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Fourier

Analysis
S. Awad, Ph.D.
M. Corless, M.S.E.E.
D. Cinpinski
E.C.E. Department
University of Michigan-Dearborn
Math Review with Matlab:
Fourier Series
U of M-Dearborn ECE Department Math Review with Matlab
Fourier Analysis: Fourier Series
2
Periodic Signal Definition
Parsevals Theorem
Fourier Series
Complex Exponential Representation
Magnitude and Phase Spectra of Fourier Series
Fourier Series Representation of Periodic Signals
Fourier Series Coefficients
Orthogonal Signals
Example: Full Wave Rectifier
Example: Finding Complex Coefficients
Example: Orthogonal Signals
U of M-Dearborn ECE Department Math Review with Matlab
Fourier Analysis: Fourier Series
3
For example, the normal U.S. AC from wall outlet has a
sine wave with a peak voltage of 170 V (110 Vrms)
The Period of a signal is the amount of time it takes for a
given signal to complete one cycle.
What is a Periodic Signal ?
A Periodic Signal is a signal that repeats itself every
period
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Fourier Analysis: Fourier Series
4
General Sinusoid
A general cosine wave, v(t), has the form:
) cos( ) ( u e + = t M t v
u = Phase Shift, angular offset in radians
F = Frequency in Hz
T = Period in seconds (T=1/F)
t = Time in seconds
M = Magnitude, amplitude, maximum value
e = Angular Frequency in radians/sec (e=2tF)
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Fourier Analysis: Fourier Series
5
General Sinusoid
Plot in Blue:
) ) 60 ( 2 sin( 5 t t
Plot in Red:
)
2
) 60 ( 2 sin( 5
t
t t
1 Period = 1/60 sec.
= 16.67 ms.
t/2 Phase Shift
Amplitude = 5
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Fourier Analysis: Fourier Series
6
AC Wall Voltage Sine Wave
1 Period
1 Period
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Fourier Analysis: Fourier Series
7
Represent Periodic Signals
For a general periodic signal x(t)
shown to the right:
x(t+nT) = x(t) for all
< < t
where n is any integer, i.e. n = 0, 1, 2,
T
x(t)
-T/2 T/2
t
... ...
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Fourier Analysis: Fourier Series
8
Frequency of Periodic Signals
The frequency of a signal is defined as the
inverse of the period and has the unit
number of cycles/sec.
T
f
o
1
=
is the fundamental frequency.
o
f
The frequency of a US standard outlet is 1/T = 60 Hz
T is the period and
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Fourier Analysis: Fourier Series
9
What is Fourier Series ?
Fourier Series is a technique developed by J. Fourier.
This technique (studied by Fourier) allows us to represent
periodic signals as a summation of sine functions of
different frequency, amplitude, and phase shift.
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Fourier Analysis: Fourier Series
10
Represent a Square Wave
Represent the
Square Wave at
the right using
Fourier Series
Notice that as
more and more
terms are summed,
the approximation
becomes better
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Fourier Analysis: Fourier Series
11
Fourier Series Representation
of Periodic Signals
Any periodic function can be represented in terms of sine
and cosine functions:
... 2 sin sin
... 2 cos cos ) (
2 1
2 1 0
+ + +
+ + + =
t b t b
t a t a a t x
o o
o o
e e
e e
This can also be written as:

=
+ + =
1
0
) sin cos ( ) (
n
o n o n
t n b t n a a t x e e
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Fourier Analysis: Fourier Series
12
Fourier Series Coefficients
The above
a
0
, a
n
, and b
n
are known as the Fourier Series
Coefficients.
These coefficients are calculated as follows.

=
+ + =
1
0
) sin cos ( ) (
n
o n o n
t n b t n a a t x e e
U of M-Dearborn ECE Department Math Review with Matlab
Fourier Analysis: Fourier Series
13
Calculating the a
0
Coefficient
a
o
, the coefficient outside the summation, is known
as the average value or the dc component
a
o
is calculated as follows:
}

=
2
2
) (
1
T
T
o
dt t x
T
a
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Fourier Analysis: Fourier Series
14
Calculating the a
n
and b
n

Coefficients
}

=
2
2
, ) cos( ) (
2
T
T
o n
dt t n t x
T
a e
n = 1, 2,
}

=
2
2
, ) sin( ) (
2
T
T
o n
dt t n t x
T
b e
n = 1, 2,
The a
n
and b
n
coefficients are calculated as follows:
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Fourier Analysis: Fourier Series
15
Orthogonal Signals
Two periodic signals g
1
(t) and g
2
(t) are said to be
Orthogonal if the the integral of their product over one
period is equal to zero.
}

