1.

1Fourier transform and Fourier Series

We have already seen that the Fourier transform is important. For an LTI system,
then the complex number determining the output

y (t )=H ( f )ei 2 ft

x ( t )=e it ,

is given by the Fourier

transform of the impulse response:

H ( f )= h(t )ei 2 ft dt

Well what if we could write arbitrary inputs as superpositions of complex exponentials, i.e. via
sums or integrals of the following kind:
i2 fk t

x ( t )= X k e
k

Then notice, outputs of LTI systems y(t) will always take the form

y (t )= X k H (f k )e

i2 f k t

This is the root of the Fourier series.

Proposition 1.1. Let x(t) be period with period T, so that the frequencies

i2

x ( t )= X k e

k
t
T

k
f k = =k f 0 , and
T

- SYNTHESIS EQUATION

X k e i 2 k f

Then,

x ( t )=x (t mT ) , and
T

i 2 t
1
T
X k = x (t) e
dt - ANALYSIS EQUATION
T 0

T
2

1
x (t )ei 2 k f t dt
T T
0

Proof: Use the property that

T

i2

(mn)
t
T

dt=T [mn]

Then we have
T

i 2

x (t ) e

m
t
T

i2

i2

(km)
t
T

k
m
t i2 t
T
T

dt

X k e
k

dt= X k e

dt

X k T [k m]
k

OK, so how do we use this. Well, for periodic signals with period T, then we just have to evaluate

Xk .

the Fourier series coefficients

Example 1.1.
1.

x(t)=constant, then
i2 f0t

X 0 =constant and
T=

1
f0 ,

X 1=1 ,

2.

x ( t )=e

3.

x ( t )=cos ( 2 f 0 t )

4.

1
x ( t )=sin ( 2 f 0 t ) , then T =
f0 ,
k 1 .

, then

, then

T=

X k =0, k 0 for any period T.

1
f0 ,

X k =0, k 1 .

X 1= X1=

X 1=

1
2j ,

1
2 ,

X k =0 , k 1 .

X 1=

1
2j ,

X k =0 ,

1.2 Relationship of Fourier Series and Fourier Transform

So, Fourier series is for periodic signals. Fourier transform is for non-periodic signals. Lets
examine and construct the Fourier transform by allowing the period of the periodic signals go to

, see what we get.

Lets define

|t|

~
x (t ) to be the periodic version of x(t), where x(t) has finite support

T
T T
~
x ( t mT )=x ( t ) ,t [
, ]
.
Thus,
2
2 2

Definition 1.1. Define the Fourier transform of x(t) to be

X ( f )= x (t) ei 2 ft dt

Then we have the relationship between FT and FS.

Proposition 1.2.

1
1
~
X k = X ( k f 0 ) where f 0=
T
T
where

~ i 2 k f
~
x ( t )= X k e
x

Example 1.2. Let

X ( f )= x (t) ei 2 ft dt

A
2

ei 2 ft dt
A
2

, where

f 0=

1
T

A A
, ]
x ( t )=1 , t [
2 2 , and 0 otherwise. Then

x ( t )=0 ,

A
i 2 ft
| 2
e
A
2

i 2 f

eifA e ifA
i2 f

sin ( fA )
f

T T
~
t
[
, ]
x
(
t
mT
)
=x
(t)
Let
,
2 2 . Then,
~ i 2 k f
~
x ( t )= X k e

where

f 0=

sin ( k f 0 A)
1
~
X k = X ( k f 0 )=
=
T
Tk f 0

1
T
k
A)
T
k

sin (

OK, so we see that the Fourier transform can be used to define the Fourier series. Now what we
would like to do is understand how to represent the periodic signals when the period goes to
infinity

T , so that we can have a synthesis pair. Lets remind ourselves that ~

x (t) is

the periodic version of x(t), where x(t) has finite support

Proposition 1.3. Let

~
x (t) be periodic with period T, and

x ( t )= X (f ) e i 2 ft df

To see this,

~ i 2 k f
x ( t )= lim ~
x (t )= lim X k e
T

x ( t )=0,|t |

T
2 .

x ( t )= lim ~
x (t )
T

. Then

 lim
T

1
X (k f 0)e i 2 k f
T

lim X (k f 0 ) ei 2 k f
T

i2 k f t
X (k f 0) e
f0

lim
0

X (f ) ei 2 ft df