n
m=n

Fourier Series: 2 7 / 11

Trigonometric Products
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

sin(x y) = sin x cos y cos x sin y

sin x cos y = 21 sin(x + y) + 12 sin(x y)
cos(x y) = cos x cos y sin x sin y
cos x cos y = 12 cos(x + y) + 21 cos(x y)
sin x sin y = 12 cos(x y) 21 cos(x + y)
Set x = 2mF t, y = 2nF t (with m + n 6= 0) and take time-averages:

hsin (2mF
t) cos (2nF t)i

1

1
= 2 sin(2 (m + n) F t) + 2 sin(2 (m n) F t) = 0
hcos (2mF t) cos (2nF t)i
=

1
2


cos(2 (m + n) F t) + 12 cos(2 (m n) F t) =

1
2

m 6= n
m=n

hsin (2mF t) sin (2nF t)i

=

1
2


cos(2 (m n) F t) 12 cos(2 (m + n) F t) =

1
2

m 6= n
m=n

Summary: hsin cosi = 0

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 7 / 11

Trigonometric Products
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

sin(x y) = sin x cos y cos x sin y

sin x cos y = 21 sin(x + y) + 12 sin(x y)
cos(x y) = cos x cos y sin x sin y
cos x cos y = 12 cos(x + y) + 21 cos(x y)
sin x sin y = 12 cos(x y) 21 cos(x + y)
Set x = 2mF t, y = 2nF t (with m + n 6= 0) and take time-averages:

hsin (2mF
t) cos (2nF t)i

1

1
= 2 sin(2 (m + n) F t) + 2 sin(2 (m n) F t) = 0
hcos (2mF t) cos (2nF t)i
=

1
2


cos(2 (m + n) F t) + 12 cos(2 (m n) F t) =

1
2

m 6= n
m=n

hsin (2mF t) sin (2nF t)i

=

1
2


cos(2 (m n) F t) 12 cos(2 (m + n) F t) =

1
2

m 6= n
m=n

Summary: hsin cosi = 0

hsin sini = hcos cosi =

E1.10 Fourier Series and Transforms (2014-5379)

1
2

if m = n or otherwise = 0.
Fourier Series: 2 7 / 11

Trigonometric Products
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

sin(x y) = sin x cos y cos x sin y

sin x cos y = 21 sin(x + y) + 12 sin(x y)
cos(x y) = cos x cos y sin x sin y
cos x cos y = 12 cos(x + y) + 21 cos(x y)
sin x sin y = 12 cos(x y) 21 cos(x + y)
Set x = 2mF t, y = 2nF t (with m + n 6= 0) and take time-averages:

hsin (2mF
t) cos (2nF t)i

1

1
= 2 sin(2 (m + n) F t) + 2 sin(2 (m n) F t) = 0
hcos (2mF t) cos (2nF t)i
=

1
2


cos(2 (m + n) F t) + 12 cos(2 (m n) F t) =

1
2

m 6= n
m=n

hsin (2mF t) sin (2nF t)i

=

1
2


cos(2 (m n) F t) 12 cos(2 (m + n) F t) =

1
2

m 6= n
m=n

Summary: hsin cosi = 0

[provided that m + n 6= 0]
hsin sini = hcos cosi = 21 if m = n or otherwise = 0.

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 7 / 11

Fourier Analysis
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Find an and bn in u(t) =

E1.10 Fourier Series and Transforms (2014-5379)

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Fourier Series: 2 8 / 11

Fourier Analysis
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Find an and bn in u(t) =

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Answer: an = 2 hu(t) cos (2nF t)i

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 8 / 11

Fourier Analysis
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Find an and bn in u(t) =

a0
2

(an cos 2nF t + bn sin 2nF t)

R
2 T
Answer: an = 2 hu(t) cos (2nF t)i , T 0 u(t) cos (2nF t) dt

E1.10 Fourier Series and Transforms (2014-5379)

n=1

Fourier Series: 2 8 / 11

Fourier Analysis
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Find an and bn in u(t) =

a0
2

(an cos 2nF t + bn sin 2nF t)

R
2 T
Answer: an = 2 hu(t) cos (2nF t)i , T 0 u(t) cos (2nF t) dt
bn = 2 hu(t) sin (2nF t)i

E1.10 Fourier Series and Transforms (2014-5379)

n=1

Fourier Series: 2 8 / 11

Fourier Analysis
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Find an and bn in u(t) =

a0
2

(an cos 2nF t + bn sin 2nF t)

R
2 T
Answer: an = 2 hu(t) cos (2nF t)i , T 0 u(t) cos (2nF t) dt
R
2 T
bn = 2 hu(t) sin (2nF t)i , T 0 u(t) sin (2nF t) dt

E1.10 Fourier Series and Transforms (2014-5379)

n=1

Fourier Series: 2 8 / 11

Fourier Analysis
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Find an and bn in u(t) =

a0
2

(an cos 2nF t + bn sin 2nF t)