=
2 /
2 /
0 ) ( 2 ) ( 1
T
T
dt t g t g
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Fourier Analysis: Fourier Series
16
Example: Orthogonal Signals
}

2 /
2 /
) ( ) ( 2 1
T
T
dt t g t g
}
}

=
2 /
2 /
2 /
2 /
) cos( ) sin( 2
2
1
) cos( ) sin(
T
T
T
T
dt t t
dt t t
Show that the
following signals are
orthogonal:
cos(t) (t) g
sin(t) (t) g
2
1
=
=
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Fourier Analysis: Fourier Series
17
Orthogonal Signals
| |
| |
0
) cos( ) cos(
4
1
) 2 cos(
4
1
) 2 sin(
2
1
) cos( ) sin( 2
2
1
2 /
2 /
2 /
2 /
2 /
2 /
=

= =
=

}
}
T T
t
dt t
dt t t
T
T
T
T
T
T
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Fourier Analysis: Fourier Series
18
Note that the rectified wave has a period equal to
one-half of the source wave period.
Example: Full Wave Rectifier
y(t)=|sin(e
o
t)|
t
y=|x|
x
y
x(t)
t
T/2
one period
one period
T
Consider the output of a full-wave rectifier:
U of M-Dearborn ECE Department Math Review with Matlab
Fourier Analysis: Fourier Series
19
Function Characteristics
The period of y(t) = T/2 and the fundamental
frequency of y(t) is 2e
o
(rad/sec).

=
+ =
1
0
) 2 cos( ) (
n
o n
t n a a t y e
Thus,
Now b
n
=0 since y(t) is an even function.
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Fourier Analysis: Fourier Series
20
Finding a
o

}
}
}
=
=
=

2 /
0
2
0
2
2
) sin(
2
) sin(
2
1
) (
1
T
o o
T
o o
T
T
o
dt t
T
a
dt t
T
a
dt t y
T
a
e
e
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Fourier Analysis: Fourier Series
21
Finding a
o

| |
(
(
(

=
(

=
1 )
2
)
2
(
cos(
)
2
(
2
) 0 * cos( )
2
cos(
2
) cos(
2 2 /
0
T
T
T
T
a
T
T
a
t
T
a
o
o
o
o
o
T
o
o
o
t
t
e
e
e
e
e
* Use e
o
= 2pi/T
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Fourier Analysis: Fourier Series
22
Finding a
o

| |
| |
t
t
t
t
2
1 1
1
1 ) cos(
1
=

=
o
o
o
a
a
a
U of M-Dearborn ECE Department Math Review with Matlab
Fourier Analysis: Fourier Series
23
Finding a
n
, n = 1, 2, .
}
}
|
.
|

\
|
=
=

4
0
4
4
) 2 cos( ) sin( ) 2 (
4
) 2 cos( ) sin(
2
2
T
o o
T
T
o o n
dt t n t
T
dt t n t
T
a
e e
e e
}

=
2
2
, ) cos( ) (
2
T
T
o n
dt t n t y
T
a e
U of M-Dearborn ECE Department Math Review with Matlab
Fourier Analysis: Fourier Series
24
Solution for a
n
, n = 1, 2, .
| | | | { }
| | | |
)
`

+
+
=
+
|
.
|

\
|
=
}
4
0
4
0
4
0
) 1 2 (
) 1 2 ( cos
) 1 2 (
) 1 2 ( cos 4
) 1 2 ( sin ) 1 2 ( sin
2
1 8
T
o
o
T
o
o
n
T
o o n
n
t n
n
t n
T
a
dt t n t n
T
a
e
e
e
e
e e
)
`

+
=
)
`

+
=
) 1 2 (
1
) 1 2 (
1
2
4
) 1 2 (
1
) 1 2 (
1 4
n n
n n T
o o
t
e e
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Fourier Analysis: Fourier Series
25
Solution for a
n
, n = 1, 2, .
So:
( ) 1 4
4
1 4
2 2
2 2

=
)
`

=
n n
a
n
t t
Thus:
( ) ( ) ( )
)
`

+ + = ... 6 cos
35
1
4 cos
15
1
2 cos
3
1 4 2
) ( t t t n y
o o o
e e e
t t
Note: We can only obtain an output signal with a
nonzero average value by using a nonlinear system
with our zero average value input signal
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Fourier Analysis: Fourier Series
26
Eulers Identity
) sin( ) cos( u u
u
jM M Me
j
+ =
We could also say:
) sin( ) cos( u u
u
j e
j
+ =
) sin( ) cos(
) sin( ) cos(
) (
u u
u u
u
u
j e
j e
j
j
=
+ =

and ...
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Fourier Analysis: Fourier Series
27
Representing Sin and Cos
with Complex Exponentials
) sin( ) cos( u u
u
j e
j
+ = ) sin( ) cos( u u
u
j e
j
=

