1

Fourier series
Yuriy Zakharov

We are going to represent one signal, x(t), by a set of other To minimize Ee , a necessary condition is
signals, {ϕn (t)}N −1
n=0 , where N can be any number, in partic-  2
ular, N = ∞. Specifically, we will approximate a signal of  T /2 N

−1
∂Ee ∂
interest x(t) as a sum of ‘simple’ signal components ϕ n (t): = x(t) − cn ϕn (t) dt = 0. (7)
∂ci ∂ci −T /2 n=0
N

−1
This condition should be fulfilled for all i = 0, ..., N − 1. We
x̂(t) = cn ϕn (t) (1)
n=0
now expand the integrand and take the derivatives with respect
to ci . As a result we obtain:
where cn are expansion coefficients.  T /2
The material related to this lecture can be found, for example, ∂Ee ∂
= x2 (t)dt (8)
in [1]. ∂ci ∂ci −T /2
N −1  T /2
∂

A. Orthogonal signal set: real signals − 2 cn x(t)ϕn (t)dt (9)
∂ci n=0 −T /2
Suppose that there is a set of real functions {ϕ n (t)}∞
n=0 on N −1 N −1  T /2
an interval [−T /2, +T /2]. We call such a set orthogonal if the ∂


+ cn cm ϕn (t)ϕm (t)dt (10)
functions possess the orthogonality property: ∂ci n=0 m=0 −T /2

 T /2  = 0.
En if m = n;
ϕn (t)ϕm (t)dt = En δnm = (2)
−T /2 0 otherwise The integral in (8) does not depend on c i ; therefore its derivative
with respect to ci is equal to zero. In (9), only one term in the
where δmn is the Kroneker delta: sum depends on c i and this dependence is linear; therefore (9)
 takes the form
1 if m = n;  T /2
δmn = (3) −2 x(t)ϕi (t)dt.
0 otherwise. (11)
−T /2

The value En is the energy of the function ϕ n (t), The function set {ϕ n (t)} is orthogonal, i.e., the properties (2)
 and (4) are hold. Then we can re-write (10) as
T /2
En = ϕ2n (t)dt. (4) N −1
−T /2 ∂
∂  
En c2n = Ei c2i = 2Ei ci . (12)
∂ci n=0 ∂ci
If N → ∞, we expect that x̂(t) = x(t). If this happens for
any continuous function x(t), we say that the set of functions Now we can represent (7) as
{ϕn (t)} is a complete set.
 T /2
The approximation error is ∂Ee
= −2 x(t)ϕi (t)dt + 2Ei ci = 0. (13)
∂ci −T /2
N

−1
e(t) = x(t) − x̂(t) = x(t) − cn ϕn (t). (5) This equation is easy to solve with respect to c i :
n=0
 T /2
1
Then the error energy is ci = x(t)ϕi (t)dt. (14)
Ei −T /2
 T /2
Ee = e2 (t)dt This equation gives optimal expansion coefficients that provide
−T /2 a minimum error energy.
  N −1
2
T /2

= x(t) − cn ϕn (t) dt. (6) C. Example-1
−T /2 n=0
Find the expansion coefficients of the function x(t) = e t for
its representation by the three algebraic polynomials orthogonal
B. Optimal expansion coefficients
on the interval −1 ≤ t ≤ 1:
Thus, the error energy E e = Ee (c0 , c1 , . . . , cN ) depends on  
the expansion coefficients. We want to choose such expansion 1 3 45 2
ϕ0 (t) = √ ; ϕ1 (t) = t; ϕ2 (t) = (t − 1/3).
coefficients cn that the error energy is minimized: E e → min. 2 2 8
2

Solution: The expansion coefficients c n , n = 0, 1, 2, are Then, the expansion coefficient c 2 is

found as  1 
 1 45 2
1 1 c2 = et (t − 1/3)dt (33)
cn = x(t)ϕn (t)dt (15) E2 −1 8
En   1   1
−1 5 5
2 t
= 3 t e dt − et dt (34)
where 8 −1 8 −1
 
1 5 2 t 1
En = ϕ2n (t)dt. (16) = 3(t e − 2tet + 2et ) − et −1 (35)
8
−1 
 
5 1 2 2 1
The energy E 0 of the basis function ϕ 0 (t) is = 3(e − 2e + 2e) − e − 3 + + +
8 e e e e
 1
1 ≈ 0.79057(5.43656 − 5.15131) (36)
E0 = dt = 1. (17)
−1 2 ≈ 0.2263. (37)
 2 t 2 t t t
Then, the expansion coefficient c 0 is Here we use the formula: t e dt = t e − 2te + 2e .
 1
1 1 D. Minimum error energy
c0 = et √ dt (18)
E0 −1 2 To find the minimum error energy, we need to substitute the
 1
1 optimal coefficients in (6). Then we obtain
= √ et dt (19)  T /2
2 −1
1 Ee = x2 (t)dt
1 t −T /2
= √ e (20)
2 −1 N

−1  T /2

 − 2 cn x(t)ϕn (t)dt
1 1
= √ e− (21) n=0 −T /2
2 e
N −1 

T /2
≈ 1.6620. (22) + c2n ϕ2n (t)dt
 n=0 −T /2
Here we use the formula: et dt = et .
N

−1
The energy E 1 of the basis function ϕ 1 (t) is
= Ex − c2n En (38)
 1
3 1 2 t3 n=0
E1 = t dt = = 1. (23)
2 −1 2 −1 where Ex is the energy of signal x(t).

Then, the expansion coefficient c 1 is E. Example-2

 1  We now continue with the previous example and calculate
1 3
c1 = et tdt (24) the error energy according to (38):
E1 −1 2
  1 2

2


3 Ee = Ex − c2n En = Ex − c2n . (39)
= tet dt (25)
2 −1 n=0 n=0

3 t 1 The last relationship is due to the fact that E n = 1 for n =
= te − et −1 (26) 0, 1, 2. The signal energy E x is
2
  +1  +1 +1
3 1
= [(e − e) − (−1/e − 1/e)] (27) Ex = x2 (t)dt = e2t dt = e2t
2 −1 −1 2 −1
 √
3 2 6 1 2 −2

= · = ≈ 0.9011. (28) = e −e = 0.5(7.3891 − 0.1353)
2 e e 2
 = 3.6269. (40)
Here we use the formula: tet dt = tet − et .
The energy E 2 of the basis function ϕ 2 (t) is Then we obtain:
 c20 = 1.66202 = 2.7622,
45 1 2
E2 = (t − 1/3)2 dt (29) c21 = 0.90112 = 0.8120,
8 −1

2 c22 = 0.22632 = 0.0512. (41)
45 1 4 2 2 1
= t − t + dt (30)
8 −1 3 9 Finally, we have
1
45 t5 2 t3 1 Ee = 3.6269 − 2.7622 − 0.8120 − 0.0512 = 0.0015. (42)
= − + t (31) 
8 5 3 3 9 −1 Thus, the relative error is ε = Ee /Ex ≈ 0.02, which is a
= 1. (32) quite small value.
 3

F. Generalisation to complex signals

The above results can be generalised to complex signals. A
set of functions ϕ0 (t), ϕ1 (t), . . . , ϕN −1 (t) is mutually orthog-
onal over the interval [−T /2, T /2] if
 T /2 
En if m = n;
ϕn (t)ϕ∗m (t)dt = En δnm = (43)
−T /2 0 otherwise.

In this equation, one of the functions, ϕ m (t), is taken in a

complex-conjugate form, ϕ ∗m (t). The value En is the energy
of the function ϕ n (t), which is now defined as
 T /2  T /2
En = |ϕn (t)|2 dt = ϕn (t)ϕ∗n (t)dt. (44)
−T /2 −T /2

The optimal expansion coefficients are found as

 T /2
1
cn = x(t)ϕ∗n (t)dt. (45)
En −T /2

The error energy can be calculated as

N

−1
Ee = Ex − |cn |2 En . (46)
n=0

R EFERENCES
[1] B. P. Lathi, Signal processing and linear systems, Berkeley-Cambridge
Press, 1998.