11.01.

1




Chapter 11.01
Introduction to Fourier Series




In general, curve fitting interpolation through a set of data points can be done by a linear
combination of polynomial functions, with based functions 1, . ,......., ,
2 m
x x x In this chapter,
however, trigonometric functions such as ), ( cos ),...... 2 ( cos ), ( cos , 1 nx x x and
) ( sin ),......, 2 ( sin ), ( sin nx x x will be used as based functions. In the former, the unknown
coefficients of based functions can be found by solving the associated linear simultaneous
equations (where the number of unknown coefficients will be matched with the same number
of equations, provided by a set of given data points). In the latter, however, the unknown
coefficients can be efficiently solved (by exploiting special properties of trigonometric
functions) without requiring solving the expensive simultaneous linear equations (more
details will be explained in Equation 6 of Chapter 11.05).

Introduction
The following relationships can be readily established, and will be used in subsequent
sections for derivation of useful formulas for the unknown Fourier coefficients, in both time
and frequency domains.

=
T T
dt t kw dt t kw
0 0
0 0
) cos( ) sin( (1)
0 =

=
T T
dt t kw dt t kw
0 0
0
2
0
2
) ( cos ) ( sin (2)

2
T
=

=
T
dt t gw t kw
0
0 0
0 ) sin( ) cos( (3)

=
T
dt t gw t kw
0
0 0
0 ) sin( ) sin( (4)

=
T
dt t gw t kw
0
0 0
0 ) cos( ) cos( (5)
11.01.2 Chapter 11.01




where
f w 2
0
= (6)
T
f
1
= (7)
where f and T represents the frequency (in cycles/time) and period (in seconds)
respectively. Also, k and g are integers.
A periodic function ) (t f with a period T should satisfy the following equation
) ( ) ( t f T t f = +
(8)
Example 1
Prove that

0
0
0 ) sin( t kw
for
f w 2
0
=

T
f
1
=
and k is an integer.

Solution
Let

=
T
dt t kw A
0
0
) sin( (9)
| |
T
t kw
kw
0 0
0
) cos(
1
|
|
.
|

\
|
=
| | ) 0 cos( ) cos(
1
0
0

|
|
.
|

\
|
= T kw
kw
A (10)
| | 1 ) 2 cos(
1
0

|
|
.
|

\
|
= k
kw

0 =
Example 2
Prove that

0
0
2
2
) ( sin
T
t kw
for
f w 2
0
=
Introduction to Fourier Series 11.01.3



T
f
1
=
and k is an integer.

Solution
Let

=
T
dt t kw B
0
0
2
) ( sin (11)
Recall
2
) 2 cos( 1
) ( sin
2

= (12)
Thus,
(

=
T
o
dt t kw B ) 2 cos(
2
1
2
1
0
(13)

T
t kw
kw
t
0
0
0
) 2 sin(
2
1
2
1
2
1
(

|
|
.
|

\
|
|
.
|

\
|
|
.
|

\
|
=
| | 0 ) 2 sin(
4
1
2
0
0

(

= T kw
kw
T
B (14)
) 2 * 2 sin(
4
1
2
0
k
kw
T
|
|
.
|

\
|
=

2
T
=
Example 3
Prove that

0
0 0
0 ) cos( ) sin( t kw t gw
for
f w 2
0
=

T
f
1
=
and k and g are integers.
Solution
Let

=
T
dt t kw t gw C
0
0 0
) cos( ) sin( (15)
Recall that

11.01.4 Chapter 11.01




) cos( ) sin( ) cos( ) sin( ) sin( + = + (16)
Hence,
( ) | | | |

+ =
T
dt t gw t kw t w k g C
0
0 0 0
) cos( ) sin( sin (17)
| |

+ =
T T
dt t gw t kw dt t w k g
0 0
0 0 0
) cos( ) sin( ) ( sin (18)
From Equation (1),

= +
T
dt t w k g
0
0
0 ] ) [sin(
then

=
T
dt t gw t kw C
0
0 0
) cos( ) sin( 0 (19)
Adding Equations (15), (19),


=
T T
dt t gw t kw dt t kw t gw C
0 0
0 0 0 0
) cos( ) sin( ) cos( ) sin( 2
( ) | | | |

= =
T T
dt t w k g dt t kw t gw
0 0
0 0 0
) ( sin ) ( sin (20)

0 2 = C , since the right side of the above equation is zero (see Equation 1). Thus,
0 ) cos( ) sin(
0 0
= =

T
o
dt t kw t gw C (21)
0 =
Example 4
Prove that

=
T
dt t gw t kw
0
0 0
0 ) sin( ) sin(
for
f w 2
0
=

T
f
1
=
= g k, integers
Solution
Let

=
T
dt t gw t kw D
0
0 0
) sin( ) sin( (22)
Since
Introduction to Fourier Series 11.01.5


) sin( ) sin( ) cos( ) cos( ) cos( = +
or
) cos( ) cos( ) cos( ) sin( ) sin( + =
Thus,
| |

+ =
T T
dt t w g k dt t gw t kw D
0 0
0 0 0
) ( cos ) cos( ) cos( (23)

From Equation (1)
| |

= +
T
dt t w g k
0
0
0 ) ( cos
then

=
T
dt t gw t kw D
0
0 0
0 ) cos( ) cos( (24)
Adding Equations (23), (26)


+ =
T T
dt t gw t kw t gw t kw D
0 0
0 0 0 0
) cos( ) cos( ) sin( ) sin( 2
| |

=
T
dt t gw t kw
0
0 0
cos (25)
| |

=
T
dt t w g k
0
0
) ( cos

2D = 0, since the right side of the above equation is zero (see Equation 1). Thus,

=
T
dt t gw t kw D
0
0 0
0 ) sin( ) sin( (26)

FAST FOURIER TRANSFORM
Topic Introduction to Fourier Series
Summary Textbook notes on an introduction to Fourier series
Major General Engineering
Authors Duc Nguyen
Date July 25, 2010
Web Site http://numericalmethods.eng.usf.edu