7 1 Fourier Series

Math Review with Matlab:
Fourier
Analysis
Fourier Series
S. Awad, Ph.D.
M. Corless, M.S.E.E.
D. Cinpinski
E.C.E. Department
University of Michigan-Dearborn
Fourier Analysis: Fourier Series
Math Review with Matlab U of M-Dearborn ECE Department
Fourier Series
Periodic Signal Definition
Fourier Series Representation of Periodic Signals
Fourier Series Coefficients
Orthogonal Signals
Example: Orthogonal Signals
Example: Full Wave Rectifier
Complex Exponential Representation
Example: Finding Complex Coefficients
Magnitude and Phase Spectra of Fourier Series
Parsevals Theorem
2
What is a Periodic Signal ?

A Periodic Signal is a signal that repeats itself every period
The Period of a signal is the amount of time it takes for a

given signal to complete one cycle.
For example, the normal U.S. AC from wall outlet has a

sine wave with a peak voltage of 170 V (110 Vrms)
3
General Sinusoid
A general cosine wave, v(t), has the form:
v(t ) M cos(t )
M = Magnitude, amplitude, maximum value
= Angular Frequency in radians/sec (=2pF)
F = Frequency in Hz
T = Period in seconds (T=1/F)
t = Time in seconds
= Phase Shift, angular offset in radians
4
General Sinusoid
Amplitude = 5
Plot in Blue:
5 sin( 2p (60)t )
p/2 Phase Shift
Plot in Red: 1 Period = 1/60 sec.
p = 16.67 ms.
5 sin( 2p (60)t )
2
5
AC Wall Voltage Sine Wave

1 Period
1 Period
6
Represent Periodic Signals

For a general periodic signal x(t)
shown to the right: x(t)
x(t+nT) = x(t) for all ... ...
-T/2 T/2 T t
where n is any integer, i.e. n = 0, 1, 2,
7
Frequency of Periodic Signals

The frequency of a signal is defined as the 1
inverse of the period and has the unit fo
number of cycles/sec. T
T is the period and fo is the fundamental frequency.
The frequency of a US standard outlet is 1/T = 60 Hz
8
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.
9
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
10
Fourier Series Representation

of Periodic Signals
Any periodic function can be represented in terms of sine
and cosine functions:
x(t ) a0 a1 cos ot a2 cos 2 ot ...

b1 sin ot b2 sin 2 ot ...
This can also be written as:

x(t ) a0 (an cos n ot bn sin n ot )
n 1
11
Fourier Series Coefficients

n 1
The above
a0,an, and bn are known as the Fourier Series
Coefficients.
These coefficients are calculated as follows.
12
Calculating the a0 Coefficient

ao, the coefficient outside the summation, is known
as the average value or the dc component
ao is calculated as follows:
T 2
1
ao
T x(t )dt
T 2
13
Calculating the an and bn

Coefficients
The an and bn coefficients are calculated as follows:
T 2
2
an x(t ) cos( n ot )dt , n = 1, 2,
T T 2
T 2
2
bn x(t ) sin( n ot )dt , n = 1, 2,
T T 2
14
Orthogonal Signals
Two periodic signals g1(t) and g2(t) are said to be
Orthogonal if the the integral of their product over one
period is equal to zero.
T /2
g1(t ) g 2(t )dt 0

T / 2
15
Example: Orthogonal Signals

Show that the T /2
following signals are
orthogonal:
g (t ) g (t )dt
T / 2
1 2
T /2
g1(t) sin(t)
g2(t) cos(t)
sin( t ) cos(t )dt
T / 2
T /2
1
2 sin( t ) cos(t ) dt
2 T / 2
16
Orthogonal Signals
T /2
1
2 sin( t ) cos(t )dt
2 T / 2
1
T /2 T /2
1
sin( 2t )dt
2 T / 2 4
cos( 2t )
T / 2
1
cos(T ) cos(T )
4
0
17
Example: Full Wave Rectifier

Consider the output of a full-wave rectifier:
x(t) y(t)=|sin(ot)|
y=|x|
y
t x t
T T/2
one period
one period
Note that the rectified wave has a period equal to

one-half of the source wave period. 18
Function Characteristics
The period of y(t) = T/2 and the fundamental
frequency of y(t) is 2o (rad/sec).
Now bn=0 since y(t) is an even function.
Thus,

y (t ) a0 an cos( 2n ot )
n 1
19
Finding ao
T 2
1
ao
T
T 2
y (t ) dt
T 2
1
ao
T 2 sin(
0
o t ) dt
T /2
2
ao
T sin(
0
o t ) dt
20
Finding ao
2
ao cos( ot ) 0
T /2
* Use o = 2pi/T
T o
2 oT
ao cos( ) cos( * 0)
T o
o
2
2p
( )T
2 T
ao cos( ) 1
2p 2
T( )
T 21
Finding ao
1
ao cos(p ) 1
p
1
ao 1 1
p
2
ao
p
22
Finding an, n = 1, 2, .
T 2
2
T T 2
an y (t ) cos( n o t ) dt ,
T 4
2
T 2 T 4
an sin( o t ) cos( 2 n o t ) dt
T 4
4
(2) sin( o t ) cos( 2n ot )dt
T 0
23
Solution for an, n = 1, 2, .

T 4
8 1
an sin (2n 1) ot sin (2n 1) ot dt
T 0 2
4 cos(2n 1) ot T 4 cos(2n 1) ot T 4
a n
T (2n 1) o 0 (2n 1) o 0

4 1 1

T (2n 1) o (2n 1) o
4 1 1

2p (2n 1) (2n 1) 24
Solution for an, n = 1, 2, .

So: 2 2 4
a n 2

p 4n 1 p 4n 1
2

Thus:
4 1
y (n) cos2 ot cos4 ot cos6 ot ...
2 1 1
p p 3 15 35
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 25
Eulers Identity
j
Me M cos( ) jM sin( )
We could also say:
j
e cos( ) j sin( )
and ...
j ( )
e cos( ) j sin( )
j
e cos( ) j sin( )
26
Representing Sin and Cos

with Complex Exponentials
j j
e cos( ) j sin( ) e cos( ) j sin( )
Add the equations: Subtract the
equations:
j j
j
e e j
2 cos( ) e e 2 j sin( )
j j
e e j j
e e
cos( ) sin( )
2 2j
27
Complex Exponential
Representation
The Sine and Cosine functions can be written
in terms of complex exponentials.
cos n ot e
2

1 jn ot jn ot
e
sin n ot
j2

1 jnot jnot
e e
28
Complex Exponential Fourier Series

From previous slides

n 1
sin n ot
j2
1

e jnot e jnot
2

cos n ot e jn ot e jn ot
1

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

x(t ) a0 an e e bn e e
n 1 2 2 j
29
Fourier Series with

Complex Exponentials
1 jnot jnot 1 jnot jnot

x(t ) a0 an e e bn e e
n 1 2 2 j
Noting that 1/j = -j, we can write:

1 jn ot j jn ot jn o t
x(t ) a0 an e e jn o t
bn e e
n 1 2 2

1 jn o t
x(t ) a0 an jbn e an jbn e
jn o t 1

n 1 2 2
30
Fourier Series with

Make the following substitutions:
1 1
c0 a0 , cn (an jbn ), c n (an jbn )
2 2

1 jn o t
x(t ) a0 an jbn e an jbn e
jn o t 1

n 1 2 2

x(t ) c0 cn e jn ot c n e jn ot
n 1

x(t ) c0 cn e jn o t
cn e jn o t
x(t ) n
c e jn o t
n
n 1 n 1 31
Fourier Series with

The Complex Fourier series can be written as:
T 2
1
x(t ) c e
n
n
jn o t
cn x
T T 2
(t ) e jn 0t
dt
where:
Complex cn
*Complex conjugate
Note: if x(t) is real, c-n = cn*
32
Line Spectra
Line Spectra refers the plotting of discrete coefficients
corresponding to their frequencies
For a periodic signal x(t), cn, n = 0, 1, 2, are
uniquely determined from x(t).
The set cn uniquely determines x(t)
Because cn appears only at discrete frequencies,
n(o, n = 0, 1, 2, the set cn is called the discrete
frequency spectrum or line spectrum of x(t).
33
Line Spectra
The Cn coefficients are in general complex.
The standard practice is to make 2 2D plots.

Plot 1: Magnitude of Coefficient vs. frequency
Plot 2: Phase of Coefficient vs. frequency
34
Magnitude of Cn
Recall that the magnitude for a complex number a+jb is
calculated as follows:
a jb a b 2 2
35
Phase of Cn
Recall that the phase for a complex number a+jb depends
on the quadrant that the angle lies in.
Angle(a+jb) =
Quadrant 1: Quadrant 2:
b
1 b p Tan
1
Tan
a a
Quadrant 3: Quadrant 4:
b b
p Tan 1
Tan
1
a a 36
Amplitude Spectrum of Cn
Note: If x(t) is real then |Cn| is
of even symmetry. cn cn
cn
2 o o o 2 o (rad sec)
37
Phase Spectrum of Cn
Note: If x(t) is real then the
Phase of Cn is odd
cn cn
cn
2 o o o 2 o (rad sec)
38
Example: Finding Complex

Coefficients
x(t)
-2.5 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 2.5 t

Consider the periodic signal x(t) with period T = 2 sec.
Thus:
2p rad 2p rad rad

o p
T sec 2 sec sec
39
Finding Co(avg)
The area under x(t) from -1 to -.5 and from .5 to 1 is zero.
0 0
1
1
1 0.5 0.5 1

Co ( avg ) x(t )dt x(t )dt x(t )dt x(t )dt
2 1 2 1 0.5 0.5
0.5
dt t 0.5 (0.5) 0.5
1 1 0.5 1
0.5
2 0.5 2 2
Co(avg) = 0.5
40
Calculating Cn
p
T /2
1
x(t )e
jn o t
Cn dt sin n
T T / 2
Cn 2
,n0
1
1
np
x(t )e jn ot dt
2 1
0.5 0.5 0.5
1 1 1
e jn o t
dt e jn o t
dt e jn ot dt
2 0.5 2 0.5 2 0.5
0.5
1
0 e jn ot dt 0
2 0.5
n n
1 j 20 j 0
e e 2
j 2 0 n 41
Factor Evaluation
Now it can be shown that:
sin(np/2) = 0 for n = 2, 4, Cn = 0
sin(2p/2) = sin(p) = 0
sin(-4p/2) = sin(-2p) = 0
etc .
It can be also be shown that:

sin(np/2) = -1 for n = 3, 7, 11,
sin(np/2) = 1 for n = 1, 5, 9,
sin(3p/2) = -1
sin(-7p/2) = 1
etc .
42
Factor Evaluation
Recall: p
sin n Co(avg) = 0.5
Cn 2
,n0
np
Cn 0, n 2,4, etc...
signum(n)
Cn , n 1,5,9,...
n
signum( n)
Cn , n 3,7,11,...
n
43
Summary of Results
Note: Cn=p if Cn is negative
Therefore:
1
| n | p , n odd p , n 3, 7, 11 ...
and C
Cn .5 n0 n
0 , n even & n 0 0
, otherwise

44
Plot the Magnitude Response
45
Plot the Phase Response
46
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
47
Parsevals Theorem
Average power of x(t) is calculated from the time
or frequency domain by:
Time Domain:
T 2
1 1
x(t ) dt ao (an bn )
2 2 2 2
Pavg
T T 2 2 n 1
Frequency Domain:

Pavg c c 2 cn
2 2 2
n o
n n 1
48

7 1 Fourier Series

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Math Review with Matlab:

What is a Periodic Signal ?

The Period of a signal is the amount of time it takes for a

For example, the normal U.S. AC from wall outlet has a

Plot in Red: 1 Period = 1/60 sec.

AC Wall Voltage Sine Wave

Represent Periodic Signals

where n is any integer, i.e. n = 0, 1, 2,

Frequency of Periodic Signals

T is the period and fo is the fundamental frequency.

The frequency of a US standard outlet is 1/T = 60 Hz

What is Fourier Series ?

This technique (studied by Fourier) allows us to represent

Represent a Square Wave

Fourier Series Representation

x(t ) a0 a1 cos ot a2 cos 2 ot ...

Fourier Series Coefficients

Calculating the a0 Coefficient

Calculating the an and bn

g1(t ) g 2(t )dt 0

Example: Orthogonal Signals

Example: Full Wave Rectifier

Note that the rectified wave has a period equal to

Now bn=0 since y(t) is an even function.

Solution for an, n = 1, 2, .

Solution for an, n = 1, 2, .

Note: We can only obtain an output signal with a

Representing Sin and Cos

Complex Exponential Fourier Series

1 jnot jnot 1 jnot jnot

Fourier Series with

Fourier Series with

Fourier Series with

The standard practice is to make 2 2D plots.

Example: Finding Complex

-2.5 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 2.5 t

2p rad 2p rad rad

It can be also be shown that:

Plot the Magnitude Response

Plot the Phase Response

What is Parsevals Theorem ?

This theorem is excellent for determining the power

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