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EEL205 : Signals and Systems
Kushal K. ShahAsst. Prof. @ EE, IIT Delhi
Email : [email protected] : http://web.iitd.ac.in/~kkshah
Fourier Series
Response of LTI systems to complex exponentials
continuous time : est → H (s)est
discrete time : zn → H (z)zn
y (t) =
ˆ∞
−∞
x (τ)h (t− τ)dτ
=
ˆ∞
−∞
h (τ)x (t− τ)dτ
=
ˆ∞
−∞
h (τ)es(t−τ)dτ
= estˆ
∞
−∞
h (τ)e−sτdτ
= H (s)est
Response of LTI systems to complex exponentials
continuous time : est → H (s)est
discrete time : zn → H (z)zn
y (t) =
ˆ∞
−∞
x (τ)h (t− τ)dτ
=
ˆ∞
−∞
h (τ)x (t− τ)dτ
=
ˆ∞
−∞
h (τ)es(t−τ)dτ
= estˆ
∞
−∞
h (τ)e−sτdτ
= H (s)est
Response of LTI systems to complex exponentials
continuous time : est → H (s)est
discrete time : zn → H (z)zn
y (t) =
ˆ∞
−∞
x (τ)h (t− τ)dτ
=
ˆ∞
−∞
h (τ)x (t− τ)dτ
=
ˆ∞
−∞
h (τ)es(t−τ)dτ
= estˆ
∞
−∞
h (τ)e−sτdτ
= H (s)est
Response of LTI systems to complex exponentials
continuous time : est → H (s)est
discrete time : zn → H (z)zn
y (t) =
ˆ∞
−∞
x (τ)h (t− τ)dτ
=
ˆ∞
−∞
h (τ)x (t− τ)dτ
=
ˆ∞
−∞
h (τ)es(t−τ)dτ
= estˆ
∞
−∞
h (τ)e−sτdτ
= H (s)est
Response of LTI systems to complex exponentials
continuous time : est → H (s)est
discrete time : zn → H (z)zn
y (t) =
ˆ∞
−∞
x (τ)h (t− τ)dτ
=
ˆ∞
−∞
h (τ)x (t− τ)dτ
=
ˆ∞
−∞
h (τ)es(t−τ)dτ
= estˆ
∞
−∞
h (τ)e−sτdτ
= H (s)est
x (t) = a1es1t +a2e
s2t +a3es3t
⇒ y (t) = a1H (s1)es1t +a2H (s2)e
s2t +a3H (s3)es3t
x (t) = ∑k
akesk t
⇒ y (t) = ∑k
akH (sk)esk t : Continuous Time
x [n] = ∑k
akznk
⇒ y [n] = ∑k
akH (zk)znk : Discrete Time
If the input to an LTI system is represented
as a linear combination of complex exponentials,
then the output can also be represented
as a linear combination of the same complex exponential signals.
Fourier series of periodic continuous time signals
Any periodic continuous time signal with period, T = 2π
/ω0, can be
written as a sum of complex exponentials
x (t) =∞
∑k=−∞
akesk t
wheresk = jkω0 = jk
2π
T
How to determine ak?
Determination of spectral coefficients, ak
x (t) =∞
∑k=−∞
akejkω0t
Multiplying both sides by e−jnω0t and integrating from 0 to T , we get
ˆ T
0
x (t)e−jnω0tdt =
ˆ T
0
∞
∑k=−∞
akejkω0te−jnω0tdt
=∞
∑k=−∞
ak
ˆ T
0
e j(k−n)ω0tdt
=∞
∑k=−∞
akTδ [k−n] = Tan
an =1
T
ˆ T
0
x (t)e−jnω0tdt
Determination of spectral coefficients, ak
x (t) =∞
∑k=−∞
akejkω0t
Multiplying both sides by e−jnω0t and integrating from 0 to T , we get
ˆ T
0
x (t)e−jnω0tdt =
ˆ T
0
∞
∑k=−∞
akejkω0te−jnω0tdt
=∞
∑k=−∞
ak
ˆ T
0
e j(k−n)ω0tdt
=∞
∑k=−∞
akTδ [k−n] = Tan
an =1
T
ˆ T
0
x (t)e−jnω0tdt
Determination of spectral coefficients, ak
x (t) =∞
∑k=−∞
akejkω0t
Multiplying both sides by e−jnω0t and integrating from 0 to T , we get
ˆ T
0
x (t)e−jnω0tdt =
ˆ T
0
∞
∑k=−∞
akejkω0te−jnω0tdt
=∞
∑k=−∞
ak
ˆ T
0
e j(k−n)ω0tdt
=∞
∑k=−∞
akTδ [k−n] = Tan
an =1
T
ˆ T
0
x (t)e−jnω0tdt
Determination of spectral coefficients, ak
x (t) =∞
∑k=−∞
akejkω0t
Multiplying both sides by e−jnω0t and integrating from 0 to T , we get
ˆ T
0
x (t)e−jnω0tdt =
ˆ T
0
∞
∑k=−∞
akejkω0te−jnω0tdt
=∞
∑k=−∞
ak
ˆ T
0
e j(k−n)ω0tdt
=∞
∑k=−∞
akTδ [k−n] = Tan
an =1
T
ˆ T
0
x (t)e−jnω0tdt
Determination of spectral coefficients, ak
x (t) =∞
∑k=−∞
akejkω0t
Multiplying both sides by e−jnω0t and integrating from 0 to T , we get
ˆ T
0
x (t)e−jnω0tdt =
ˆ T
0
∞
∑k=−∞
akejkω0te−jnω0tdt
=∞
∑k=−∞
ak
ˆ T
0
e j(k−n)ω0tdt
=∞
∑k=−∞
akTδ [k−n] = Tan
��
� an =
1
T
ˆ T
0
x (t)e−jnω0tdt
Continuous-time FS : Example 1
x (t) = sinω0t
=e jω0t − e−jω0t
2j
=1
2je jω0t − 1
2je−jω0t
x (t) =∞
∑k=−∞
akejkω0t
⇒ ak =
{1
2j, k =±1
0 , k 6=±1
Continuous-time FS : Example 1
x (t) = sinω0t
=e jω0t − e−jω0t
2j
=1
2je jω0t − 1
2je−jω0t
x (t) =∞
∑k=−∞
akejkω0t
⇒ ak =
{1
2j, k =±1
0 , k 6=±1
Continuous-time FS : Example 1
x (t) = sinω0t
=e jω0t − e−jω0t
2j
=1
2je jω0t − 1
2je−jω0t
x (t) =∞
∑k=−∞
akejkω0t
a1 =1
2j
a−1 =1
2j
Continuous-time FS : Example 1
x (t) = sinω0t
=e jω0t − e−jω0t
2j
=1
2je jω0t − 1
2je−jω0t
x (t) =∞
∑k=−∞
akejkω0t
⇒ ak =
{1
2j, k =±1
0 , k 6=±1
Continuous-time FS : Example 2
x (t) = 1+ sinω0t +2cosω0t + cos(2ω0t +
π
4
)= 1+
1
2j
[e jω0t − e−jω0t
]+[e jω0t + e−jω0t
]+
1
2
e j(2ω0t+π
/4
)+ e−j(2ω0t+π
/4
)= 1+
(1+
1
2j
)e jω0t +
(1− 1
2j
)e−jω0t
+1
2ejπ
/4
e j2ω0t +1
2e−jπ/
4
e−j2ω0t
= a0 +a1ejω0t +a−1e
−jω0t +a2e2jω0t +a−2e
−2jω0t
Continuous-time FS : Example 2
x (t) = 1+ sinω0t +2cosω0t + cos(2ω0t +
π
4
)= 1+
1
2j
[e jω0t − e−jω0t
]+[e jω0t + e−jω0t
]+
1
2
e j(2ω0t+π
/4
)+ e−j(2ω0t+π
/4
)= 1+
(1+
1
2j
)e jω0t +
(1− 1
2j
)e−jω0t
+1
2ejπ
/4
e j2ω0t +1
2e−jπ/
4
e−j2ω0t
= a0 +a1ejω0t +a−1e
−jω0t +a2e2jω0t +a−2e
−2jω0t
Continuous-time FS : Example 2
x (t) = 1+ sinω0t +2cosω0t + cos(2ω0t +
π
4
)= 1+
1
2j
[e jω0t − e−jω0t
]+[e jω0t + e−jω0t
]+
1
2
e j(2ω0t+π
/4
)+ e−j(2ω0t+π
/4
)= 1+
(1+
1
2j
)e jω0t +
(1− 1
2j
)e−jω0t
+1
2ejπ
/4
e j2ω0t +1
2e−jπ/
4
e−j2ω0t
= a0 +a1ejω0t +a−1e
−jω0t +a2e2jω0t +a−2e
−2jω0t
Continuous-time FS : Example 2
x (t) = 1+ sinω0t +2cosω0t + cos(2ω0t +
π
4
)= 1+
1
2j
[e jω0t − e−jω0t
]+[e jω0t + e−jω0t
]+
1
2
e j(2ω0t+π
/4
)+ e−j(2ω0t+π
/4
)= 1+
(1+
1
2j
)e jω0t +
(1− 1
2j
)e−jω0t
+1
2ejπ
/4
e j2ω0t +1
2e−jπ/
4
e−j2ω0t
= a0 +a1ejω0t +a−1e
−jω0t +a2e2jω0t +a−2e
−2jω0t
Dirichlet conditions
Every continuous periodic signal has a Fourier series representation
For discontinuous signals :
1. Over any period, x (t) must be absolutely integrable
ˆ T
0
|x (t)|dt < ∞
Ex : x (t) = 1/t, 0 < t ≤ 1 violates 1
ˆ1
0
1
tdt = log t
∣∣∣10
= ∞
Dirichlet conditions
2. In any finite interval of time, x (t) is of bounded variation;(finite number of maxima and minima in that period)Ex : x (t) = sin
(2π
/t)
, 0 < t ≤ 1 satisfies 1 but violates 2
Dirichlet conditions
3. In any finite interval of time, there are only a finite number ofdiscontinuities and each of these discontinuities is finite.
Dirichlet conditions
Every continuous periodic signal has a Fourier series representation
For discontinuous signals :
1. Over any period, x (t) must be absolutely integrable
ˆ T
0
|x (t)|dt < ∞
Ex : x (t) = 1/t, 0 < t ≤ 1 violates 1
2. In any finite interval of time, x (t) is of bounded variation;(finite number of maxima and minima in that period)Ex : x (t) = sin
(2π
/t)
, 0 < t ≤ 1 satisfies 1 but violates 2
3. In any finite interval of time, there are only a finite number ofdiscontinuities and each of these discontinuities is finite.
