7 1 Fourier Series

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
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
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)
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
6
AC Wall Voltage Sine Wave
1 Period
1 Period
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
... ...
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
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.
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
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
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
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
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:
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
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
=
=
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
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:
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.
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
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
22
Finding a
o

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

=
o
o
o
a
a
a
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
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
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
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 ...
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:
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
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
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
31
Fourier Series with
( ) ( )
| |

+ + =
+ + =
(
+ + + =
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 + = = =

32
Fourier Series with
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
*

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).
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
35
Magnitude of Cn
Recall that the magnitude for a complex number a+jb is
calculated as follows:
2 2
b a jb a + = +
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) =
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
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
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
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.
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
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
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
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
45
Plot the Magnitude Response
46
Plot the Phase Response
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
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:

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