Fourier Series and Transform Basics
Fourier Series and Transform Basics
CT-Fourier Series
Fourier series is used for analyzing the periodic signal which gives the spectral
component of the signal, the resultant spectrum is discrete.
Fourier transform is used for analyzing the aperiodic signal which gives the
spectral component of the signal, the resultant spectrum is continuous.
In fourier series the signal is represented by a set of harmonically related complex
exponential,
k= jkωo t
x(t) = ak e ωo= fundamental frequency
k= -
T = fundamental period
Procedure for determining the Fourier coefficients- Analysis and synthesis equation:
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k= T j(k-n)ωo t
ake dt
k=- 0
T
j(k-n)ωo t
ake
0
dt = T, k=n
0, k≠n.
the equation (1) reduces to
T
-jnω t
0
x(t) e o dt= a n T
T T
1 -jnωo t 1 -jkωo t
an
T0 x(t) e dt by replacing n by k we get a k x(t) e
T0
dt -----(2)
k= jkωo t
x(t) = a e ------(3)
k=- k
Equation 2 is called analysis equation 3 is called synthesis equation
Note: The coefficient ak is called spectral or fourier series coefficients, which gives the
amplitude of the signal.
Eg-1
Find the fourier series coefficients for the given signal x(t)= sinω ot
k= jkωo t jkωo t
x(t) = ak e expand the x(t ) and equate the coefficients of e
k= -
jω -jω
e ot -e ot
sin0 t =
2j
jω -jω
e ot - e ot jω -jω
1+a1e o t + a -1e o t
2j
when equating the coefficients
ao=0, a1=1/2j , a-1= -1/2j
magnitude spectrum
| a1| = 0.5, | a-1| = 0.5
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Eg.2
2) x(t)= 1+sinωot + 2cosωot + cos(2ωot + π/4)
coefficients are
j4 -j 4
ao=1, a1=1+1/2j , a-1= 1-1/2j , a2=1/2( e ), a -2 = 1/2( e ),
magnitude spectrum
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Eg 3
Find the coefficient of the complex exponential fourier series for a halfwave sine
wave.
T0
x(t) = A sin 0 t 0 t
2
T0
0 t T0
2
T
1 -jkωo t
a k x(t) e dt
T0
T0
2
1 -jkωo t
ak =
T0 A sinω
0
0 te dt
T0
T20 T0
A 2
jωo t -jωo t -jkωo t A jωo (1-k)t 2
-jωo (1+k)t
=
2jT0 (e -e ) e dt =
2jT0 0
e dt - e dt
0
0
To To
jω (1-k)t -jωo (1+k)t 2 jω (1-k)t -jω (1+k)t 2
A e o e A e o e o
= - =- +
2jT0 jωo (1-k) -jωo (1+k) 2T0 ω o (1-k) (1+k)
0 0
jωo (1-k) To2 -jωo (1+k) To2
A e -1 e -1
=- +
2T0 ω o (1-k) (1+k)
-j(1+k)π (1+k)e j(1-k)π -1 (1-k)e-j(1+k)π -1
A e A
j(1-k)π
-1 e -1 +
=- + =-
4π (1-k) (1+k) 4π 1-k2
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If k = ± 1 ak is in-determinant, we have to find separately,
T0
2
1 -jkωo t
ak =
T0 A sinω
0
0 te dt, if k = 1
T0 T0
2 2
A jωo t -jωo t -jω A -j2ωo t
=
2jT0 (e
0
-e ) e o t dt =
2jT0 (1- e
0
)dt
To
A e-j2ωo t 2
A To 1 1
t - 2jωo
= = + -0-
2jT0 -2jωo 2jT0 2 2jωo
0
A To A A
=- = , a -1 = -
2jT0 2 4j 4j
x(t) = Et/2π 0 ≤ t ≤ 2π
1
T
-jkωo t k= jkωo t
a k x(t) e dt, x(t)= a e
T0 k= - k
2
E -jkωo t
ak 2
4 te
0
dt,
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Eg-5 The periodic wave sketched in fig defined over one period. This signal is periodic
over fundamental period To and fundamental freq ωo= 2π/ To determine the fourier series
coefficients for To= 4 T1.
1
T1
-jkωo t e-jkωo t
dt = -
To -T1
ak e
jkωo To
-T1
2 e
jkωo T1 -jkωo T1
e = 2sinkωo T1 = sinkωo T1
ak
kωo To 2j kωo To k
sin( k / 2)
for To 4T1 , a k for k 0, a k 0 for k even,
k
1 1 1
ao , a1 a -1 , a 3 a -3 and so on
2 3
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Properties of fourier series
The following are the important properties of FS
1-a) Linearity-CTFS
Let x(t) and y(t) are two periodic signals with period T. Let the fourier series
coefficient of x(t) =ak and y(t) =bk
x(t) FS ak y(t) FS bk
A x(t)+By(t) = Aak +Bbk
T T
1 -jkωo t 1 -jkωo t
a k x(t) e dt, b k y(t) e dt
T0 T0
T
1 -jkωo t
FS Ax(t) + By(t) Ax(t) + By(t) e dt
T0
T T
1 -jkωo t B -jkωo t
T0 Ax(t) e dt+ y(t) e
T0
dt = Aa k Bbk
1-b Linearity-DTFS
Let x(n) and y(n) are two periodic signals with period N. Let the fourier series
coefficient of x(n) =ak and y(n) =bk
x(n) FS ak y(n) FS bk
2
N 1
-jk n
N
x[n] y[n] e
1
FS Ax[n] + By[n]
N n 0
2 2
N 1
-jk n 1 N 1
-jk n
N N
Ax[ n]e +
By[n]e = Aa Bb
1
k k
N n 0 N n0
2-a)Time shifting-CTFS
-jkωo t 0
ak is the fourier series coefficient of x(t) , e a k is the fourier coefficient of x(t-to).
-jkωo t 0
x(t) F.S ak , x(t-to) FS e ak
Proof
T
1 -jkωo t
FS x(t-t o ) x(t-t o ) e dt, let =t-t o ,d =dt , t= t o
T0
T
1 -jkωo ( t o ) -jkωo t 0
x( ) e d = e a k
T0
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2-b)Time shifting-DTFS
2
-jk n 0
N
ak is the fourier series coefficient of x(n) , a k e is the fourier coefficient of
x(n-no).
2
-jk n 0
N
x(n) F.S ak , x(n-no) F.S ake
Proof
2
-jk
N 1 n
N
FS x(n-n o ) x[n no ]e
1
N n 0
let p=n-n o n=p+n o ,n=0 p=-n o , n=N-1 p=N-1-n o
2 2 2 2
N 1 no
-jk
N ( p n o ) -jk N n o 1 N 1 no
-jk
N n -jk n o
1
x[ p ]e e x[ p ]e a e N
N p no
p no N
k
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Note: If x(t) is even, ak=a*-k, ak is even. If x(t) is odd, ak=-a*-k, ak is also odd.
4-aTime scaling-CTFS
In the time scaling property, x(ut) which gives the same fourier coefficient of x(t) but the
period is changed by an amount To/u
The fourier coefficient is same but period is changed by the amount To/u.
4-bTime scaling-DTFS
In the time scaling property of x(n/m) which gives the same fourier coefficient but period
changed by the amount mN
Proof:
2 2
N 1
-jk n k N 1
jk n
N N
a k x[n]e , x(n)= ake
1
N n 0
k 0
2 n
k N 1
jk
n
ake
N m 1 a (periodic with period mN)
x(
m
)=
k 0
k
m
n
where x ( m ) (n) x if n is a multiple of m
m
0 if n is not a multiple of m
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Proof:
2 2
N 1
-jk n k N 1
jk n
N N
a k x[n]e , x(n)=
ake
1
N n 0 k 0
2 2 2 2
j mn j
N 1 mn -jk n 1 N 1
-j(k-m) N n
N N x[n]e N
FS[e x(n)]= 1
e
x[n]e a
k m
N n 0 N n0
Proof.
k= jkωt y(t)= k= b e jkωt
x(t)= a e
k=- k k=- k
T
we know that x(t)*y(t)= x( ) y (t ) d (1)
0
Proof.
2 2
N 1
-jk n k N 1
jk n
N , x(n)= N
ake
1
We know that, a k x[n]e
N n0 k 0
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N 1
Convolution of [x(n) * y(n)] x[k ] y[n k ] (1)
k 0
2 2
k N 1
jk n k N 1
jk ( n k )
N and y(n-k)= N
Let x(k)=
k 0
ake bk e
k 0
substitute in equation 1
2 2 2
N 1 N 1
jk n k N 1 jk N n -jk N n
1 ake N be e
k 0 k 0
k 0
k
2 2
k N 1
jk n k N 1
jk n
N , This is equation in the form of x[n]= N
x(n)*y(n)
k 0
Na k b k e ake
k 0
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8-a Multiplication Property-CTFS
If x(t) and y(t) is a periodic signal with period ‘T’ with FS coefficients a k and bk, the
l=
FS coefficient of multiplication of x(t) and y(t) i.e. x(t)y(t) is ab
l=-
l k l
l=
x(t) F.S ak , y(t) FS bk, x(t)y(t) F.S ab
l=-
l k l
Proof:
T T
1 -jkωt dt, 1 -jkωt dt (1)
FS(x(t)) = a k
T0 x(t) e Let FS(x(t)y(t))=
T0 x(t)y(t)e
l=
x(n) F.S ak, y(n) b k, x(n)y(n) F.S ab
l=-
l k l
Proof:
2 2
N 1
-jk n N 1
-jk n
1 N 1 N (1)
FS(x(n)) = a k x[n]e
N n0
and FS(x(n)y(n))= x[n] y[n]e
N n0
2 2
l N 1
jl n p N 1
jp n
N and y(n)= N
Let x(n)= ae
l 0
l bp e
p 0
substitute in equation 1
2 2 2
N 1 l N 1
jl n p N 1 jp n -jk n
N N N
bp e e change the order of summation
1
1
N n0
ae l 0
l
p 0
2
N 1 l N 1 p N 1
j(p-(k-l)) n l
1 N { N when p=k-l} so x(n)y(n)
N n0
l 0 p 0
a l bp e a b
l
l k-l
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9-a)Parsevals theorem-CTFS
The parsevals relation states that the average power in a signal is equal to the sum of
individual components of the normalized fourier series approximation.
k=
a
2
Pavg = k
k=-
Proof:
The average normalised power of a periodic waveform of x(t) is
1 T
Pavg = x(t) dt
2
T 0
2
x(t) = x(t)x * (t), x * (t) is the complex conjucate of x(t)
k= jkωo t k= -jkωo t
x(t)= a e , x * (t)= a *e
k=- k k=- k
1 T 1 T k= -jkωo t
Pavg = x(t)x * (t)dt x(t) a *e dt
T 0 T 0
k=- k
Interchange the order of integration and summation
k= 1 T -jkωo t k= 1 T -jkωo t k= k= 2
Pavg = a * x(t)e dt a * x(t)e dt a *a a
k=- k T 0 k=- k T 0 k=- k k k=- k
9-b)Parsevals theorem-DTFS
The parsevals relation states that the average power in a signal is equal to the sum of
individual components of the normalized fourier series approximation.
k=
a
2
Pavg = k
k=-
Proof:
The average normalised power of a periodic waveform of x(n) is
1 N 1
2
Pavg = x[n]
N n 0
2
x(n) = x(n)x * (n), x * (n) is the complex conjucate of x(n)
2 2
jk n jk n
k=N-1 N k=N-1 * N
x(n)= a e ,x (n)= a k e
*
k=0 k k =0
2
jk n
1 N 1
1 N 1 k=N-1 * N
Pavg = x[n]x [n]
*
x[n] k=0 ake change the order of summation
N n 0 N n0
2
jk N n
1 N 1 k=N-1 * 1 N 1
Pavg = x[n]x [n] a k x[ n]e
*
N n 0 k=0 N n0
k=N-1 k=N-1 2
Pavg = a *a a
k=0 k k k=0 k
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DT-Fourier Series
Fourier series is used for analyzing the periodic signal which gives the spectral
component of the signal, the resultant spectrum is discrete.
Fourier transform is used for analyzing the aperiodic signal which gives the
spectral component of the signal, the resultant spectrum is continuous.
In fourier series the signal is represented by a set of harmonically related complex
exponential,
Let x[n] is a discrete time periodic signal and it can be expressed as linear
combination of complex exponential as follows
2
jk n
k=N-1 N 2
x(n)= a e = fundamental frequency
k=0 k N
N = fundamental period
Procedure for determining the Fourier coefficients- Analysis and synthesis equation:
In fourier series the signal x[n] is represented by a set of harmonically related complex
exponential,
2
jk n
k=N-1 N
Let x(n)= a e -------------(1)
k=0 k
-jr 2πN n
multiplying both side by e and summing over N terms,
x[n]e
n 0
= a k e e
n 0 k 0
By changing the order of summation,
N 1 -jr 2πN n N 1 N 1 j(k-r) 2πN n
n 0
x[ n ]e
ak e
k 0 k 0
,
N 1 j(k-r) 2πN n
and the equation gives e
k 0
N if k=r
= 0 if k r
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N 1 -jr 2πN n
x[n]e
n 0
ar N
1 N 1 -jr 2πN n
ar
N
x[n]e
n 0
, after replacing 'r' by 'k'
1 N 1 -jk 2πN n
ak
N
x[n]e
n 0
(2)
If a system has linearity (additive and Homogeneity) and time invariance property then the
system is said to be LTI System. In LTI system, signals are represented as linear
combinations of basic signals which gives convenient representation for the response of the
system.
The importance of complex exponential in the study of LTI system is that the response
of a LTI system to a complex exponential input is same complex exponential with only
change in amplitude.
For continuous time est H(s) est
n
For Discrete time z H(z) zn
The show the complex exponentials are eigen function of LTI system, let us consider
CT LTI system with impulse response h(t). For an input x(t), output response of a
Continuous LTI system is ,
y(t)= x( )h(t )d = h( )x(t )d
st
For the input x(t)=e ,
y(t)= h( )e s(t )
d h( )e e d e st s st
h( )e
s
d est H(s)
So the complex exponential is an eigen function of a LTI system and H(s) is an eigen
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value.
In a same manner , the complex exponential sequences are eigen functions of discrete
time LTI systems.
Consider a discrete time LTI system with impulse response h(n) and its input sequence
x[n]=zn
y[n]= x(k )h(n k ) h(k ) x(n k )
n
For the input x[n]=z ,
y[n]=h(k ) z nk
h(k )z z z
n k n
h(k)z k
z n H ( z)
If the input x[n] is the complex exponential, the output is the same complex exponential
multiplied by a constant H(z).
So the complex exponential ‘z n’ is an eigen function of a Discrete LTI system and H(z)
is an eigen value.
Condition 2: Signal should have a finite number of discontinuities over the range of time
period.
For example consider a square signal x1(t) shown in figure is periodic with period ‘T’
which has finite number of discontinuities over the period ‘T’. As per Dirichlet, FS
coefficient is exist for this signal. On other hand the signal x2(t) is also periodic signal but it
Page | 16
violates dirichlet condition because it has infinite number of discontinuities over the time
period. so FS coefficient does not exist for this signal.
Condition 3: Signal should be absolutely integrable over the range of time period.
i.e. x(t)dt
T
For example consider a square signal x1(t) shown in figure is periodic with period ‘T’ The
value of integration over one period is 2. i.e. absolutely integrable. As per Dirichlet, FS
coefficient is existing for this signal. On other hand the signal x2(t)=1/t 0≤t≤1 is also
periodic signal but it gives infinite value of integration over the time period. so FS
coefficient does not exist for this signal.
Gibbs Phenomenon
Consider a periodic signal x(t), the fourier coefficients of this signal is infinite. To process
the coefficients the infinite fourier series coefficients is truncated into finite coefficients let
xN(t) is the truncated signal.
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Since the square wave satisfies the dirichlet conditions, the increase in N ∞ of xN(t) at
the discontinuities should be the average value of discontinuity,
lt xN (t ) x(t )
N
Thus as N increases, the ripples are compressed towards the discontinuity, but for
any finite value the peak value of the ripple is constant. This effect is known as Gibbs
Phenomenon.
The implications is that the truncated fourier series approximation x N(t) of a
discontinuous signal x(t) in general exhibit high frequency ripples and overshoot x(t)
near the discontinuities. Illustration of Gibbs phenomenon is shown in Fig for different
values of N.
From the figure as N increases ripples get compressed at discontinuities. For any finite N
peak amplitude of the ripples is constant, this behavior is known as Gibbs phenomenon.
Eg-5 Find the fourier series coefficients for the given signal x(n)= cosωon
N 1 jk 2π n
we know that, x[ n] a k e N
k 0
jk 2πN n
To find a k expand the x n and equate the coefficients of e
2 2 2 2
j 2 j j j 2
x[n] ... a2 e N
a1e N
a0 a1e N
a2 e N
......