R
2 T
Answer: an = 2 hu(t) cos (2nF t)i , T 0 u(t) cos (2nF t) dt
R
2 T
bn = 2 hu(t) sin (2nF t)i , T 0 u(t) sin (2nF t) dt
n=1

Proof [a0 ]: 2 hu(t) cos (20F t)i = 2 hu(t)i

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 8 / 11

Fourier Analysis
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Find an and bn in u(t) =

a0
2

(an cos 2nF t + bn sin 2nF t)

R
2 T
Answer: an = 2 hu(t) cos (2nF t)i , T 0 u(t) cos (2nF t) dt
R
2 T
bn = 2 hu(t) sin (2nF t)i , T 0 u(t) sin (2nF t) dt
n=1

Proof [a0 ]: 2 hu(t) cos (20F t)i = 2 hu(t)i = 2 a20 = a0

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 8 / 11

Fourier Analysis
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Find an and bn in u(t) =

a0
2

(an cos 2nF t + bn sin 2nF t)

R
2 T
Answer: an = 2 hu(t) cos (2nF t)i , T 0 u(t) cos (2nF t) dt
R
2 T
bn = 2 hu(t) sin (2nF t)i , T 0 u(t) sin (2nF t) dt
n=1

Proof [a0 ]: 2 hu(t) cos (20F t)i = 2 hu(t)i = 2 a20 = a0

Proof [an , n > 0]:

2 hu(t)
cos (2nF t)i  P
= 2 a20 cos (2nF t) +
r=1 2 har cos (2rF t) cos (2nF t)i
P
+ r=1 2 hbr sin (2rF t) cos (2nF t)i

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 8 / 11

Fourier Analysis
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Find an and bn in u(t) =

a0
2

(an cos 2nF t + bn sin 2nF t)

R
2 T
Answer: an = 2 hu(t) cos (2nF t)i , T 0 u(t) cos (2nF t) dt
R
2 T
bn = 2 hu(t) sin (2nF t)i , T 0 u(t) sin (2nF t) dt
n=1

Proof [a0 ]: 2 hu(t) cos (20F t)i = 2 hu(t)i = 2 a20 = a0

Proof [an , n > 0]:

2 hu(t)
cos (2nF t)i  P
= 2 a20 cos (2nF t) +
r=1 2 har cos (2rF t) cos (2nF t)i
P
+ r=1 2 hbr sin (2rF t) cos (2nF t)i


a0
Term 1: 2 2 cos (2nF t) = 0

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 8 / 11

Fourier Analysis
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Find an and bn in u(t) =

a0
2

(an cos 2nF t + bn sin 2nF t)

R
2 T
Answer: an = 2 hu(t) cos (2nF t)i , T 0 u(t) cos (2nF t) dt
R
2 T
bn = 2 hu(t) sin (2nF t)i , T 0 u(t) sin (2nF t) dt
n=1

Proof [a0 ]: 2 hu(t) cos (20F t)i = 2 hu(t)i = 2 a20 = a0

Proof [an , n > 0]:

2 hu(t)
cos (2nF t)i  P
= 2 a20 cos (2nF t) +
r=1 2 har cos (2rF t) cos (2nF t)i
P
+ r=1 2 hbr sin (2rF t) cos (2nF t)i


a0
Term 1: 2 2 cos (2nF t) = 0
(
an r = n
Term 2: 2 har cos (2rF t) cos (2nF t)i =
0 r 6= n

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 8 / 11

Fourier Analysis
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Find an and bn in u(t) =

a0
2

(an cos 2nF t + bn sin 2nF t)

R
2 T
Answer: an = 2 hu(t) cos (2nF t)i , T 0 u(t) cos (2nF t) dt
R
2 T
bn = 2 hu(t) sin (2nF t)i , T 0 u(t) sin (2nF t) dt
n=1

Proof [a0 ]: 2 hu(t) cos (20F t)i = 2 hu(t)i = 2 a20 = a0

Proof [an , n > 0]:

2 hu(t)
cos (2nF t)i  P
= 2 a20 cos (2nF t) +
r=1 2 har cos (2rF t) cos (2nF t)i
P
+ r=1 2 hbr sin (2rF t) cos (2nF t)i


a0
Term 1: 2 2 cos (2nF t) = 0
(
an r = n
Term 2: 2 har cos (2rF t) cos (2nF t)i =
0 r 6= n
P
r=1 2 har cos (2rF t) cos (2nF t)i = an

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 8 / 11

Fourier Analysis
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Find an and bn in u(t) =

a0
2

(an cos 2nF t + bn sin 2nF t)

R
2 T
Answer: an = 2 hu(t) cos (2nF t)i , T 0 u(t) cos (2nF t) dt
R
2 T
bn = 2 hu(t) sin (2nF t)i , T 0 u(t) sin (2nF t) dt
n=1

Proof [a0 ]: 2 hu(t) cos (20F t)i = 2 hu(t)i = 2 a20 = a0

Proof [an , n > 0]:

2 hu(t)
cos (2nF t)i  P
= 2 a20 cos (2nF t) +
r=1 2 har cos (2rF t) cos (2nF t)i
P
+ r=1 2 hbr sin (2rF t) cos (2nF t)i


a0
Term 1: 2 2 cos (2nF t) = 0
(
an r = n
Term 2: 2 har cos (2rF t) cos (2nF t)i =
0 r 6= n
P
r=1 2 har cos (2rF t) cos (2nF t)i = an
Term 3: 2 hbr sin 2rF t cos (2nF t)i = 0

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 8 / 11

Fourier Analysis
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Find an and bn in u(t) =

a0
2

(an cos 2nF t + bn sin 2nF t)

R
2 T
Answer: an = 2 hu(t) cos (2nF t)i , T 0 u(t) cos (2nF t) dt
R
2 T
bn = 2 hu(t) sin (2nF t)i , T 0 u(t) sin (2nF t) dt
n=1

Proof [a0 ]: 2 hu(t) cos (20F t)i = 2 hu(t)i = 2 a20 = a0

Proof [an , n > 0]:

2 hu(t)
cos (2nF t)i  P
= 2 a20 cos (2nF t) +
r=1 2 har cos (2rF t) cos (2nF t)i
P
+ r=1 2 hbr sin (2rF t) cos (2nF t)i


a0
Term 1: 2 2 cos (2nF t) = 0
(
an r = n
Term 2: 2 har cos (2rF t) cos (2nF t)i =
0 r 6= n
P
r=1 2 har cos (2rF t) cos (2nF t)i = an
Term 3: 2 hbr sin 2rF t cos (2nF t)i = 0

Proof [bn , n > 0]: same method as for an

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 8 / 11

Fourier Analysis Example

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier Series:

u(t) =

a0
2

E1.10 Fourier Series and Transforms (2014-5379)

n=1

(an cos 2nF t + bn sin 2nF t)

Fourier Series: 2 9 / 11

Fourier Analysis Example

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier Series:

u(t) =

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Pulse: T = 20, width W = T4 , height A = 8

E1.10 Fourier Series and Transforms (2014-5379)

10
5
0
0

10

15

20

25

Fourier Series: 2 9 / 11

Fourier Analysis Example

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier Series:

u(t) =

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Pulse: T = 20, width W = T4 , height A = 8

10
5
0

an =

2
T

RT
0

E1.10 Fourier Series and Transforms (2014-5379)

u(t) cos 2nt

T dt

10

15

20

25

Fourier Series: 2 9 / 11

Fourier Analysis Example

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier Series:

u(t) =

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Pulse: T = 20, width W = T4 , height A = 8

10
5
0

R
2 T
an = T 0 u(t) cos 2nt
dt
T
R
2 W
= T 0 A cos 2nt
T dt

E1.10 Fourier Series and Transforms (2014-5379)

10

15

20

25

Fourier Series: 2 9 / 11

Fourier Analysis Example

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier Series:

u(t) =

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Pulse: T = 20, width W = T4 , height A = 8

10
5
0

R
2 T
an = T 0 u(t) cos 2nt
dt
T
R
2 W
= T 0 A cos 2nt
T dt


2AT
2nt W
= 2nT sin T 0

E1.10 Fourier Series and Transforms (2014-5379)

10

15

20

25

Fourier Series: 2 9 / 11

Fourier Analysis Example

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier Series:

u(t) =

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Pulse: T = 20, width W = T4 , height A = 8

10
5
0

R
2 T
an = T 0 u(t) cos 2nt
dt
T
R
2 W
= T 0 A cos 2nt
T dt


2AT
2nt W
= 2nT sin T 0
A
= n
sin 2nW
T

E1.10 Fourier Series and Transforms (2014-5379)

10

15

20

25

Fourier Series: 2 9 / 11

Fourier Analysis Example

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier Series:

u(t) =

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Pulse: T = 20, width W = T4 , height A = 8

10
5
0

R
2 T
an = T 0 u(t) cos 2nt
dt
T
R
2 W
= T 0 A cos 2nt
T dt


2AT
2nt W
= 2nT sin T 0
A
A
n
= n
sin 2nW
=
sin
T
n
2

E1.10 Fourier Series and Transforms (2014-5379)

10

15

20

25

Fourier Series: 2 9 / 11

Fourier Analysis Example

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier Series:

u(t) =

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Pulse: T = 20, width W = T4 , height A = 8

10
5
0

R
2 T
an = T 0 u(t) cos 2nt
dt
T
R
2 W
= T 0 A cos 2nt
T dt


2AT
2nt W
= 2nT sin T 0
A
A
n
= n
sin 2nW
=
sin
T
n
2

n
an
bn

10

15

20

25

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 9 / 11

Fourier Analysis Example

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier Series:

u(t) =

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Pulse: T = 20, width W = T4 , height A = 8

10
5
0

R
2 T
an = T 0 u(t) cos 2nt
dt
T
R
2 W
= T 0 A cos 2nt
T dt


2AT
2nt W
= 2nT sin T 0
A
A
n
= n
sin 2nW
=
sin
T
n
2

n
an
bn

1
8

E1.10 Fourier Series and Transforms (2014-5379)

2
0

10

15

20

25

Fourier Series: 2 9 / 11

Fourier Analysis Example

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier Series:

u(t) =

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Pulse: T = 20, width W = T4 , height A = 8

10
5
0

R
2 T
an = T 0 u(t) cos 2nt
dt
T
R
2 W
= T 0 A cos 2nt
T dt


2AT
2nt W
= 2nT sin T 0
A
A
n
= n
sin 2nW
=
sin
T
n
2

n
an
bn

1
8

E1.10 Fourier Series and Transforms (2014-5379)

2
0

10

15

20

25

8
3

Fourier Series: 2 9 / 11

Fourier Analysis Example

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier Series:

u(t) =

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Pulse: T = 20, width W = T4 , height A = 8

10
5
0

R
2 T
an = T 0 u(t) cos 2nt
dt
T
R
2 W
= T 0 A cos 2nt
T dt


2AT
2nt W
= 2nT sin T 0
A
A
n
= n
sin 2nW
=
sin
T
n
2

n
an
bn

1
8

E1.10 Fourier Series and Transforms (2014-5379)

2
0

3
8
3

4
0

10

15

20

25

Fourier Series: 2 9 / 11

Fourier Analysis Example

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier Series:

u(t) =

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Pulse: T = 20, width W = T4 , height A = 8

10
5
0

R
2 T
an = T 0 u(t) cos 2nt
dt
T
R
2 W
= T 0 A cos 2nt
T dt


2AT
2nt W
= 2nT sin T 0
A
A
n
= n
sin 2nW
=
sin
T
n
2

n
an
bn

1
8

E1.10 Fourier Series and Transforms (2014-5379)

2
0

3
8
3

4
0

10

15

20

25

8
5

Fourier Series: 2 9 / 11

Fourier Analysis Example

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier Series:

u(t) =

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Pulse: T = 20, width W = T4 , height A = 8

10
5
0

R
2 T
an = T 0 u(t) cos 2nt
dt
T
R
2 W
= T 0 A cos 2nt
T dt


2AT
2nt W
= 2nT sin T 0
A
A
n
= n
sin 2nW
=
sin
T
n
2

n
an
bn

1
8

E1.10 Fourier Series and Transforms (2014-5379)

2
0

3
8
3

4
0

5
8
5

10

15

20

25

6
0

Fourier Series: 2 9 / 11

Fourier Analysis Example

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier Series:

u(t) =

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Pulse: T = 20, width W = T4 , height A = 8

10
5
0

R
2 T
an = T 0 u(t) cos 2nt
dt
T
R
2 W
= T 0 A cos 2nt
T dt


2AT
2nt W
= 2nT sin T 0
A
A
n
= n
sin 2nW
=
sin
T
n
2

n
an
bn

0
4

1
8

E1.10 Fourier Series and Transforms (2014-5379)

2
0

3
8
3

4
0

5
8
5

10

15

20

25

6
0

Fourier Series: 2 9 / 11

Fourier Analysis Example

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier Series:

u(t) =

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Pulse: T = 20, width W = T4 , height A = 8

10
5
0

R
2 T
an = T 0 u(t) cos 2nt
dt
T
R
2 W
= T 0 A cos 2nt
T dt


2AT
2nt W
= 2nT sin T 0
A
A
n
= n
sin 2nW
=
sin
T
n
2
R
2 T
bn = T 0 u(t) sin 2nt
T dt
n
an
bn

0
4

1
8

E1.10 Fourier Series and Transforms (2014-5379)

2
0

3
8
3

4
0

5
8
5

10

15

20

25

6
0

Fourier Series: 2 9 / 11

Fourier Analysis Example

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier Series:

u(t) =

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Pulse: T = 20, width W = T4 , height A = 8

10
5
0

R
2 T
an = T 0 u(t) cos 2nt
dt
T
R
2 W
= T 0 A cos 2nt
T dt


2AT
2nt W
= 2nT sin T 0
A
A
n
= n
sin 2nW
=
sin
T
n
2
R
2 T
bn = T 0 u(t) sin 2nt
T dt


2AT
2nt W
= 2nT cos T 0
n
an
bn

0
4

1
8

E1.10 Fourier Series and Transforms (2014-5379)

2
0

3
8
3

4
0

5
8
5

10

15

20

25

6
0

Fourier Series: 2 9 / 11

Fourier Analysis Example

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier Series:

u(t) =

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Pulse: T = 20, width W = T4 , height A = 8