2
) cos(
) cos( 2
u u
u u
u
u
j j
j j
e e
e e

+
=
= +
j
e e
j e e
j j
j j
2
) sin(
) sin( 2
u u
u u
u
u

=
=
Add the equations:
Subtract the
equations:
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Fourier Analysis: Fourier Series
28
Complex Exponential
Representation
The Sine and Cosine functions can be written
in terms of complex exponentials.
{ }
t jn t jn
o
o o
e e t n
e e
e

+ =
2
1
cos
{ }
t jn t jn
o
o o
e e
j
t n
e e
e

=
2
1
sin
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Fourier Analysis: Fourier Series
29
Complex Exponential Fourier Series
From previous slides
( ) ( )

=

(

+ + + =
1
0
2
1
2
1
) (
n
t jn t jn
n
t jn t jn
n
o o o o
e e
j
b e e a a t x
e e e e
{ }
t jn t jn
o
o o
e e t n
e e
e

+ =
2
1
cos
{ }
t jn t jn
o
o o
e e
j
t n
e e
e

=
2
1
sin
Using the Complex Exponential representation of Sine and
Cosine, the Fourier series can be written as:

=
+ + =
1
0
) sin cos ( ) (
n
o n o n
t n b t n a a t x e e
U of M-Dearborn ECE Department Math Review with Matlab
Fourier Analysis: Fourier Series
30
Fourier Series with
Complex Exponentials
( ) ( )
( ) ( )

=

(

+ + + =
(

+ + =
1
0
1
0
2
1
2
1
) (
2 2
1
) (
n
t jn
n n
t jn
n n
n
t jn t jn
n
t jn t jn
n
o o
o o o o
e jb a e jb a a t x
e e
j
b e e a a t x
e e
e e e e
Noting that 1/j = -j, we can write:
( ) ( )

=

(

+ + + =
1
0
2
1
2
1
) (
n
t jn t jn
n
t jn t jn
n
o o o o
e e
j
b e e a a t x
e e e e
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Fourier Analysis: Fourier Series
31
Fourier Series with
Complex Exponentials
( ) ( )
| |

+ + =
+ + =
(

+ + + =
1 1
0
1
0
1
0
) (
) (
2
1
2
1
) (
n
t jn
n
n
t jn
n
n
t jn
n
t jn
n
n
t jn
n n
t jn
n n
o o
o o
o o
e c e c c t x
e c e c c t x
e jb a e jb a a t x
e e
e e
e e
Make the following substitutions:

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

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Fourier Analysis: Fourier Series
32
Fourier Series with
Complex Exponentials
The Complex Fourier series can be written as:

=
=
n
t jn
n
o
e c t x
e
) (
where:
}

=
2
2
0
) (
1
T
T
t jn
n
dt e t x
T
c
e
Complex cn
*Complex conjugate
Note: if x(t) is real, c
-n
= c
n
*

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Fourier Analysis: Fourier Series
33
Line Spectra
Line Spectra refers the plotting of discrete coefficients
corresponding to their frequencies
For a periodic signal x(t), c
n
, n = 0, 1, 2, are
uniquely determined from x(t).
The set c
n
uniquely determines x(t)
Because c
n
appears only at discrete frequencies,
n(e
o
), n = 0, 1, 2, the set c
n
is called the discrete
frequency spectrum or line spectrum of x(t).
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Fourier Analysis: Fourier Series
34
The Cn coefficients are in general complex.
Line Spectra
The standard practice is to make 2 2D plots.
Plot 1: Magnitude of Coefficient vs. frequency
The standard practice is to make 2 2D plots.
Plot 1: Magnitude of Coefficient vs. frequency
Plot 2: Phase of Coefficient vs. frequency
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Fourier Analysis: Fourier Series
35
Magnitude of Cn
Recall that the magnitude for a complex number a+jb is
calculated as follows:
2 2
b a jb a + = +
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Fourier Analysis: Fourier Series
36
Phase of Cn
Recall that the phase for a complex number a+jb depends
on the quadrant that the angle lies in.
|
.
|