2 2 2 2
j j j j
N N N N
e + e e e
Given signal x[n]=coso n
2 2 2
2 2
j j
N N 2 2
e e j j
a1e N
a0 a1e N
2 2
1 1
From the above equation, a0 0, a1 , a1
2 2
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No imaginary parts in ak so it has only magnitude spectrum
magnitude spectrum
| a1| = 0.5, | a-1| = 0.5
Eg.6 Find the FS coefficient of the given signal and sketch the magnitude and phase
spectrum
2π 2π 4π
x[n]=1+sin n 2 cos n cos n
N N N 4
N 1 jk 2πN n
we know that, x[ n] a k e
k 0
Page | 19
a 0 = 0, a -1 = , a1 = - , a -2 = - a 2 =
7 7 4 4
Eg.7 Consider a Discrete time periodic signal, x[n]= 1 -N1 ≤n≤ N1. Find the FS
coefficient of the given signal
1 N 1 -jk 2π n
The analysis Equation, a k x[n]e N (1)
N n 0
given x[n]=1 -N1 n N1 ,
1 N1 -jk 2πN n
Equation 1 a k
N
e
n N1
(2)
Page | 20
0
a k , apply L-Hospital Rule to find a k
0
d π π π
sin k 2 N1 1 cos k 2 N1 1 2 N1 1
1 dk N 1 lt N N 2 N1 1
ak lt
N k 0 d π N k 0 π π N
sin k cos k
dk N N N
π
sin k 2 N1 1
ak
1 N , for k 0, N, 2N .....
N π
sin k
N
2 N1 1
= for k= 0, N, 2N .....
N
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Time reversal of a continuous signal x(t) changes its Fourier series coefficients from \( a_k \) to \( a_{-k} \) as x(-t) produces a reversed frequency series . Similarly, for discrete-time signals, reversing the signal x(n) results in coefficients \( a_{-k} \).
In continuous-time signals, the Fourier series coefficients of a time-shifted signal x(t-to) are given by \( a_k \cdot e^{-jk\omega_0 t_0} \) where \( a_k \) are the original coefficients and \( \omega_0 \) is the fundamental frequency . For discrete-time signals, the coefficients are modified to \( a_k \cdot e^{-j2\pi k n_0/N} \) where \( n_0 \) represents the shift amount in samples .
Convolution of two periodic signals x(t) and y(t) with Fourier series coefficients \( a_k \) and \( b_k \) respectively results in a new signal, x(t)*y(t), whose Fourier coefficients are \( T a_k b_k \), where T is the period of the signals .
A discrete-time periodic signal x(n) can be expressed as a sum of complex exponentials \( \sum_{k=0}^{N-1} a_k e^{j2\pi kn/N} \). Determining the coefficients involves using analysis equations derived from the orthonormality of complex exponentials, yielding \( a_k = \frac{1}{N} \sum_{n=0}^{N-1} x(n) e^{-j2\pi k n/N} \).
For a time-scaled continuous-time signal, x(ut), the Fourier coefficients remain the same, \( a_k \), but the period changes to \( T_0/u \) where \( T_0 \) is the original period of x(t). The scaling compresses or expands the time axis depending on the value of u .
The Gibbs phenomenon occurs near discontinuities when approximating a function with a finite number of Fourier series coefficients. As the number of terms N increases, the overshoots or 'ripples' compress but the peak amplitude remains constant, leading to persistent oscillations around discontinuities .
To find the Fourier series coefficients, multiply both sides of \( x(n) = \sum_{k=0}^{N-1} a_k e^{j2\pi kn/N} \) by \( e^{-j2\pi rn/N} \) and sum over N terms to isolate each coefficient. This uses the orthogonality property of complex exponentials and results in closed-form solutions for \( a_k \) using the analysis equation, which can be re-applied in synthesis .
For continuous-time signals, multiplying x(t) by \( e^{j\omega_m t} \) shifts the coefficients to \( a_{k-m} \). In discrete-time, multiplication by \( e^{j \omega_n n} \) results in shifted coefficients \( a_{k-m} \) as well .
The magnitude spectrum is obtained by taking the absolute value of the Fourier coefficients \( |a_k| \), and the phase spectrum is obtained by the angle of the coefficients \( \angle a_k \). These spectra provide insight into the amplitude and phase characteristics of different frequency components within the signal .
Eigenfunctions in LTI systems are significant because they remain invariant, except for a scaling factor, when passed through such systems. This property simplifies the analysis and design of systems because any signal can be represented as a combination of these eigenfunctions, typically complex exponentials in the Fourier domain .