10
5
0

n
an
bn

R
2 T
an = T 0 u(t) cos 2nt
dt
T
R
2 W
= T 0 A cos 2nt
T dt


2AT
2nt W
= 2nT sin T 0
A
A
n
= n
sin 2nW
=
sin
T
n
2
R
2 T
bn = T 0 u(t) sin 2nt
T dt


2AT
2nt W
= 2nT cos T 0


A
n
= n 1 cos 2
0
4

1
8

E1.10 Fourier Series and Transforms (2014-5379)

2
0

8
3

4
0

8
5

10

15

20

25

6
0

Fourier Series: 2 9 / 11

Fourier Analysis Example

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier Series:

u(t) =

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Pulse: T = 20, width W = T4 , height A = 8

10
5
0

n
an
bn

R
2 T
an = T 0 u(t) cos 2nt
dt
T
R
2 W
= T 0 A cos 2nt
T dt


2AT
2nt W
= 2nT sin T 0
A
A
n
= n
sin 2nW
=
sin
T
n
2
R
2 T
bn = T 0 u(t) sin 2nt
T dt


2AT
2nt W
= 2nT cos T 0


A
n
= n 1 cos 2
0
4

1
8

E1.10 Fourier Series and Transforms (2014-5379)

2
0

8
3

4
0

8
5

10

15

20

25

6
0

Fourier Series: 2 9 / 11

Fourier Analysis Example

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier Series:

u(t) =

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Pulse: T = 20, width W = T4 , height A = 8

10
5
0

n
an
bn

R
2 T
an = T 0 u(t) cos 2nt
dt
T
R
2 W
= T 0 A cos 2nt
T dt


2AT
2nt W
= 2nT sin T 0
A
A
n
= n
sin 2nW
=
sin
T
n
2
R
2 T
bn = T 0 u(t) sin 2nt
T dt


2AT
2nt W
= 2nT cos T 0


A
n
= n 1 cos 2
0
4

1
8

E1.10 Fourier Series and Transforms (2014-5379)

2
0

8
3

4
0

8
5

10

15

20

25

6
0

16
2

Fourier Series: 2 9 / 11

Fourier Analysis Example

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier Series:

u(t) =

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Pulse: T = 20, width W = T4 , height A = 8

10
5
0

n
an
bn

R
2 T
an = T 0 u(t) cos 2nt
dt
T
R
2 W
= T 0 A cos 2nt
T dt


2AT
2nt W
= 2nT sin T 0
A
A
n
= n
sin 2nW
=
sin
T
n
2
R
2 T
bn = T 0 u(t) sin 2nt
T dt


2AT
2nt W
= 2nT cos T 0


A
n
= n 1 cos 2
0
4

1
8

E1.10 Fourier Series and Transforms (2014-5379)

2
0

16
2

8
3
8
3

4
0

8
5

10

15

20

25

6
0

Fourier Series: 2 9 / 11

Fourier Analysis Example

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier Series:

u(t) =

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Pulse: T = 20, width W = T4 , height A = 8

10
5
0

n
an
bn

R
2 T
an = T 0 u(t) cos 2nt
dt
T
R
2 W
= T 0 A cos 2nt
T dt


2AT
2nt W
= 2nT sin T 0
A
A
n
= n
sin 2nW
=
sin
T
n
2
R
2 T
bn = T 0 u(t) sin 2nt
T dt


2AT
2nt W
= 2nT cos T 0


A
n
= n 1 cos 2
0
4

1
8

E1.10 Fourier Series and Transforms (2014-5379)

2
0

16
2

8
3
8
3

4
0
0

8
5

10

15

20

25

6
0

Fourier Series: 2 9 / 11

Fourier Analysis Example

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier Series:

u(t) =

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Pulse: T = 20, width W = T4 , height A = 8

10
5
0

n
an
bn

R
2 T
an = T 0 u(t) cos 2nt
dt
T
R
2 W
= T 0 A cos 2nt
T dt


2AT
2nt W
= 2nT sin T 0
A
A
n
= n
sin 2nW
=
sin
T
n
2
R
2 T
bn = T 0 u(t) sin 2nt
T dt


2AT
2nt W
= 2nT cos T 0


A
n
= n 1 cos 2
0
4

1
8

E1.10 Fourier Series and Transforms (2014-5379)

2
0

16
2

8
3
8
3

4
0
0

8
5
8
5

10

15

20

25

6
0

Fourier Series: 2 9 / 11

Fourier Analysis Example

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier Series:

u(t) =

a0
2

n=1

(an cos 2nF t + bn sin 2nF t)

Pulse: T = 20, width W = T4 , height A = 8

10
5
0

n
an
bn

R
2 T
an = T 0 u(t) cos 2nt
dt
T
R
2 W
= T 0 A cos 2nt
T dt


2AT
2nt W
= 2nT sin T 0
A
A
n
= n
sin 2nW
=
sin
T
n
2
R
2 T
bn = T 0 u(t) sin 2nt
T dt


2AT
2nt W
= 2nT cos T 0


A
n
= n 1 cos 2
0
4

1
8

E1.10 Fourier Series and Transforms (2014-5379)

2
0

16
2

8
3
8
3

4
0
0

8
5
8
5

10

15

20

25

6
0
16
6

Fourier Series: 2 9 / 11

Fourier Analysis Example

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Truncated Series:

uN (t) =

a0
2

PN

n=1

(an cos 2nF t + bn sin 2nF t)

Pulse: T = 20, width W = T4 , height A = 8

10
5
0

n
an
bn

R
2 T
an = T 0 u(t) cos 2nt
dt
T
R
2 W
= T 0 A cos 2nt
T dt


2AT
2nt W
= 2nT sin T 0
A
A
n
= n
sin 2nW
=
sin
T
n
2
R
2 T
bn = T 0 u(t) sin 2nt
T dt


2AT
2nt W
= 2nT cos T 0


A
n
= n 1 cos 2
0
4

1
8

E1.10 Fourier Series and Transforms (2014-5379)

2
0

16
2

8
3
8
3

4
0
0

8
5
8
5

10

10

15

20

25

15

20

25

N=0

5
0
0

10

6
0
16
6

Fourier Series: 2 9 / 11

Fourier Analysis Example

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Truncated Series:

uN (t) =

a0
2

PN

n=1

(an cos 2nF t + bn sin 2nF t)

Pulse: T = 20, width W = T4 , height A = 8

10
5
0

n
an
bn

R
2 T
an = T 0 u(t) cos 2nt
dt
T
R
2 W
= T 0 A cos 2nt
T dt


2AT
2nt W
= 2nT sin T 0
A
A
n
= n
sin 2nW
=
sin
T
n
2
R
2 T
bn = T 0 u(t) sin 2nt
T dt


2AT
2nt W
= 2nT cos T 0


A
n
= n 1 cos 2
0
4

1
8

E1.10 Fourier Series and Transforms (2014-5379)

2
0

16
2

8
3
8
3

4
0
0

8
5
8
5

10

10

15

20

25

15

20

25

15

20

25

N=0

5
0
0

10

10
N=1

5
0
0

10

6
0
16
6

Fourier Series: 2 9 / 11

Fourier Analysis Example

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Truncated Series:

uN (t) =

a0
2

PN

n=1

(an cos 2nF t + bn sin 2nF t)

Pulse: T = 20, width W = T4 , height A = 8

10
5
0

n
an
bn

R
2 T
an = T 0 u(t) cos 2nt
dt
T
R
2 W
= T 0 A cos 2nt
T dt


2AT
2nt W
= 2nT sin T 0
A
A
n
= n
sin 2nW
=
sin
T
n
2
R
2 T
bn = T 0 u(t) sin 2nt
T dt


2AT
2nt W
= 2nT cos T 0


A
n
= n 1 cos 2
0
4

1
8

E1.10 Fourier Series and Transforms (2014-5379)

2
0

16
2

8
3
8
3

4
0
0

8
5
8
5

10

10

15

20

25

15

20

25

15

20

25

15

20

25

N=0

5
0
0

10

10
N=1

5
0
0

10

10
N=2

5
0
0

10

6
0
16
6

Fourier Series: 2 9 / 11

Fourier Analysis Example

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Truncated Series:

uN (t) =

a0
2

PN

n=1

(an cos 2nF t + bn sin 2nF t)

Pulse: T = 20, width W = T4 , height A = 8

10
5
0

n
an
bn

R
2 T
an = T 0 u(t) cos 2nt
dt
T
R
2 W
= T 0 A cos 2nt
T dt


2AT
2nt W
= 2nT sin T 0
A
A
n
= n
sin 2nW
=
sin
T
n
2
R
2 T
bn = T 0 u(t) sin 2nt
T dt


2AT
2nt W
= 2nT cos T 0


A
n
= n 1 cos 2
0
4

1
8

E1.10 Fourier Series and Transforms (2014-5379)

2
0

16
2

8
3
8
3

4
0
0

8
5
8
5

10

10

15

20

25

15

20

25

15

20

25

15

20

25

15

20

25

N=0

5
0
0

10

10
N=1

5
0
0

10

10
N=2

5
0
0

10

10
N=5

5
0
0

10

6
0
16
6

Fourier Series: 2 9 / 11

Fourier Analysis Example

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Truncated Series:

uN (t) =

a0
2

PN

n=1

(an cos 2nF t + bn sin 2nF t)

Pulse: T = 20, width W = T4 , height A = 8

10
5
0

n
an
bn

R
2 T
an = T 0 u(t) cos 2nt
dt
T
R
2 W
= T 0 A cos 2nt
T dt


2AT
2nt W
= 2nT sin T 0
A
A
n
= n
sin 2nW
=
sin
T
n
2
R
2 T
bn = T 0 u(t) sin 2nt
T dt


2AT
2nt W
= 2nT cos T 0


A
n
= n 1 cos 2
0
4

1
8

E1.10 Fourier Series and Transforms (2014-5379)

2
0

16
2

8
3
8
3

4
0
0

8
5
8
5

10

10

15

20

25

15

20

25

15

20

25

15

20

25

15

20

25

15

20

25

N=0

5
0
0

10

10
N=1

5
0
0

10

10
N=2

5
0
0

10

10
N=5

5
0
0

6
0

10

10
N=10

5
0
0

10

16
6

Fourier Series: 2 9 / 11

Fourier Analysis Example

2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Truncated Series:

uN (t) =

a0
2

PN

n=1

(an cos 2nF t + bn sin 2nF t)

Pulse: T = 20, width W = T4 , height A = 8

10
5
0

n
an
bn

R
2 T
an = T 0 u(t) cos 2nt
dt
T
R
2 W
= T 0 A cos 2nt
T dt


2AT
2nt W
= 2nT sin T 0
A
A
n
= n
sin 2nW
=
sin
T
n
2
R
2 T
bn = T 0 u(t) sin 2nt
T dt


2AT
2nt W
= 2nT cos T 0


A
n
= n 1 cos 2
0
4

1
8

2
0

16
2

8
3
8
3

4
0
0

8
5
8
5

10

10

15

20

25

15

20

25

15

20

25

15

20

25

15

20

25

15

20

25

15

20

25

N=0

5
0
0

10

10
N=1

5
0
0

10

10
N=2

5
0
0

10

10
N=5

5
0
0

6
0
16
6

10

10
N=10

5
0
0

10

10
N=20

5
0
0

E1.10 Fourier Series and Transforms (2014-5379)

10

Fourier Series: 2 9 / 11

Linearity
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier analysis maps a function of time onto a set of Fourier coefficients:

E1.10 Fourier Series and Transforms (2014-5379)

u(t) {an , bn }

Fourier Series: 2 10 / 11

Linearity
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier analysis maps a function of time onto a set of Fourier coefficients:

u(t) {an , bn }
This mapping is linear which means:

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 10 / 11

Linearity
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier analysis maps a function of time onto a set of Fourier coefficients:

u(t) {an , bn }
This mapping is linear which means:
(1) For any , if u(t) {an , bn } then u(t) {an , bn }

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 10 / 11

Linearity
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier analysis maps a function of time onto a set of Fourier coefficients:

u(t) {an , bn }
This mapping is linear which means:
(1) For any , if u(t) {an , bn } then u(t) {an , bn }
(2) If u(t) {an , bn } and u (t) {an , bn } then

E1.10 Fourier Series and Transforms (2014-5379)

(u(t) + u (t)) {an + an , bn + bn }

Fourier Series: 2 10 / 11

Linearity
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier analysis maps a function of time onto a set of Fourier coefficients:

u(t) {an , bn }
This mapping is linear which means:
(1) For any , if u(t) {an , bn } then u(t) {an , bn }
(2) If u(t) {an , bn } and u (t) {an , bn } then

(u(t) + u (t)) {an + an , bn + bn }

Proof for an : (proof for bn is similar)
(1) If

2
T

RT
0

u(t) cos (2nF t) dt = an , then

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 10 / 11

Linearity
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier analysis maps a function of time onto a set of Fourier coefficients:

u(t) {an , bn }
This mapping is linear which means:
(1) For any , if u(t) {an , bn } then u(t) {an , bn }
(2) If u(t) {an , bn } and u (t) {an , bn } then

(u(t) + u (t)) {an + an , bn + bn }

Proof for an : (proof for bn is similar)
(1) If

2
T
2
T

RT
u(t) cos (2nF t) dt = an , then
R 0T
(u(t)) cos (2nF t) dt
0
R
2 T
= T 0 u(t) cos (2nF t) dt

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 10 / 11

Linearity
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier analysis maps a function of time onto a set of Fourier coefficients:

u(t) {an , bn }
This mapping is linear which means:
(1) For any , if u(t) {an , bn } then u(t) {an , bn }
(2) If u(t) {an , bn } and u (t) {an , bn } then

(u(t) + u (t)) {an + an , bn + bn }

Proof for an : (proof for bn is similar)
(1) If

2
T
2
T

RT
u(t) cos (2nF t) dt = an , then
R 0T
(u(t)) cos (2nF t) dt
0
R
2 T
= T 0 u(t) cos (2nF t) dt = an

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 10 / 11

Linearity
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier analysis maps a function of time onto a set of Fourier coefficients:

u(t) {an , bn }
This mapping is linear which means:
(1) For any , if u(t) {an , bn } then u(t) {an , bn }
(2) If u(t) {an , bn } and u (t) {an , bn } then

(u(t) + u (t)) {an + an , bn + bn }

Proof for an : (proof for bn is similar)
(1) If

2
T
2
T

(2) If T2

RT
u(t) cos (2nF t) dt = an , then
R 0T
(u(t)) cos (2nF t) dt
0
R
2 T
= T 0 u(t) cos (2nF t) dt = an
RT
u(t) cos (2nF t) dt = an and
0
R
2 T

T 0 u (t) cos (2nF t) dt = an then

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 10 / 11

Linearity
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier analysis maps a function of time onto a set of Fourier coefficients:

u(t) {an , bn }
This mapping is linear which means:
(1) For any , if u(t) {an , bn } then u(t) {an , bn }
(2) If u(t) {an , bn } and u (t) {an , bn } then

(u(t) + u (t)) {an + an , bn + bn }

Proof for an : (proof for bn is similar)
(1) If

2
T
2
T

(2) If T2
2
T

RT
u(t) cos (2nF t) dt = an , then
R 0T
(u(t)) cos (2nF t) dt
0
R
2 T
= T 0 u(t) cos (2nF t) dt = an
RT
u(t) cos (2nF t) dt = an and
0
R
2 T
u (t) cos (2nF t) dt = an then
T
0
RT

(u(t)
+
u
(t)) cos (2nF t) dt
0
R
R
2 T
2 T
= T 0 u(t) cos (2nF t) dt + T 0 u (t) cos (2nF t) dt

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 10 / 11

Linearity
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier analysis maps a function of time onto a set of Fourier coefficients:

u(t) {an , bn }
This mapping is linear which means:
(1) For any , if u(t) {an , bn } then u(t) {an , bn }
(2) If u(t) {an , bn } and u (t) {an , bn } then

(u(t) + u (t)) {an + an , bn + bn }

Proof for an : (proof for bn is similar)
(1) If

2
T
2
T

(2) If T2
2
T

RT
u(t) cos (2nF t) dt = an , then
R 0T
(u(t)) cos (2nF t) dt
0
R
2 T
= T 0 u(t) cos (2nF t) dt = an
RT
u(t) cos (2nF t) dt = an and
0
R
2 T
u (t) cos (2nF t) dt = an then
T
0
RT

(u(t)
+
u
(t)) cos (2nF t) dt
0
R
R
2 T
2 T
= T 0 u(t) cos (2nF t) dt + T 0 u (t) cos (2nF t) dt
= an + an

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 10 / 11

Summary
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier Series: P
u(t) = a20 +
n=1 (an cos 2nF t + bn sin 2nF t)

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 11 / 11

Summary
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier Series: P
u(t) = a20 +
n=1 (an cos 2nF t + bn sin 2nF t)

Dirichlet Conditions: sufficient conditions for FS to exist

Periodic, Single-valued, Bounded absolute integral
Finite number of (a) max/min and (b) finite discontinuities

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 11 / 11

Summary
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier Series: P
u(t) = a20 +
n=1 (an cos 2nF t + bn sin 2nF t)

Dirichlet Conditions: sufficient conditions for FS to exist

Periodic, Single-valued, Bounded absolute integral
Finite number of (a) max/min and (b) finite discontinuities
Fourier Analysis = finding an and bn
an = 2 hu(t) cos (2nF t)i
R
2 T
, T 0 u(t) cos (2nF t) dt
bn = 2 hu(t) sin (2nF t)i
R
2 T
, T 0 u(t) sin (2nF t) dt

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 11 / 11

Summary
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier Series: P
u(t) = a20 +
n=1 (an cos 2nF t + bn sin 2nF t)

Dirichlet Conditions: sufficient conditions for FS to exist

Periodic, Single-valued, Bounded absolute integral
Finite number of (a) max/min and (b) finite discontinuities
Fourier Analysis = finding an and bn
an = 2 hu(t) cos (2nF t)i
R
2 T
, T 0 u(t) cos (2nF t) dt
bn = 2 hu(t) sin (2nF t)i
R
2 T
, T 0 u(t) sin (2nF t) dt

The mapping u(t) {an , bn } is linear

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 11 / 11

Summary
2: Fourier Series

Periodic Functions
Fourier Series
Why Sin and Cos Waves?
Dirichlet Conditions
Fourier Analysis
Trigonometric Products
Fourier Analysis
Fourier Analysis Example
Linearity
Summary

Fourier Series: P
u(t) = a20 +
n=1 (an cos 2nF t + bn sin 2nF t)

Dirichlet Conditions: sufficient conditions for FS to exist

Periodic, Single-valued, Bounded absolute integral
Finite number of (a) max/min and (b) finite discontinuities
Fourier Analysis = finding an and bn
an = 2 hu(t) cos (2nF t)i
R
2 T
, T 0 u(t) cos (2nF t) dt
bn = 2 hu(t) sin (2nF t)i
R
2 T
, T 0 u(t) sin (2nF t) dt

The mapping u(t) {an , bn } is linear

For further details see RHB 12.1 and 12.2.

E1.10 Fourier Series and Transforms (2014-5379)

Fourier Series: 2 11 / 11