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FourierAnalysis
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
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Fourier Analysis: Fourier Series
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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
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Fourier Analysis: Fourier Series
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For
example, the normal U.S. AC from wall outlet has asine wave with a peak voltage of 170 V (110 Vrms)
The Periodof a signal is the amount of time it takes for agiven signal to complete one cycle.
What is a Periodic Signal ? A Periodic Signalis a signal that repeats itself every
period
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Fourier Analysis: Fourier Series
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General Sinusoid A general cosine wave, v(t), has the form:
)cos()( q tMtv
= Phase Shift, angular offset in radians
F = Frequencyin Hz
T = Periodin seconds (T=1/F)
t = Timein seconds
M= Magnitude, amplitude, maximum value
= Angular Frequencyin radians/sec (=2pF)
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Fourier Analysis: Fourier Series
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General Sinusoid
Plot in Blue:
))60(2sin(5 tp
Plot in Red:
)2
)60(2sin(5 p
p t
1 Period = 1/60 sec.
= 16.67 ms.
/2 Phase Shift
Amplitude = 5
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Fourier Analysis: Fourier Series
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AC Wall
Voltage Sine Wave
1 Period
1 Period
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Fourier Analysis: Fourier Series
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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......
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Fourier Analysis: Fourier Series
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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. Tfo
1
is the fundamental frequency.of
The frequency of a US standard outlet is 1/T = 60 Hz
T is the period and
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Fourier Analysis: Fourier Series
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What is Fourier Series ? Fourier Series is a technique developed by J. Fourier.
This technique (studied by Fourier) allows us to representperiodic signals as a summation of sine functions ofdifferent frequency, amplitude, and phase shift.
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Fourier Analysis: Fourier Series
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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
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Fourier Analysis: Fourier Series
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Fourier Series Representation
of Periodic Signals Any periodic function can be represented in terms of sine
and cosine functions:
...2sinsin
...2coscos)(
21
210
tbtb
tataatx
oo
oo
This can also be written as:
1
0 )sincos()(
n
onon tnbtnaatx
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Fourier Analysis: Fourier Series
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Fourier Series Coefficients
The above
a0, an, and bnare known as the Fourier Series
Coefficients.
These coefficients are calculated as follows.
1
0 )sincos()(n
onon tnbtnaatx
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Fourier Analysis: Fourier Series
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Calculating the a0 Coefficient ao, the coefficient outside the summation, is known
as the average value or the dc component
ao is calculated as follows:
2
2)(
1 T
T
o dttxTa
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Fourier Analysis: Fourier Series
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Calculating the anand bn
Coefficients
2
2
,)cos()(2
T
T
on dttntxT
a n = 1, 2,
2
2
,)sin()(2
T
T
on dttntxT
b n = 1, 2,
The an and bn coefficients are calculated as follows:
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Fourier Analysis: Fourier Series
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Orthogonal Signals
Two periodic signals g1(t) and g2(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
dttgtg
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Fourier Analysis: Fourier Series
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Example: Orthogonal Signals
2/
2/
)()( 21
T
T
dttgtg
2/
2/
2/
2/
)cos()sin(22
1
)cos()sin(
T
T
T
T
dttt
dttt
Show that the
following signals are
orthogonal:
cos(t)(t)g
sin(t)(t)g
2
1
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Fourier Analysis: Fourier Series
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Orthogonal Signals
0
)cos()cos(41
)2cos(4
1)2sin(
2
1
)cos()sin(22
1
2/
2/
2/
2/
2/
2/
TT
tdtt
dttt
T
T
T
T
T
T
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Fourier Analysis: Fourier Series
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Note that the rectified wave has a period equal to
one-half of the source wave period.
Example: Full Wave Rectifier
y(t)=|sin(ot)|
t
y=|x|
x
y
x(t)
tT/2
one period
one period
T
Consider the output of a full-wave rectifier:
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Fourier Analysis: Fourier Series
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Function Characteristics The period of y(t) = T/2 and the fundamental
frequency of y(t) is 2o(rad/sec).
1
0 )2cos()(n
on tnaaty
Thus,
Now bn=0 since y(t) is an even function.