Fourier series of a square wave
x (t) =
{1 , |t|< T1
0 ,T1 < |t|< T/2
ak =1
T
ˆT
x (t)e−jkω0tdt
=1
T
ˆ T1
−T1
e−jkω0tdt
=1
jkω0T
[e jkω0T1− e−jkω0T1
]=
2sin(kω0T1)
kω0T
=sin(kω0T1)
πksince ω0 = 2π
/T
Fourier series of a square wave
x (t) =
{1 , |t|< T1
0 ,T1 < |t|< T/2
ak =1
T
ˆT
x (t)e−jkω0tdt
=1
T
ˆ T1
−T1
e−jkω0tdt
=1
jkω0T
[e jkω0T1− e−jkω0T1
]=
2sin(kω0T1)
kω0T
=sin(kω0T1)
πksince ω0 = 2π
/T
Fourier series of a square wave
x (t) =
{1 , |t|< T1
0 ,T1 < |t|< T/2
ak =1
T
ˆT
x (t)e−jkω0tdt
=1
T
ˆ T1
−T1
e−jkω0tdt
=1
jkω0T
[e jkω0T1− e−jkω0T1
]=
2sin(kω0T1)
kω0T
=sin(kω0T1)
πksince ω0 = 2π
/T
Fourier series of a square wave
x (t) =
{1 , |t|< T1
0 ,T1 < |t|< T/2
ak =1
T
ˆT
x (t)e−jkω0tdt
=1
T
ˆ T1
−T1
e−jkω0tdt
=1
jkω0T
[e jkω0T1− e−jkω0T1
]=
2sin(kω0T1)
kω0T
=sin(kω0T1)
πksince ω0 = 2π
/T
Fourier series of a square wave
x (t) =
{1 , |t|< T1
0 ,T1 < |t|< T/2
ak =1
T
ˆT
x (t)e−jkω0tdt
=1
T
ˆ T1
−T1
e−jkω0tdt
=1
jkω0T
[e jkω0T1− e−jkω0T1
]=
2sin(kω0T1)
kω0T
=sin(kω0T1)
πksince ω0 = 2π
/T
Fourier series of a square wave
x (t) =
{1 , |t|< T1
0 ,T1 < |t|< T/2
=∞
∑k=−∞
akejkω0t =
∞
∑k=−∞
sin(kω0T1)
πke jkω0t
=0
∑k=−∞
sin(kω0T1)
πke jkω0t +
ω0T1
π+
∞
∑k=0
sin(kω0T1)
πke jkω0t
=∞
∑k=0
sin(kω0T1)
πke−jkω0t +
ω0T1
π+
∞
∑k=0
sin(kω0T1)
πke jkω0t
=ω0T1
π+
∞
∑k=0
sin(kω0T1)
πk
(e jkω0t + e−jkω0t
)=
ω0T1
π+
∞
∑k=0
2sin(kω0T1)
πkcos(kω0t)
Fourier series of a square wave
x (t) =
{1 , |t|< T1
0 ,T1 < |t|< T/2
=∞
∑k=−∞
akejkω0t =
∞
∑k=−∞
sin(kω0T1)
πke jkω0t
=0
∑k=−∞
sin(kω0T1)
πke jkω0t +
ω0T1
π+
∞
∑k=0
sin(kω0T1)
πke jkω0t
=∞
∑k=0
sin(kω0T1)
πke−jkω0t +
ω0T1
π+
∞
∑k=0
sin(kω0T1)
πke jkω0t
=ω0T1
π+
∞
∑k=0
sin(kω0T1)
πk
(e jkω0t + e−jkω0t
)=
ω0T1
π+
∞
∑k=0
2sin(kω0T1)
πkcos(kω0t)
Fourier series of a square wave
x (t) =
{1 , |t|< T1
0 ,T1 < |t|< T/2
=∞
∑k=−∞
akejkω0t =
∞
∑k=−∞
sin(kω0T1)
πke jkω0t
=0
∑k=−∞
sin(kω0T1)
πke jkω0t +
ω0T1
π+
∞
∑k=0
sin(kω0T1)
πke jkω0t
=∞
∑k=0
sin(kω0T1)
πke−jkω0t +
ω0T1
π+
∞
∑k=0
sin(kω0T1)
πke jkω0t
=ω0T1
π+
∞
∑k=0
sin(kω0T1)
πk
(e jkω0t + e−jkω0t
)=
ω0T1
π+
∞
∑k=0
2sin(kω0T1)
πkcos(kω0t)
Fourier series of a square wave
x (t) =
{1 , |t|< T1
0 ,T1 < |t|< T/2
=∞
∑k=−∞
akejkω0t =
∞
∑k=−∞
sin(kω0T1)
πke jkω0t
=0
∑k=−∞
sin(kω0T1)
πke jkω0t +
ω0T1
π+
∞
∑k=0
sin(kω0T1)
πke jkω0t
=∞
∑k=0
sin(kω0T1)
πke−jkω0t +
ω0T1
π+
∞
∑k=0
sin(kω0T1)
πke jkω0t
=ω0T1
π+
∞
∑k=0
sin(kω0T1)
πk
(e jkω0t + e−jkω0t
)=
ω0T1
π+
∞
∑k=0
2sin(kω0T1)
πkcos(kω0t)
Fourier series of a square wave
x (t) =
{1 , |t|< T1
0 ,T1 < |t|< T/2
=∞
∑k=−∞
akejkω0t =
∞
∑k=−∞
sin(kω0T1)
πke jkω0t
=0
∑k=−∞
sin(kω0T1)
πke jkω0t +
ω0T1
π+
∞
∑k=0
sin(kω0T1)
πke jkω0t
=∞
∑k=0
sin(kω0T1)
πke−jkω0t +
ω0T1
π+
∞
∑k=0
sin(kω0T1)
πke jkω0t
=ω0T1
π+
∞
∑k=0
sin(kω0T1)
πk
(e jkω0t + e−jkω0t
)=
ω0T1
π+
∞
∑k=0
2sin(kω0T1)
πkcos(kω0t)
Fourier series of a square wave
x (t) =
{1 , |t|< T1
0 ,T1 < |t|< T/2
=∞
∑k=−∞
akejkω0t =
∞
∑k=−∞
sin(kω0T1)
πke jkω0t
=ω0T1
π+
∞
∑k=0
2sin(kω0T1)
πkcos(kω0t)
On a computer:
x (t) =ω0T1
π+
N
∑k=0
2sin(kω0T1)
πkcos(kω0t)
Gibbs PhenomenonGibbs phenomenon is the peculiar way in which the Fourier series
of a piecewise continuously differentiable periodic functionbehaves at a jump discontinuity.
x (t) =ω0T1
π+
N
∑k=0
2sin(kω0T1)
πkcos(kω0t)
Properties of Fourier Series : Linearity
x (t)FS←→ ak
y (t)FS←→ bk
If x (t) and y (t) have the same period, T ,
Ax (t)+By (t)FS←→ Aak +Bbk
Properties of Fourier Series : Time Shifting
x (t)FS←→ ak
y (t) = x (t− t0)FS←→ bk
bk =1
T
ˆT
x (t− t0)e−jkω0tdt
=1
T
ˆT
x (τ)e−jkω0(τ+t0)dτ
=1
T
ˆT
x (τ)e−jkω0τe−jkω0t0dτ
= e−jkω0t01
T
ˆT
x (τ)e−jkω0τdτ = e−jkω0t0ak
x (t− t0)FS←→ e
−jk(2π
/T
)t0ak
No change in magnitude of FS coefficients due to time-delay
Properties of Fourier Series : Time Shifting
x (t)FS←→ ak
y (t) = x (t− t0)FS←→ bk
bk =1
T
ˆT
x (t− t0)e−jkω0tdt
=1
T
ˆT
x (τ)e−jkω0(τ+t0)dτ
=1
T
ˆT
x (τ)e−jkω0τe−jkω0t0dτ
= e−jkω0t01
T
ˆT
x (τ)e−jkω0τdτ = e−jkω0t0ak
x (t− t0)FS←→ e
−jk(2π
/T
)t0ak
No change in magnitude of FS coefficients due to time-delay
Properties of Fourier Series : Time Shifting
x (t)FS←→ ak
y (t) = x (t− t0)FS←→ bk
bk =1
T
ˆT
x (t− t0)e−jkω0tdt
=1
T
ˆT
x (τ)e−jkω0(τ+t0)dτ
=1
T
ˆT
x (τ)e−jkω0τe−jkω0t0dτ
= e−jkω0t01
T
ˆT
x (τ)e−jkω0τdτ = e−jkω0t0ak
x (t− t0)FS←→ e
−jk(2π
/T
)t0ak
No change in magnitude of FS coefficients due to time-delay
Properties of Fourier Series : Time Shifting
x (t)FS←→ ak
y (t) = x (t− t0)FS←→ bk
bk =1
T
ˆT
x (t− t0)e−jkω0tdt
=1
T
ˆT
x (τ)e−jkω0(τ+t0)dτ
=1
T
ˆT
x (τ)e−jkω0τe−jkω0t0dτ
= e−jkω0t01
T
ˆT
x (τ)e−jkω0τdτ = e−jkω0t0ak
x (t− t0)FS←→ e
−jk(2π
/T
)t0ak
No change in magnitude of FS coefficients due to time-delay
Properties of Fourier Series : Time Shifting
x (t)FS←→ ak
y (t) = x (t− t0)FS←→ bk
bk =1
T
ˆT
x (t− t0)e−jkω0tdt
=1
T
ˆT
x (τ)e−jkω0(τ+t0)dτ
=1
T
ˆT
x (τ)e−jkω0τe−jkω0t0dτ
= e−jkω0t01
T
ˆT
x (τ)e−jkω0τdτ = e−jkω0t0ak
x (t− t0)FS←→ e
−jk(2π
/T
)t0ak
No change in magnitude of FS coefficients due to time-delay
Properties of Fourier Series : Time Shifting
x (t)FS←→ ak
y (t) = x (t− t0)FS←→ bk
bk =1
T
ˆT
x (t− t0)e−jkω0tdt
=1
T
ˆT
x (τ)e−jkω0(τ+t0)dτ
=1
T
ˆT
x (τ)e−jkω0τe−jkω0t0dτ
= e−jkω0t01
T
ˆT
x (τ)e−jkω0τdτ = e−jkω0t0ak
x (t− t0)FS←→ e
−jk(2π
/T
)t0ak
No change in magnitude of FS coefficients due to time-delay
Properties of Fourier Series : Time Reversal
x (t)FS←→ ak=
1
T
ˆT
x (τ)e−jkω0τdτ
y (t) = x (−t) FS←→ bk
bk =1
T
ˆT
x (−t)e−jkω0tdt
=1
T
ˆT
x (τ)e jkω0τdτ
= a−k
x (−t) FS←→ a−k
If x (t) is even, ak = a−k (FS coefficients are also even)
If x (t) is odd, ak =−a−k (FS coefficients are also odd)
Properties of Fourier Series : Time Reversal
x (t)FS←→ ak=
1
T
ˆT
x (τ)e−jkω0τdτ
y (t) = x (−t) FS←→ bk
bk =1
T
ˆT
x (−t)e−jkω0tdt
=1
T
ˆT
x (τ)e jkω0τdτ
= a−k
x (−t) FS←→ a−k
If x (t) is even, ak = a−k (FS coefficients are also even)
If x (t) is odd, ak =−a−k (FS coefficients are also odd)
Properties of Fourier Series : Time Reversal
x (t)FS←→ ak=
1
T
ˆT
x (τ)e−jkω0τdτ
y (t) = x (−t) FS←→ bk
bk =1
T
ˆT
x (−t)e−jkω0tdt
=1
T
ˆT
x (τ)e jkω0τdτ
= a−k
x (−t) FS←→ a−k
If x (t) is even, ak = a−k (FS coefficients are also even)
If x (t) is odd, ak =−a−k (FS coefficients are also odd)
Properties of Fourier Series : Time Reversal
x (t)FS←→ ak =
1
T
ˆT
x (τ)e−jkω0τdτ
y (t) = x (−t) FS←→ bk
bk =1
T
ˆT
x (−t)e−jkω0tdt
=1
T
ˆT
x (τ)e jkω0τdτ
= a−k
x (−t) FS←→ a−k
If x (t) is even, ak = a−k (FS coefficients are also even)
If x (t) is odd, ak =−a−k (FS coefficients are also odd)
Properties of Fourier Series : Time Reversal
x (t)FS←→ ak=
1
T
ˆT
x (τ)e−jkω0τdτ
y (t) = x (−t) FS←→ bk
bk =1
T
ˆT
x (−t)e−jkω0tdt
=1
T
ˆT
x (τ)e jkω0τdτ
= a−k
x (−t) FS←→ a−k
If x (t) is even, ak = a−k (FS coefficients are also even)
If x (t) is odd, ak =−a−k (FS coefficients are also odd)
Fourier series of a square wave
x (t) =
{1 , |t|< T1
0 ,T1 < |t|< T/2
ak =sin(kω0T1)
πkω0 = 2π
/T
x (t)is even,
x (t) = x (−t)⇒ ak = a−k
Properties of Fourier Series : Time Scaling
x (t)FS←→ ak
y (t) = x (αt)FS←→ bk
bk =α
T
ˆT
/α
x (αt)e−jk(αω0)tdt
=α
T
ˆT
x (τ)e−jkω0τ dτ
α, τ = αt
=1
T
ˆT
x (τ)e−jkω0τdτ
= ak
Properties of Fourier Series : Time Scaling
x (t)FS←→ ak
y (t) = x (αt)FS←→ bk
bk =α
T
ˆT
/α
x (αt)e−jk(αω0)tdt
=α
T
ˆT
x (τ)e−jkω0τ dτ
α, τ = αt
=1
T
ˆT
x (τ)e−jkω0τdτ
= ak
Properties of Fourier Series : Time Scaling
x (t)FS←→ ak
y (t) = x (αt)FS←→ bk
bk =α
T
ˆT
/α
x (αt)e−jk(αω0)tdt
=α
T
ˆT
x (τ)e−jkω0τ dτ
α, τ = αt
=1
T
ˆT
x (τ)e−jkω0τdτ = ak
Properties of Fourier Series : Time Scaling
x (t) =∞
∑k=−∞
akejkω0t
⇒ y (t) = x (αt) =∞
∑k=−∞
akejkω0(αt)
=∞
∑k=−∞
akejk(αω0)t
x (t)FS←→ ak
y (t) = x (αt)FS←→ ak
FS coefficients remain same butFS representation is different
Fourier series of a square wave
x (t) =
{1 , |t|< T1
0 ,T1 < |t|< T/2
ak =sin(2πkT1
/T)
πkω0 = 2π
/T
x (αt) ←→ ak
Properties of Fourier Series : Multiplication
x (t)FS←→ ak
y (t)FS←→ bk
x (t)y (t)FS←→ hk=
∞
∑l=−∞
ak−lbl = ak ∗bk
x (t)y (t) =∞
∑k=−∞
akejkω0t
∞
∑l=−∞
blejlω0t
=∞
∑k=−∞
∞
∑l=−∞
akblej(k+l)ω0t
=∞
∑m=−∞
(∞
∑l=−∞
am−lbl
)e jmω0t
Valid only if x (t) and y (t) have same time-period
Properties of Fourier Series : Multiplication
x (t)FS←→ ak
y (t)FS←→ bk
x (t)y (t)FS←→ hk=
∞
∑l=−∞
ak−lbl = ak ∗bk
x (t)y (t) =∞
∑k=−∞
akejkω0t
∞
∑l=−∞
blejlω0t
=∞
∑k=−∞
∞
∑l=−∞
akblej(k+l)ω0t
=∞
∑m=−∞
(∞
∑l=−∞
am−lbl
)e jmω0t
Valid only if x (t) and y (t) have same time-period
Properties of Fourier Series : Multiplication
x (t)FS←→ ak
y (t)FS←→ bk
x (t)y (t)FS←→ hk=
∞
∑l=−∞
ak−lbl = ak ∗bk
x (t)y (t) =∞
∑k=−∞
akejkω0t
∞
∑l=−∞
blejlω0t
=∞
∑k=−∞
∞
∑l=−∞
akblej(k+l)ω0t
=∞
∑m=−∞
(∞
∑l=−∞
am−lbl
)e jmω0t
Valid only if x (t) and y (t) have same time-period
Properties of Fourier Series : Multiplication
x (t)FS←→ ak
y (t)FS←→ bk
x (t)y (t)FS←→ hk =
∞
∑l=−∞
ak−lbl = ak ∗bk
x (t)y (t) =∞
∑k=−∞
akejkω0t
∞
∑l=−∞
blejlω0t
=∞
∑k=−∞
∞
∑l=−∞
akblej(k+l)ω0t
=∞
∑m=−∞
(∞
∑l=−∞
am−lbl
)e jmω0t
Valid only if x (t) and y (t) have same time-period
Fourier series of a square wave
x (t) =
{1 , |t|< T1
0 ,T1 < |t|< T/2
ak =sin(kω0T1)
πkω0 = 2π
/T
x (t)x (t) = x (t)
⇒ ak ∗ak = ak
Properties of Fourier Series : Conjugation
x (t)FS←→ ak
x∗ (t)FS←→ a∗−k
x (t) =∞
∑k=−∞
akejkω0t
⇒ x∗ (t) =∞
∑k=−∞
a∗ke−jkω0t =
∞
∑k=−∞
a∗−kejkω0t
Properties of Fourier Series : Conjugation
x (t)FS←→ ak
x∗ (t)FS←→ a∗−k
x (t) =∞
∑k=−∞
akejkω0t
⇒ x∗ (t) =∞
∑k=−∞
a∗ke−jkω0t =
∞
∑k=−∞
a∗−kejkω0t
Properties of Fourier Series : Conjugation
x (t)FS←→ ak
x∗ (t)FS←→ a∗−k
If x (t) is real, then
x (t) = x∗ (t)
⇒ ak = a∗−k
FS coefficients are conjugate symmetric
Properties of Fourier Series : Conjugation
x (t)FS←→ ak
x∗ (t)FS←→ a∗−k
If x (t) is real(ak = a∗−k
)and even (ak = a−k), then
ak = a∗k
FS coefficients are also real and even
Properties of Fourier Series : Conjugation
x (t)FS←→ ak
x∗ (t)FS←→ a∗−k
If x (t) is real(ak = a∗−k
)and odd (ak =−a−k), then
ak =−a∗k
FS coefficients are purely imaginary and odd with a0 = 0
Properties of Fourier Series : Conjugation
x (t)FS←→ ak
x∗ (t)FS←→ a∗−k
x(t) FS coefficientsreal conjugate symmetric
real and even real and evenreal and odd purely imaginary and odd with a0 = 0
Properties of Fourier Series : Parseval’s Relation
1
T
ˆT
|x (t)|2 dt =∞
∑k=−∞
|ak |2
Total average power in a periodic signal
equals
the sum of the average powers in all of its harmonic components
Fourier Seriesof
Discrete-time Periodic Signals
Fourier series representation
of a discrete-time periodic signal is a finite series,
as opposed to the infinite series representation
required for continuous-time periodic signals.
x [n] = x [n+N]
ω0 = 2π
/N
Set of all discrete-time complex exponential signals with the sameperiod, N:
φk [n] = e jkω0n = ejk
(2π
/N
)n
,k = 0,±1,±2, ...
In the above, there are only N distinct signals,
φk+N [n] = e j(k+N)ω0n
= e jkω0ne jNω0n
= e jkω0nejN
(2π
/N
)n
= e jkω0ne j2πn
= e jkω0n
= φk [n]
x [n] = x [n+N]
ω0 = 2π
/N
Set of all discrete-time complex exponential signals with the sameperiod, N:
φk [n] = e jkω0n = ejk
(2π
/N
)n
,k = 0,±1,±2, ...
In the above, there are only N distinct signals,
φk+N [n] = e j(k+N)ω0n
= e jkω0ne jNω0n
= e jkω0nejN
(2π
/N
)n
= e jkω0ne j2πn
= e jkω0n
= φk [n]
x [n] = x [n+N]
ω0 = 2π
/N
Set of all discrete-time complex exponential signals with the sameperiod, N:
φk [n] = e jkω0n = ejk
(2π
/N
)n
,k = 0,±1,±2, ...
In the above, there are only N distinct signals,
φk+N [n] = e j(k+N)ω0n
= e jkω0ne jNω0n
= e jkω0nejN
(2π
/N
)n
= e jkω0ne j2πn
= e jkω0n
= φk [n]
x [n] = x [n+N]
ω0 = 2π
/N
Set of all discrete-time complex exponential signals with the sameperiod, N:
φk [n] = e jkω0n = ejk
(2π
/N
)n
,k = 0,±1,±2, ...
In the above, there are only N distinct signals,
φk+N [n] = e j(k+N)ω0n
= e jkω0ne jNω0n
= e jkω0nejN
(2π
/N
)n
= e jkω0ne j2πn
= e jkω0n
= φk [n]
x [n] = x [n+N]
ω0 = 2π
/N
Set of all discrete-time complex exponential signals with the sameperiod, N:
φk [n] = e jkω0n = ejk
(2π
/N
)n
,k = 0,±1,±2, ...
In the above, there are only N distinct signals,
φk+N [n] = e j(k+N)ω0n
= e jkω0ne jNω0n
= e jkω0nejN
(2π
/N
)n
= e jkω0ne j2πn
= e jkω0n
= φk [n]
x [n] = x [n+N]
ω0 = 2π
/N
Set of all discrete-time complex exponential signals with the sameperiod, N:
φk [n] = e jkω0n = ejk
(2π
/N
)n
,k = 0,±1,±2, ...
In the above, there are only N distinct signals,
φk+N [n] = e j(k+N)ω0n
= e jkω0ne jNω0n
= e jkω0nejN
(2π
/N
)n
= e jkω0ne j2πn
= e jkω0n
= φk [n]
x [n] = x [n+N]
ω0 = 2π
/N
Set of all discrete-time complex exponential signals with the sameperiod, N:
φk [n] = e jkω0n = ejk
(2π
/N
)n
,k = 0,±1,±2, ...
In the above, there are only N distinct signals,
φk+N [n] = e j(k+N)ω0n
= e jkω0ne jNω0n
= e jkω0nejN
(2π
/N
)n
= e jkω0ne j2πn
= e jkω0n
= φk [n]
x [n] = x [n+N]
ω0 = 2π
/N
Set of all discrete-time complex exponential signals with the sameperiod, N:
φk [n] = e jkω0n = ejk
(2π
/N
)n
,k = 0,±1,±2, ...
In the above, there are only N distinct signals,
φk+N [n] = e j(k+N)ω0n
= e jkω0ne jNω0n
= e jkω0nejN
(2π
/N
)n
= e jkω0ne j2πn
= e jkω0n
= φk [n]
ar : spectral coefficients of x [n]
x [n] =N−1
∑k=0
akφk [n] =N−1
∑k=0
akejkω0n
Multiplying both sides by e−jrω0n and summing, we get
N−1
∑n=0
x [n]e−jrω0n =N−1
∑n=0
N−1
∑k=0
akejkω0ne−jrω0n
=N−1
∑k=0
ak
N−1
∑n=0
e j(k−r)ω0n
= Nar
ar =1
N
N−1
∑n=0
x [n]e−jrω0n
ar : spectral coefficients of x [n]
x [n] =N−1
∑k=0
akφk [n] =N−1
∑k=0
akejkω0n
Multiplying both sides by e−jrω0n and summing, we get
N−1
∑n=0
x [n]e−jrω0n =N−1
∑n=0
N−1
∑k=0
akejkω0ne−jrω0n
=N−1
∑k=0
ak
N−1
∑n=0
e j(k−r)ω0n
= Nar
ar =1
N
N−1
∑n=0
x [n]e−jrω0n
ar : spectral coefficients of x [n]
x [n] =N−1
∑k=0
akφk [n] =N−1
∑k=0
akejkω0n
Multiplying both sides by e−jrω0n and summing, we get
N−1
∑n=0
x [n]e−jrω0n =N−1
∑n=0
N−1
∑k=0
akejkω0ne−jrω0n
=N−1
∑k=0
ak
N−1
∑n=0
e j(k−r)ω0n
= Nar
ar =1
N
N−1
∑n=0
x [n]e−jrω0n
ar : spectral coefficients of x [n]
x [n] =N−1
∑k=0
akφk [n] =N−1
∑k=0
akejkω0n
Multiplying both sides by e−jrω0n and summing, we get
N−1
∑n=0
x [n]e−jrω0n =N−1
∑n=0
N−1
∑k=0
akejkω0ne−jrω0n
=N−1
∑k=0
ak
N−1
∑n=0
e j(k−r)ω0n
= Nar
ar =1
N
N−1
∑n=0
x [n]e−jrω0n
ar : spectral coefficients of x [n]
x [n] =N−1
∑k=0
akφk [n] =N−1
∑k=0
akejkω0n
Multiplying both sides by e−jrω0n and summing, we get
N−1
∑n=0
x [n]e−jrω0n =N−1
∑n=0
N−1
∑k=0
akejkω0ne−jrω0n
=N−1
∑k=0
ak
N−1
∑n=0
e j(k−r)ω0n
= Nar��
��ar =
1
N
N−1
∑n=0
x [n]e−jrω0n
Range of the summation for discrete-time FS
ak =1
N
N−1
∑n=0
x [n]e−jkω0n =1
N∑
n=〈N〉x [n]e−jkω0n
ak =1
N
N+M−1
∑n=M
x [n]e−jkω0n
=1
N
N−1
∑n=M
x [n]e−jkω0n +1
N
N+M−1
∑n=N
x [n]e−jkω0n
=1
N
N−1
∑n=M
x [n]e−jkω0n +1
N
M−1
∑n=0
x [n+N]e−jkω0(n+N)
=1
N
N−1
∑n=M
x [n]e−jkω0n +1
N
M−1
∑n=0
x [n]e−jkω0n
=1
N
N−1
∑n=0
x [n]e−jkω0n
Range of the summation for discrete-time FS
ak =1
N
N−1
∑n=0
x [n]e−jkω0n =1
N∑
n=〈N〉x [n]e−jkω0n
ak =1
N
N+M−1
∑n=M
x [n]e−jkω0n
=1
N
N−1
∑n=M
x [n]e−jkω0n +1
N
N+M−1
∑n=N
x [n]e−jkω0n
=1
N
N−1
∑n=M
x [n]e−jkω0n +1
N
M−1
∑n=0
x [n+N]e−jkω0(n+N)
=1
N
N−1
∑n=M
x [n]e−jkω0n +1
N
M−1
∑n=0
x [n]e−jkω0n
=1
N
N−1
∑n=0
x [n]e−jkω0n
Range of the summation for discrete-time FS
ak =1
N
N−1
∑n=0
x [n]e−jkω0n =1
N∑
n=〈N〉x [n]e−jkω0n
ak =1
N
N+M−1
∑n=M
x [n]e−jkω0n
=1
N
N−1
∑n=M
x [n]e−jkω0n +1
N
N+M−1
∑n=N
x [n]e−jkω0n
=1
N
N−1
∑n=M
x [n]e−jkω0n +1
N
M−1
∑n=0
x [n+N]e−jkω0(n+N)
=1
N
N−1
∑n=M
x [n]e−jkω0n +1
N
M−1
∑n=0
x [n]e−jkω0n
=1
N
N−1
∑n=0
x [n]e−jkω0n
Range of the summation for discrete-time FS
ak =1
N
N−1
∑n=0
x [n]e−jkω0n =1
N∑
n=〈N〉x [n]e−jkω0n
ak =1
N
N+M−1
∑n=M
x [n]e−jkω0n
=1
N
N−1
∑n=M
x [n]e−jkω0n +1
N
N+M−1
∑n=N
x [n]e−jkω0n
=1
N
N−1
∑n=M
x [n]e−jkω0n +1
N
M−1
∑n=0
x [n+N]e−jkω0(n+N)
=1
N
N−1
∑n=M
x [n]e−jkω0n +1
N
M−1
∑n=0
x [n]e−jkω0n
=1
N
N−1
∑n=0
x [n]e−jkω0n
Range of the summation for discrete-time FS
ak =1
N
N−1
∑n=0
x [n]e−jkω0n =1
N∑
n=〈N〉x [n]e−jkω0n
ak =1
N
N+M−1
∑n=M
x [n]e−jkω0n
=1
N
N−1
∑n=M
x [n]e−jkω0n +1
N
N+M−1
∑n=N
x [n]e−jkω0n
=1
N
N−1
∑n=M
x [n]e−jkω0n +1
N
M−1
∑n=0
x [n+N]e−jkω0(n+N)
=1
N
N−1
∑n=M
x [n]e−jkω0n +1
N
M−1
∑n=0
x [n]e−jkω0n
=1
N
N−1
∑n=0
x [n]e−jkω0n
Range of the summation for discrete-time FS
ak =1
N
N−1
∑n=0
x [n]e−jkω0n =1
N∑
n=〈N〉x [n]e−jkω0n
ak =1
N
N+M−1
∑n=M
x [n]e−jkω0n
=1
N
N−1
∑n=M
x [n]e−jkω0n +1
N
N+M−1
∑n=N
x [n]e−jkω0n
=1
N
N−1
∑n=M
x [n]e−jkω0n +1
N
M−1
∑n=0
x [n+N]e−jkω0(n+N)
=1
N
N−1
∑n=M
x [n]e−jkω0n +1
N
M−1
∑n=0
x [n]e−jkω0n
=1
N
N−1
∑n=0
x [n]e−jkω0n
FS of discrete-time periodic square wave
x [n] =
{1 , |n| ≤ N1
0 , N1 < |n| ≤ N/2
ak =1
N∑
n=〈N〉x [n]e−jkω0n ω0 = 2π
/N
=1
N
N1
∑n=−N1
e−jkω0n =1
N
2N1
∑n=0
e−jkω0(n−N1)
=1
Ne jkω0N1
2N1
∑n=0
e−jkω0n =1
Ne jkω0N1
1− e−jkω0(2N1+1)
1− e−jkω0
=sin[kω0
(N1 +1
/2)]
N sin[kω0
/2]
FS of discrete-time periodic square wave
x [n] =
{1 , |n| ≤ N1
0 , N1 < |n| ≤ N/2
ak =1
N∑
n=〈N〉x [n]e−jkω0n ω0 = 2π
/N
=1
N
N1
∑n=−N1
e−jkω0n =1
N
2N1
∑n=0
e−jkω0(n−N1)
=1
Ne jkω0N1
2N1
∑n=0
e−jkω0n =1
Ne jkω0N1
1− e−jkω0(2N1+1)
1− e−jkω0
=sin[kω0
(N1 +1
/2)]
N sin[kω0
/2]
FS of discrete-time periodic square wave
x [n] =
{1 , |n| ≤ N1
0 , N1 < |n| ≤ N/2
ak =1
N∑
n=〈N〉x [n]e−jkω0n ω0 = 2π
/N
=1
N
N1
∑n=−N1
e−jkω0n =1
N
2N1
∑n=0
e−jkω0(n−N1)
=1
Ne jkω0N1
2N1
∑n=0
e−jkω0n =1
Ne jkω0N1
1− e−jkω0(2N1+1)
1− e−jkω0
=sin[kω0
(N1 +1
/2)]
N sin[kω0
/2]
FS of discrete-time periodic square wave
x [n] =
{1 , |n| ≤ N1
0 , N1 < |n| ≤ N/2
ak =1
N∑
n=〈N〉x [n]e−jkω0n ω0 = 2π
/N
=1
N
N1
∑n=−N1
e−jkω0n =1
N
2N1
∑n=0
e−jkω0(n−N1)
=1
Ne jkω0N1
2N1
∑n=0
e−jkω0n =1
Ne jkω0N1
1− e−jkω0(2N1+1)
1− e−jkω0
=sin[kω0
(N1 +1
/2)]
N sin[kω0
/2]
FS of discrete-time periodic square wave
x [n] =
{1 , |n| ≤ N1
0 , N1 < |n| ≤ N/2
ak =1
N∑
n=〈N〉x [n]e−jkω0n ω0 = 2π
/N
=1
N
N1
∑n=−N1
e−jkω0n =1
N
2N1
∑n=0
e−jkω0(n−N1)
=1
Ne jkω0N1
2N1
∑n=0
e−jkω0n =1
Ne jkω0N1
1− e−jkω0(2N1+1)
1− e−jkω0
=sin[kω0
(N1 +1
/2)]
N sin[kω0
/2]
There are no convergence issues or Gibbs phenomenon
for discrete-time periodic signals
due to the presence of only a finite number of terms
in their Fourier series representation