\
|

a
b
Tan
1
Quadrant 1: Quadrant 2:
Quadrant 3: Quadrant 4:
|
|
.
|

\
|


a
b
Tan
1
t
|
|
.
|

\
|
+

a
b
Tan
1
t
|
|
.
|

\
|


a
b
Tan
1
Angle(a+jb) =
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Fourier Analysis: Fourier Series
37
Amplitude Spectrum of Cn
Note: If x(t) is real then |Cn| is
of even symmetry.
n n
c c

=
n
c
sec) (rad e
o
e
o
e
o
e 2
o
e 2
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Fourier Analysis: Fourier Series
38
Phase Spectrum of Cn
n n
c c Z = Z

Note: If x(t) is real then the
Phase of Cn is odd
n
c Z
sec) (rad e
o
e
o
e
o
e 2
o
e 2
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Fourier Analysis: Fourier Series
39
Example: Finding Complex
Coefficients
Consider the periodic signal x(t) with period T = 2 sec.
Thus:
|
.
|

\
|
=
|
.
|

\
|
=
|
.
|

\
|
=
sec sec 2
2
sec
2 rad rad rad
T
o
t
t t
e
x(t)
t
-2.5 -2 -1.5 -1 -0.5 0.5 1 1.5 2 2.5
0
1
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Fourier Analysis: Fourier Series
40
Finding C
o(avg)

C
o(avg)
= 0.5
} } } }

+ + = =
1
1
5 . 0
5 . 0
1
5 . 0
5 . 0
1
) (
) ( ) ( ) (
2
1
) (
2
1
dt t x dt t x dt t x dt t x C
avg o
0 0
| | ( ) 5 . 0 ) 5 . 0 ( 5 . 0
2
1
2
1
2
1 5 . 0
5 . 0
5 . 0
5 . 0
= = = =

}
t dt
The area under x(t) from -1 to -.5 and from .5 to 1 is zero.
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Fourier Analysis: Fourier Series
41
Calculating C
n

0 ,
2
sin
=
|
.
|

\
|
= n
n
n
C
n
t
t
)
`

=
+ + =
+ + =
=
=

}
} } }
}
}
2 2
0
5 . 0
5 . 0
5 . 0
5 . 0
5 . 0
5 . 0
5 . 0
5 . 0
1
1
2 /
2 /
0 0
2
1
0
2
1
0
2
1
2
1
2
1
) (
2
1
) (
1
e e
e
e e e
e
e
e
n
j
n
j
t jn
t jn t jn t jn
t jn
T
T
t jn
n
e e
n j
dt e
dt e dt e dt e
dt e t x
dt e t x
T
C
o
o o o
o
o
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Fourier Analysis: Fourier Series
42
Now it can be shown that:
sin(nt/2) = 0 for n = 2, 4, C
n
= 0
sin(2t/2) = sin(t) = 0
sin(-4t/2) = sin(-2t) = 0
etc .
It can be also be shown that:
sin(nt/2) = -1 for n = 3, 7, 11,
sin(nt/2) = 1 for n = 1, 5, 9,
sin(3t/2) = -1
sin(-7t/2) = 1
etc .

Factor Evaluation
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Fourier Analysis: Fourier Series
43
,... 11 , 7 , 3 ,
n
n) signum(
,... 9 , 5 , 1 n ,
n
signum(n)
etc... 4, 2, , 0
=

=
= =
= =
n C
C
n C
n
n
n
0 ,
2
sin
=
|
.
|

\
|
= n
n
n
C
n
t
t
Recall:
Factor Evaluation
C
o(avg)
= 0.5
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Fourier Analysis: Fourier Series
44
Note: ZC
n
=t if C
n
is negative
Therefore:

=
= =
0 n & even n ,
0
odd n ,
0
5 .
| |
1
n
n
C
n
t
and

=
= Z
otherwise ,
... 11 7, 3, n ,
0
t
n
C
Summary of Results
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Fourier Analysis: Fourier Series
45
Plot the Magnitude Response
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Fourier Analysis: Fourier Series
46
Plot the Phase Response
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Fourier Analysis: Fourier Series
47
What is Parsevals Theorem ?
Parsevals Theorem states that the average power of a
periodic signal x(t) is equal to the sum of the squared
amplitudes of all the harmonic components of the signal
x(t).

This theorem is excellent for determining the power
contribution of each harmonic in terms of its coefficients
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Fourier Analysis: Fourier Series
48
Parsevals Theorem
Average power of x(t) is calculated from the time
or frequency domain by:
) (
2
1
) (
1
1
2 2 2
2
2
2

}

=

+ + = =
n
n n o
T
T
avg
b a a dt t x
T
P

=
+ = =
n n
n o n avg
c c c P
1
2
2
2
2
Time Domain:
Frequency Domain: