7 1 Fourier Series

download 7 1 Fourier Series

of 48

Transcript of 7 1 Fourier Series

  • 8/12/2019 7 1 Fourier Series

    1/48

    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

  • 8/12/2019 7 1 Fourier Series

    2/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    2

    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

  • 8/12/2019 7 1 Fourier Series

    3/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    3

    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

  • 8/12/2019 7 1 Fourier Series

    4/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    4

    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)

  • 8/12/2019 7 1 Fourier Series

    5/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    5

    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

  • 8/12/2019 7 1 Fourier Series

    6/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    6

    AC Wall

    Voltage Sine Wave

    1 Period

    1 Period

  • 8/12/2019 7 1 Fourier Series

    7/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    7

    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......

  • 8/12/2019 7 1 Fourier Series

    8/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    8

    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

  • 8/12/2019 7 1 Fourier Series

    9/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    9

    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.

  • 8/12/2019 7 1 Fourier Series

    10/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    10

    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

  • 8/12/2019 7 1 Fourier Series

    11/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    11

    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

  • 8/12/2019 7 1 Fourier Series

    12/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    12

    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

  • 8/12/2019 7 1 Fourier Series

    13/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    13

    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

  • 8/12/2019 7 1 Fourier Series

    14/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    14

    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:

  • 8/12/2019 7 1 Fourier Series

    15/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    15

    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

  • 8/12/2019 7 1 Fourier Series

    16/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    16

    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

  • 8/12/2019 7 1 Fourier Series

    17/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    17

    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

  • 8/12/2019 7 1 Fourier Series

    18/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    18

    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:

  • 8/12/2019 7 1 Fourier Series

    19/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    19

    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.

  • 8/12/2019 7 1 Fourier Series

    20/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    20

    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

  • 8/12/2019 7 1 Fourier Series

    21/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    21

    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

  • 8/12/2019 7 1 Fourier Series

    22/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    22

    Finding ao

    p

    p

    p

    p

    2

    111

    1)cos(1

    o

    o

    o

    a

    a

    a

  • 8/12/2019 7 1 Fourier Series

    23/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    23

    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

  • 8/12/2019 7 1 Fourier Series

    24/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    24

    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

  • 8/12/2019 7 1 Fourier Series

    25/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    25

    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

  • 8/12/2019 7 1 Fourier Series

    26/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    26

    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

  • 8/12/2019 7 1 Fourier Series

    27/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    27

    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

  • 8/12/2019 7 1 Fourier Series

    28/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    28

    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

  • 8/12/2019 7 1 Fourier Series

    29/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    29

    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

  • 8/12/2019 7 1 Fourier Series

    30/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    30

    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

  • 8/12/2019 7 1 Fourier Series

    31/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    31

    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

  • 8/12/2019 7 1 Fourier Series

    32/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    32

    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

  • 8/12/2019 7 1 Fourier Series

    33/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    33

    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

  • 8/12/2019 7 1 Fourier Series

    34/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    34

    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

  • 8/12/2019 7 1 Fourier Series

    35/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    35

    Magnitude of Cn

    Recall that the magnitude for a complex number a+jb iscalculated as follows:

    22 bajba

    Fourier Analysis: Fourier Series

  • 8/12/2019 7 1 Fourier Series

    36/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    36

    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

  • 8/12/2019 7 1 Fourier Series

    37/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    37

    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

  • 8/12/2019 7 1 Fourier Series

    38/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    38

    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

  • 8/12/2019 7 1 Fourier Series

    39/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    39

    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

  • 8/12/2019 7 1 Fourier Series

    40/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    40

    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

  • 8/12/2019 7 1 Fourier Series

    41/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    41

    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

    Fourier Analysis: Fourier Series

  • 8/12/2019 7 1 Fourier Series

    42/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    42

    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

  • 8/12/2019 7 1 Fourier Series

    43/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    43

    ,...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

    Fourier Analysis: Fourier Series

  • 8/12/2019 7 1 Fourier Series

    44/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    44

    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

    Fourier Analysis: Fourier Series

  • 8/12/2019 7 1 Fourier Series

    45/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    45

    Plot the Magnitude Response

    Fourier Analysis: Fourier Series

  • 8/12/2019 7 1 Fourier Series

    46/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    46

    Plot the Phase Response

    Fourier Analysis: Fourier Series

  • 8/12/2019 7 1 Fourier Series

    47/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    Fourier Analysis: Fourier Series

    47

    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

    Fourier Analysis: Fourier Series

  • 8/12/2019 7 1 Fourier Series

    48/48

    U of M-Dearborn ECE Depar tmentMath Review with Matlab

    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: