chap16 2003/6/8 page 418 #1

16 Fourier series
16.1
Introduction
Fourier analysis is the theory behind frequency analysis of signals. This
chapter is concerned with the Fourier analysis of periodic, piecewise con-
tinuous functions. A periodic function can be represented by a Fourier
series. A non-periodic function can be represented by its Fourier trans-
form which we shall not be concerned with here. Discrete functions may
be represented by a discrete Fourier transform, which also we shall not
look at in this book.
Any periodic signal is made up of the sum of single frequency
components. These components consist of a fundamental frequency com-
ponent, multiples of the fundamental frequency, called the harmonics and
a bias term, whichrepresents the average off-set fromzero. There are three
ways of representing this information which are equivalent. We can rep-
resent the frequency components as the sum of a sine and cosine terms,
or by considering the amplitude and phase of each component, or we can
represent them using a complex Fourier series. The use of the complex
Fourier series simplies the calculation.
Having found the Fourier components we can use the systems fre-
quency response function, as found in the previous chapter, to nd the
steady state response to any periodic signal.
16.2 Periodic
Functions
In Chapter 5 we discussed the property of periodicity of the trigonometric
functions. Aperiodic function is one whose graph can be translated to the
right or left by an amount, called the period, such that the new graph ts
exactly on top of the original graph. The fundamental period, also called
the cycle, is the minimum non-zero amount the graph needs to be shifted
in order to t over the original graph.
A periodic function, with period , satises f (t + ) = f (t ) for all
values of t . Examples of periodic functions are given in Figure 16.1.
The fundamental frequency of a periodic function is the number of
cycles in an interval of unit length, f = 1/. The fundamental angular
frequency is then given by
0
= 2f = 2/. A periodic function need
only be dened in one cycle, as the periodicity property will then dene
it everywhere. For example, the graph of the periodic square wave
f (t ) =

1/2 0 < t < 1

1/2 1 < t < 2
is drawn in Figure 16.2. First, we draw the section of the graph as given
in the denition and then shift the section along by the period, in this
case 2, and copy the section. By repeatedly shifting and copying in this
way, both to the left and right, we get the graph as shown.
As we mentioned in the introduction there are three ways of expressing
the Fourier series. As a sine and cosine series or in amplitude and phase
form or in complex form.
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Fourier series 419
Figure 16.1 Some periodic functions with their fundamental periods marked.
Figure 16.2 The periodic
square wave dened by:
f (t ) =

1/2 0 < t < 1

1/2 1 < t < 2
16.3 Sine and
cosine series
If f (t ) is periodic with period = 2/
0
, then the Fourier series for f
is given by:
f (t ) =
1
2
a
0
+

n=1
a
n
cos(n
0
t ) +b
n
sin(n
0
t )
where the coefcients are given by
a
0
=
2

/2
/2
f (t ) dt
a
n
=
2

/2
/2
f (t ) cos(n
0
t ) dt
b
n
=
2

/2
/2
f (t ) sin(n
0
t ) dt
The steps for nding the Fourier series are:
Step 1: Plot the periodic function f (t ).
Step 2: Determine its fundamental period and its fundamental angular
frequency
0
= 2/.
Step 3: Evaluate a
0
, a
n
, and b
n
as given above.
Step 4: Write down the resulting Fourier series.
Example 16.1 Find the Fourier series for
f (t ) =

1/2 0 < t < 1

1/2 1 < t < 2
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420 Fourier series
Solution
Step 1
We have already plotted the graph as shown in Figure 16.2.
Step 2
The fundamental period of this is = 2, so that
0
= 2/2 = .
Step 3
Calculate a
0
, a
n
, and b
n
. We nd
a
0
=
2

/2
/2
f (t ) dt =
2
2

1
1
f (t ) dt
=

0
1
1
2
dt +

1
0
1
2
dt
=

1
2
t

0
1
+

1
2
t

1
0
=
1
2
+
1
2
= 0
a
n
=
2

/2
/2
f (t ) cos(n
0
t ) dt =
2
2

1
1
f (t ) cos(nt ) dt
=

0
1

1
2
cos(nt ) dt +

1
0
1
2
cos(nt ) dt
=

1
2
sin(nt )
n

0
1
+

1
2
sin(nt )
n

1
0
=
1
2
sin(0)
n
+
sin(n)
n
+
1
2
sin(n)
n

1
2
sin(0)
n
= 0 +0 +0 0 = 0
b
n
=
2

/2
/2
f (t ) sin(n
0
t ) dt
=
2
2

1
1
f (t ) sin(nt ) dt
=

0
1

1
2
sin(nt ) dt +

1
0
1
2
sin(nt ) dt
=

1
2
cos(nt )
n

0
1
+

1
2
cos(nt )
n

1
0
=
1
2n
(cos(0) cos(n)) +
1
2n
(cos(n) +cos(0))
=
1
2n
(1 (1)
n
) +
1
2n
((1)
n
+1)
=
1
n
(1 (1)
n
)
since cos(n) = (1)
n
.
TLFeBOOK
chap16 2003/6/8 page 421 #4
Fourier series 421
Step 4
The Fourier series for f (t ) is
f (t ) =
1
2
a
0
+

n=1
a
n
cos(n
0
t ) +b
n
sin(n
0
t )
in this case giving
f (t ) =
1

n=1
1 (1)
n
n
sin(nt )
Note that the even values of n all give zero coefcients as 1 (1)
n
= 0
for n even. Odd values give 2/(n). In this case, we can change the
variable for the summation, using n = 2m1, which is always odd. This
gives
f (t ) =
1

m=1
2
2m1
sin((2m1)t )
It is interesting to plot graphs of the rst few partial sums that we obtain
from this series. In Figure 16.3 we have plotted the graph given by the
terms up to n = 3, n = 5, and n = 7:
S
3
=
2

sin(t ) +
2
3
sin(3t )
S
5
=
2

sin(t ) +
2
3
sin(3t ) +
2
5
sin(5t )
S
7
=
2

sin(t ) +
2
3
sin(3t ) +
2
5
sin(5t ) +
2
7
sin(7t ).
Figure 16.3 Partial sums of the Fourier series for the square wave.
TLFeBOOK
chap16 2003/6/8 page 422 #5
422 Fourier series
You will notice that there is an overshoot of the value near the jump
discontinuities. This is an example of Gibbs phenomenon. However
many terms we take in the partial sum this overshoot remains sig-
nicant, at about 10% of the function value. It is also interesting to
see the value that the Fourier series takes at the discontinuous points,
for example, t = 1. Substituting t = 1 into S
3
, S
5
, and S
7
gives
0. This is half way between the values of f at either side of the
point t = 1.
Example 16.2 Find the Fourier series for the periodic function, dened
in the interval 0 < t < 1 by
f (t ) =

t 0 < t < 1/2

0 1/2 < t < 1
Solution
Step 1
We plot the graph as shown in Figure 16.4.
Step 2
The fundamental period of this is = 1 so that
0
= 2/1 = 2.
Step 3
Calculate a
0
, a
n
, and b
n
. We nd
a
0
=
2
1

1/2
1/2
f (t ) dt = 2

1/2
0
t dt = [t
2
]
1/2
0
= (1/4) 0 = 1/4
a
n
=
2

/2
/2
f (t ) cos(
0
nt ) dt
= 2

/2
/2
f (t ) cos(2nt ) dt = 2

1/2
0
t cos(2nt ) dt .
To nd this integral we perform integration by parts. The formula, as
given in Chapter 7, is u dv = uv v du. In this case, we choose
Figure 16.4 The graph for
Example 16.2.
TLFeBOOK
chap16 2003/6/8 page 423 #6
Fourier series 423
u = t , dv = cos(2nt ) dt , du = dt and v = sin(2nt )/(2n)
a
n
= 2

t
sin(2nt )
2n

1/2
0

1/2
0
sin(2nt )
2n
dt

as sin(n) = 0 for all n, we get

a
n
= 2

cos(2nt )
4
2
n
2

1/2
0

= 2

cos(n)
4
2
n
2

1
4
2
n
2

cos(n) is 1 when n is odd and 1 when n is even. This means that

cos(n) = (1)
n
. Then
a
n
= 2
((1)
n
1)
4
2
n
2
=
(1)
n
1
2
2
n
2
Next:
b
n
=
2

/2
/2
f (t ) sin(2nt ) dt = 2

1/2
0
t sin(2nt )dt
Integrating by parts, using the formula u dv = uv v du and choosing
u = t , dv = sin(2nt ) dt
du = dt , v = cos(2nt )/(2n), we obtain
b
n
= 2

cos(2nt )
2n

1/2
0
+

1/2
0
cos(2nt )
2n
dt

= 2

cos(n)
4n
+

sin(2nt )
4
2
n
2

1/2
0

= 2

(1)
n
4n

=
(1)
n
2n
Step 4
The Fourier series for f (t ) is
f (t ) =
1
2
a
0
+

n=1
a
n
cos(n
0
t ) +b
n
sin(n
0
t )
in this case, giving
f (t ) =
1
8
+

n=1
(1)
n
1
2
2
n
2
cos(2nt ) +

n=1
(1)
n+1
2n
sin(2nt )
The signal bias: the direct current (DC)
component
The term
1
2
a
0
is called the bias term, or the DC component (a name
adopted from electronic signals), as it corresponds to the average value
of the function over a single period.
TLFeBOOK
chap16 2003/6/8 page 424 #7
424 Fourier series
16.4 Fourier
series of
symmetric
periodic
functions
We looked at even functions and odd functions in Chapter 2.
Even functions
We nd that even functions, which have the property that f (t ) = f (t ),
have all b
n
= 0 in their Fourier series. They are represented by cosine
terms only. This is not surprising as the cosine is an even function and
the sine function is odd. We would expect that an even function would
be expressed in terms of other even functions. Another simplication in
this case is
a
n
=
2

/2
/2
f (t ) cos(n
0
t ) dt
=
2

0
/2
f (t ) cos(n
0
t ) dt +
2

/2
0
f (t ) cos(n
0
t ) dt
=
4

/2
0
f (t ) cos(n
0
t ) dt
and it is therefore only necessary to integrate over a half cycle.
To summarize, for an even function
a
0
=
4

/2
0
f (t ) dt
a
n
=
4

/2
0
f (t ) cos(n
0
t ) dt
b
n
= 0 all n
Odd functions
Odd functions, where f (t ) = f (t ) have all a
n
= 0 and only have
sine terms in their Fourier series. We only need to consider the half cycle,
because
b
n
=
2

/2
/2
f (t ) sin(n
0
t )
=
2

0
/2
f (t ) sin(n
0
t ) dt +
2

/2
0
f (t ) sin(n
0
t ) dt
=
4

1/2
0
f (t ) sin(n
0
t ) dt
To summarize, for an odd function
a
n
= 0 all n
b
n
=
4

/2
0
f (t ) sin(n
0
t ) dt .
Half-wave symmetry
There is another sort of symmetry that has an important effect on the
Fourier series representation. This is called half-wave symmetry. A func-
tion with half-wave symmetry obeys f (t +
1
2
) = f (t ), that is, the
TLFeBOOK
chap16 2003/6/8 page 425 #8
Fourier series 425
graph of the function in the second half of the period is the same as
the graph of the function in the rst half turned upside down. A function
with half-wave symmetry has no even harmonics. This can be shown by
considering one of the even terms where n = 2m. Then
b
2m
=
2

/2
/2
f (t ) sin(2m
0
t ) dt
=
2

0
/2
f (t ) sin(2m
0
t ) dt +
2

/2
0
f (t ) sin(2m
0
t ) dt
Substitute t

= t (1/2) in the second term, so that dt

= dt , giving
2

0
/2
f

+

2

sin

2m
0

+

2

dt

As = 2/
0
sin

2m
0

+

2

= sin

2m
0
t

+2m

0
2

0
2

= sin

2m
0
t

+2m

= sin

2m
0
t

As f (t

+
1
2
) = f (t

), the second term in b

2m
becomes
2

0
/2
f (t

) sin(2m
0
t

) dt

which cancels the rst term, giving b

2m
= 0.
A similar argument shows that the coefcients of the cosine terms for
even n are also zero. In this case also it is only necessary to consider the
half-cycle, as
2

/2
/2
f (t ) sin(n
0
t ) dt =
4

/2
0
f (t ) sin(n
0
t ) dt n odd
To summarize, for a function with half wave symmetry
a
n
=
4

/2
0
f (t ) cos(n
0
t ) dt n odd
b
n
=
4

/2
0
f (t ) sin(n
0
t ) dt n odd
a
n
= b
n
= 0 n even
An even function, an odd function, and a function with half-wave
symmetry are shown in Figure 16.5.
TLFeBOOK
chap16 2003/6/8 page 426 #9
426 Fourier series
Figure 16.5 (a) An even function satises f (t ) = f (t ), that is reecting the graph in the y-axis results in the
same graph. This function has only cosine terms in its Fourier series. (b) An odd function satises
f (t ) = f (t ), that is reecting the graph in the y-axis results in an upside down version of the same graph.
This function has only sine terms in its Fourier series. (c) A function with half-wave symmetry satises
f (t +/2) = f (t ) that is the graph of the function in the second half of the period is the same as the graph of
the function in the rst half reected in the x-axis. This function has no even harmonics.
16.5 Amplitude
and phase
representation
of a Fourier
series
In Chapter 9, when considering using vectors to represent single fre-
quency waves, we saw that terms like c cos(t ) d sin(t ) can be
represented by a single cosine term Acos(t +) where A is the ampli-
tude and is the phase. The terms A and can be found by expressing
the vector (c, d) in polar form. We can employ this idea to represent
the Fourier series in amplitude and phase form. This can be very useful
because, for instance, a lter may be designed to attenuate frequencies
outside of the desired pass band. this requirement species its ampli-
tude characteristics. The phase characteristics may then be considered
separately.
The Fourier series becomes
f (t ) =
1
2
a
0
+

n=1
c
n
cos(n
0
t +
n
)
where
c
n
cos(n
0
t +
n
) = a
n
cos(n
0
t ) +b
n
sin(n
0
t )
From the trigonometric identity for cos(A+B), we can expand the left-
hand side of the above expression to get
c
n
cos(n
0
) cos(
n
)c
n
sin(n
0
) sin(
n
) = a
n
cos(n
0
t )+b
n
sin(n
0
t )
Equating terms in cos(n
0
t ) and sin(n
0
t ), we get
c
n
cos(
n
) = a
n
c
n
sin(
n
) = b
n
TLFeBOOK
chap16 2003/6/8 page 427 #10
Fourier series 427
giving
c
n
=

a
2
n
+b
2
n
and
n
= tan
1

b
n
a
n

( if a
n
is negative)
We see that c
n

n
can be found by expressing (a
n
, b
n
) in polar form.
The amplitudes can be plotted against the frequency f (or angu-
lar frequency ) giving the amplitude spectrum and the phases
can be plotted, giving the phase spectrum. The amplitude gives
information about the distribution of energy among the different
frequencies.
For the unbiased square wave which we considered in Example 16.1
we found
f (t ) =
1

n=1
1 (1)
n
n
sin(nt ) =
1

m=1
2
2m1
sin((2m1)t )
a
m
= 0
b
m
=
2
(2m1)
So
c
m
=

a
2
m
+b
2
m
=
2
(2m1)
as there is only a sine term then the phase is given by /2. So we get
f (t ) =

m=1
2
(2m1)
cos

(2m1)t

2

where n = 2m1.
On plotting these amplitudes and phases we get Figure 16.6. The phases
are not dened for frequencies with zero amplitude but we can consider
them as 0.
Figure 16.6 (a) The amplitude and (b) phase spectra of the square wave given in Figure 16.1.
TLFeBOOK
chap16 2003/6/8 page 428 #11
428 Fourier series
16.6 Fourier
series in
complex form
The most useful form of the Fourier series is the amplitude and phase
form of the previous section. c
n
and
n
can often be calculated more
simply by considering the complex form of the Fourier series. We can
nd this by taking the expression from the previous section:
f (t ) =
1
2
a
0
+

n=1
c
n
cos(n
0
t +
n
)
and expressing the cosine terms as the sums of complex exponentials:
c
n
cos(n
0
t +
n
) =
c
n
2
(e
j(n
0
t +
n
)
+e
j(n
0
t +
n
)
)
=
c
n
2
e
j
n
e
jn
0
t
+
c
n
2
e
j
n
e
jn
0
t
Then setting

n
=
c
n
2
e
j
n
and
n
=
c
n
2
e
j
n
we get
f (t ) =
1
2
a
0
+

n=1

n
e
jn
0
t
+
n
e
jn
0
t
f (t ) =
n=

n=

n
e
jn
0
t
where
0
=
1
2
a
0

n
=
c
n
2
e
jn
and
n
=
c
n
2
e
j
n
as c
n
is real |
n
| = |
n
| =
c
n
2
, and

n
=
n
.
Therefore,
n
(n > 0) is a complex coefcient of the Fourier series
with amplitude c
n
/2 and phase
n
.
The complex formis generally the most convenient formof the Fourier
series because in the expression
f (t ) =

n=

n
e
jn
0
t
the complex Fourier components can be found from

n
=
1

/2
/2
f (t ) e
jn
0
t
dt
and hence involve performing only a single integration.
This form of the Fourier series gives apparent negative frequencies
but for any real function of time the coefcients of negative frequencies
have equal amplitude to the equivalent positive frequencies and negative
phase. Thus, only the positive frequency coefcients need be given to
totally specify the function.
TLFeBOOK
chap16 2003/6/8 page 429 #12
Fourier series 429
From the complex form, we can easily nd the amplitude and phase
spectra. If we write the coefcients in exponential form, |
n
|e
j
, we nd
c
n
= 2|
n
| and
n
=
n
= arg(
n
), n 0.
We can also easily nd the sine and cosine form of the Fourier series
by using
a
n
= 2|
n
| cos(
n
) = 2 Re(
n
)
b
n
= 2|
n
| sin(
n
) = 2 Im(
n
).
Example 16.3 Find the complex Fourier series for a function dened
in the interval 0 < t < 1 by
f (t ) =

t 0 < t < 1/2

0 1/2 < t < 1
Solution
Step 1
We have already plotted the graph as shown in Figure 16.4.
Step 2
The fundamental period of this is = 1 so that
0
= 2.
Step 3
Calculate
n
. We nd

n
=
1

/2
/2
f (t ) e
jn
0
t
dt =

1/2
0
t e
j2nt
dt
To nd this integral, we perform integration by parts using

u dv =
uv

v du. In this case we choose u = t , dv = e

j2nt
dt , du = dt and
=
e
j2nt
j2n
= j
e
j2nt
2n
giving

n
=

1/2
0
t e
j2nt
=

j
t e
j2nt
2n

1/2
0

1/2
0
j e
j2nt
(2n)
dt
= j
e
jn
4n

j
e
j2nt
(2n)(j2n)

1/2
0
=
j e
jn
4n
+
e
jn
1
4
2
n
2
Since e
jn
= (1)
n
, this means

n
=
(1)
n
1
4
2
n
2
+j
(1)
n
4n
TLFeBOOK
chap16 2003/6/8 page 430 #13
430 Fourier series
Step 4
The complex Fourier series for f (t ) is
f (t ) =
n=

n=

n
e
jn
0
t
in this case giving
f (t ) =

n=

(1)
n
1
4
2
n
2
+j
(1)
n
4n

e
jn
0
t
To nd the trigonometric form from this we can use
a
n
= 2 Re(
n
) =
(1)
n
1
2
2
n
2
b
n
= 2 Im(
n
) =
(1)
n
2
n
which agrees with our previous result found in Example 16.2.
16.7 Summary
1. If f (t ) is periodic, with period , then
0
= 2/ and the Fourier
series for f is given by:
f (t ) =
1
2
a
0
+

n=1
a
n
cos(n
0
t ) +b
n
sin(n
0
t )
where the coefcients are given by
a
0
=
2

/2
/2
f (t )dt
a
n
=
2

/2
/2
f (t ) cos(n
0
t )dt
b
n
=
2

/2
/2
f (t ) sin(n
0
t )dt
This is the sine and cosine form (trigonometric form) of the Fourier
series.
2. An even function, such that f (t ) = f (t ), has b
n
= 0 and a
n
can
be found by integrating over the half cycle. An odd function, such
that f (t ) = f (t ), has a
n
= 0 and the terms b
n
can be found by
integrating over the half cycle. A function with half-wave symmetry,
f (t +
1
2
) = f (t ) has no even terms in the expansion. The terms a
n
and b
n
can be found by integrating over a half-cycle only.
3. The amplitude and phase form of the Fourier series is
f (t ) =
1
2
a
0
+

n=1
c
n
cos(n
0
t +
n
)
c
n

n
can be found by expressing (a
n
, b
n
) (as dened above) in
polar form: a
n
= c
n
cos(
n
), b
n
= c
n
sin(
n
).
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chap16 2003/6/8 page 431 #14
Fourier series 431
4. The complex form of the Fourier series is given by
f (t ) =
n=

n=

n
e
jn
0
t
where

n
=
1

/2
/2
f (t ) e
jn
0
t
dt
The coefcients are related to a
n
and b
n
by
a
n
= 2 Re(
n
), b
n
= 2 Im(
n
),
n
=
1
2
(a
n
b
n
)
and to the amplitude and phase form by
c
n
= 2|
n
| and
n
= arg(
n
), n 0.
16.8 Exercises
For the following periodic functions in Exercises 16.116.7,
nd the Fourier series in trigonometric and complex form
f (t ) =
1
2
a
0
+

n=1
a
n
cos(n
0
t ) +b
n
sin(n
0
t )
f (t ) =

n=

n
e
jn
0
t
and check that the results are equivalent in each case.
16.1 f (t ) =

1 0 < t < 1
0 1 < t < 4
16.2 f (t ) =

t
2
0 < t < 1
0 1 < t < 2
16.3 f (t ) = cos
2
(t )
16.4 f (t ) =

t 0 < t < 1
0 1 < t < 2
16.5 f (t ) =

t
2
0 < t < 1
1 (t 1)
2
1 < t < 2
16.6 f (t ) =

cos(2t ) 0 < t < 1

0 1 < t < 2
16.7 f (t ) =

t 0.5 0 < t < 1

1.5 t 1 < t < 2
16.8 Which of the periodic functions whose graphs are
shown in Figure 16.7 are even, odd, or have half-wave
symmetry. What consequences will such properties
have for the Fourier series in trigonometric form?
16.9 Find the fundamental period and give the amplitude
and phase spectra of the Fourier series representation
of the following periodic functions
(a) f (t ) = sin(3t ) sin(t )
(b) g(t ) =
1
2
cos(2t ) +2
1
2
sin(2t )
(c) f (t ) =

n=
1
n
2
e
jnt
n = 0
16.10 Find and plot the amplitude and phase spectra of your
results from Exercises 16.1, 16.3, and 16.7.
Figure 16.7 Graphs for Exercise 16.8.
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chap16 2003/6/8 page 432 #15
432 Fourier series
16.11 Considering the functions in Exercises 16.1, 16.2, and
16.4 show that at the position of the jump discon-
tinuities, t = t
d
, the Fourier series converges to the
value
f (t
+
d
) +f (t

d
)
2
where f (t
+
d
) = lim
t t
+
d
f (t ) and
f (t

d
) = lim
t t

d
f (t )
You may assume that:

n=1
(1)
n1
2n 1
=

4

n=1
1
n
2
=

2
6
and

n=1
(1)
n1
n
2
=

2
12
16.12 The steady state response to a signal e
jt
is given
by H(j)e
jt
. Find the steady state response to the
function f (t ) = cos
2
(t ) from a system with transfer
function 1/(s +2).
TLFeBOOK