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Fourier Analysis: Fourier Series
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Finding ao
2/
0
2
0
2
2
)sin(2
)sin(2
1
)(1
T
oo
T
oo
T
T
o
dttT
a
dttT
a
dttyT
a
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Fourier Analysis: Fourier Series
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Finding ao
1)2
)2
(cos(
)2
(
2
)0*cos()2
cos(2
)cos(22/
0
TT
T
T
a
TT
a
tT
a
o
oo
o
o
T
o
o
o
p
p
* Use o= 2pi/T
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Fourier Analysis: Fourier Series
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Finding ao
p
p
p
p
2
111
1)cos(1
o
o
o
a
a
a
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Fourier Analysis: Fourier Series
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Finding an, n = 1, 2, .
4
0
4
4
)2cos()sin()2(4
)2cos()sin(2
2
T
oo
T
T
oon
dttntT
dttntT
a
2
2
,)cos()(2
T
T
on dttntyT
a
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Fourier Analysis: Fourier Series
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Solution for an
, n = 1, 2, .
4
0
4
0
4
0
)12()12(cos
)12()12(cos4
)12(sin)12(sin2
18
T
o
oT
o
on
T
oon
ntn
ntn
Ta
dttntnT
a
)12(
1
)12(
1
2
4
)12(
1
)12(
14
nn
nnT oo
p
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Fourier Analysis: Fourier Series
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Solution for an
, n = 1, 2, .
So:
144
14
2222
nnan
pp
Thus:
...6cos35
14cos
15
12cos
3
142)( tttny ooo
pp
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
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Fourier Analysis: Fourier Series
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Eulers Identity
)sin()cos( qqq jMMMe j
We could also say:
)sin()cos( qqq je j
)sin()cos(
)sin()cos()(
qq
qq
q
q
je
je
j
j
and ...
i i i S i
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Fourier Analysis: Fourier Series
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Representing Sin and Cos
with Complex Exponentials
)sin()cos( qqq je j )sin()cos( qqq je j
2
)cos(
)cos(2qq
qq
q
qjj
jj
eeee
j
eejee
jj
jj
2)sin(
)sin(2qq
qq
q
q
Add the equations: Subtract the
equations:
F i A l i F i S i
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Fourier Analysis: Fourier Series
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Complex Exponential
Representation
The Sine and Cosine functions can be written
in terms of complex exponentials.
tjntjno oo eetn 2
1cos
tjntjno oo eej
tn
2
1sin
F i A l i F i S i
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Fourier Analysis: Fourier Series
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Complex Exponential Fourier Series
From previous slides
1
02
1
2
1)(
n
tjntjn
n
tjntjn
noooo ee
jbeeaatx
tjntjn
ooo
eetn
2
1cos
tjntjn
ooo
eejtn
2
1sin
Using the Complex Exponential representation of Sine and
Cosine, the Fourier series can be written as:
1
0 )sincos()(n
onon tnbtnaatx
F i A l i F i S i
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Fourier Series with
Complex Exponentials
1
0
10
2
1
2
1)(
22
1
)(
n
tjn
nn
tjn
nn
n
tjntjn
n
tjntjn
n
oo
oooo
ejbaejbaatx
ee
j
beeaatx
Noting that 1/j = -j, we can write:
1
0
2
1
2
1)(
n
tjntjn
n
tjntjn
noooo ee
j
beeaatx
F i A l i F i S i
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Fourier Series with
Complex Exponentials
11
0
1
0
1
0
)(
)(
2
1
2
1)(
n
tjn
n
n
tjn
n
n
tjn
n
tjn
n
n
tjn
nn
tjn
nn
oo
oo
oo
ececctx
ececctx
ejbaejbaatx
Make the following substitutions:
n
tjn
noectx
)(
)(
2
1),(
2
1,00 nnnnnn jbacjbacac
F i A l i F i S i
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Fourier Analysis: Fourier Series
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Fourier Series with
Complex Exponentials The Complex Fourier series can be written as:
n
tjnn
oectx )(
where:
2
2
0)(1
T
T
tjnn dtetx
Tc
Complex cn
*Complex conjugate
Note: if x(t) is real, c-n= cn*
F i A l i F i S i
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Fourier Analysis: Fourier Series
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Line Spectra
Line Spectra refers the plotting of discrete coefficients
corresponding to their frequencies
For a periodic signal x(t), cn, n = 0, 1, 2, are
uniquely determined from x(t). The set cnuniquely determines x(t)
Because cnappears only at discrete frequencies,
n(o, n = 0, 1, 2, the set cnis called the discrete
frequency spectrum or line spectrumof x(t).
F i A l i F i S i
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Fourier Analysis: Fourier Series
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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
Fourier Analysis: Fourier Series
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Fourier Analysis: Fourier Series
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Magnitude of Cn
Recall that the magnitude for a complex number a+jb iscalculated as follows:
22 bajba
Fourier Analysis: Fourier Series
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Fourier Analysis: Fourier Series
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Phase of Cn Recall that the phase for a complex number a+jb dependson the quadrant that the angle lies in.
a
bTan 1
Quadrant 1: Quadrant 2:
Quadrant 3: Quadrant 4:
a
bTan 1p
a
bTan 1p
a
bTan 1
Angle(a+jb) =
Fourier Analysis: Fourier Series
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Fourier Analysis: Fourier Series
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Amplitude Spectrum of Cn Note: If x(t) is real then |Cn| is
of even symmetry. nn cc
nc
sec)(radoo o2o2
Fourier Analysis: Fourier Series
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Phase Spectrum of Cn
nn cc Note: If x(t) is real then the
Phase of Cn is odd
nc
sec)(radoo o2o2
Fourier Analysis: Fourier Series
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Fourier Analysis: Fourier Series
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Example: Finding Complex
Coefficients
Consider the periodic signal x(t) with period T = 2 sec.
Thus:
secsec2
2
sec
2 radradrad
To p
pp
x(t)
t-2.5 -2 -1.5 -1 -0.5 0.5 1 1.5 2 2.50
1
Fourier Analysis: Fourier Series
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Fourier Analysis: Fourier Series
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Finding Co(avg)
Co(avg) = 0.5
1
1
5.0
5.0
1
5.0
5.0
1
)( )()()(21)(
21 dttxdttxdttxdttxC avgo
0 0
5.0)5.0(5.0212121 5.0
5.0
5.0
5.0
tdt
The area under x(t) from -1 to -.5 and from .5 to 1 is zero
Fourier Analysis: Fourier Series
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Fourier Analysis: Fourier Series
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Calculating Cn
0,2
sin
n
n
n
Cnp
p
22
0
5.0
5.0
5.0
5.0
5.0
5.0
5.0
5.0
1
1
2/
2/
00
2
1
02
10
2
1
2
1
2
1
)(21
)(1
nj
nj
tjn
tjntjntjn
tjn
T
T
tjn
n
ee
nj
dte
dtedtedte
dtetx
dtetxT
C
o
ooo
o
o
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Fourier Analysis: Fourier Series
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Now it can be shown that:
sin(np/2) = 0 for n = 2, 4, Cn= 0
sin(2p/2) = sin(p) = 0
sin(-4p/2) = sin(-2p) = 0
etc .
It can be also be shown that:
sin(np/2) = -1 for n = 3, 7, 11,
sin(np/2) = 1 for n = 1, 5, 9, sin(3p/2) = -1
sin(-7p/2) = 1
etc .
Factor Evaluation
Fourier Analysis: Fourier Series
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,...11,7,3,n
n)signum(
,...9,5,1n,
n
signum(n)
etc...4,2,,0
nC
C
nC
n
n
n
0,2
sin
nn
n
Cnp
pRecall:
Factor Evaluation
Co(avg) = 0.5
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Note: Cn=pif Cnis negative
Therefore:
0n&evenn,0
oddn,
05.
||
1
n
n
Cn
p
and
otherwise,
...117,3,n,
0
p
nC
Summary of Results
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Plot the Magnitude Response
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Plot the Phase Response
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Fourier Analysis: Fourier Series
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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
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Fourier Analysis: Fourier Series
Parsevals Theorem Average powerof x(t) is calculated from the time
or frequency domain by:
)(2
1)(
1
1
222
2
2
2
n
nno
T
T
avg baadttxT
P
n n
nonavg cccP1
2222
Time Domain:
Frequency Domain: