ENGIN 211, Engineering Math

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1 Fourier Series and Transform ENGIN 211, Engineering Math

Transcript of ENGIN 211, Engineering Math

Page 1: ENGIN 211, Engineering Math

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Fourier Series and Transform

ENGIN 211, Engineering Math

Page 2: ENGIN 211, Engineering Math

Periodic Functions and Harmonics

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a a+T t

f(t) Period: 𝑇

Frequency: 𝑓 = 1𝑇

Angular velocity (or angular frequency):

πœ” = 2πœ‹π‘“ = 2πœ‹π‘‡

Such a periodic function can be expressed in terms of a series of cosine and sine functions, known as the Fourier series:

𝑓 𝑑 =π‘Ž02 + οΏ½ π‘Žπ‘› cosπ‘›πœ”π‘‘ + 𝑏𝑛 sinπ‘›πœ”π‘‘

∞

𝑛=1

=π‘Ž02 + οΏ½ π‘Žπ‘› cos

2π‘›πœ‹π‘‘π‘‡ + 𝑏𝑛 sin

2π‘›πœ‹π‘‘π‘‡

∞

𝑛=1

where cosπ‘›πœ”π‘‘ and sinπ‘›πœ”π‘‘ are the harmonics.

1st (or fundamental) Harmonic: cosπœ”π‘‘ and sinπœ”π‘‘, (𝑛 = 1)

2nd Harmonic: cos2πœ”π‘‘ and sin 2πœ”π‘‘, (𝑛 = 2)

3rd Harmonic: cos3πœ”π‘‘ and sin 3πœ”π‘‘, (𝑛 = 3)

….

Page 3: ENGIN 211, Engineering Math

Significance of the Harmonics

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𝑛 = 1

𝑛 = 1,2

𝑛 = 1,2,3

𝑛 = 1,2,3,4

Fourier series of a square wave containing various orders of harmonics

Page 4: ENGIN 211, Engineering Math

Orthogonality

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𝑓 𝑑 and 𝑔 𝑑 are orthogonal to each other over the interval π‘Ž ≀ 𝑑 ≀ 𝑏 if

οΏ½ 𝑓 𝑑𝑏

π‘Žπ‘” 𝑑 𝑑𝑑 = 0

In fact, the harmonics cosπ‘›πœ”π‘‘ and sinπ‘›πœ”π‘‘ (𝑛 = 0,1,2,β‹―) form an infinite collection of periodic functions that are mutually orthogonal on the interval βˆ’ 𝑇/2 ≀ 𝑑 ≀ 𝑇/2 because

οΏ½ cos π‘šπœ”π‘‘π‘‡/2

βˆ’π‘‡/2cos π‘›πœ”π‘‘ 𝑑𝑑 = 0, for π‘š β‰  𝑛

οΏ½ sin π‘šπœ”π‘‘π‘‡/2

βˆ’π‘‡/2sin π‘›πœ”π‘‘ 𝑑𝑑 = 0, for π‘š β‰  𝑛

οΏ½ cos π‘šπœ”π‘‘π‘‡/2

βˆ’π‘‡/2sin π‘›πœ”π‘‘ 𝑑𝑑 = 0

Page 5: ENGIN 211, Engineering Math

Fourier Coefficients

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π‘Žπ‘› =2𝑇� 𝑓 𝑑𝑇/2

βˆ’π‘‡/2cos π‘›πœ”π‘‘ 𝑑𝑑, for 𝑛 = 0,1,2,β‹―

𝑏𝑛 =2𝑇� 𝑓 𝑑 sin π‘›πœ”π‘‘ 𝑑𝑑

𝑇2

βˆ’π‘‡2

, for 𝑛 = 1,2,3,β‹―

Please note π‘Ž0 has been included in the first set of integrals.

𝑓 𝑑 =π‘Ž02 + οΏ½ π‘Žπ‘› cosπ‘›πœ”π‘‘ + 𝑏𝑛 sinπ‘›πœ”π‘‘

∞

𝑛=1

Example: Determine the Fourier series for the function

𝑓 𝑑 = οΏ½2 1 + 𝑑 βˆ’1 < 𝑑 < 00 0 < 𝑑 < 1

𝑓 𝑑 + 2 = 𝑓 𝑑 βˆ’1 1 βˆ’2 2

2

𝑓 𝑑

𝑑 0

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Example (Cont’d)

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𝑓 𝑑 =π‘Ž02 + οΏ½ π‘Žπ‘› cos

2π‘›πœ‹π‘‘π‘‡

+ 𝑏𝑛 sin2π‘›πœ‹π‘‘π‘‡

∞

𝑛=1

=π‘Ž02 + οΏ½ π‘Žπ‘› cosπ‘›πœ‹π‘‘ + 𝑏𝑛 sinπ‘›πœ‹π‘‘

∞

𝑛=1

The coefficients: π‘Žπ‘› = ∫ 𝑓 𝑑1βˆ’1 cos π‘›πœ‹π‘‘ 𝑑𝑑 = ∫ 2 1 + 𝑑0

βˆ’1 cos π‘›πœ‹π‘‘ 𝑑𝑑, 𝑛 = 0,1,2,β‹―

For 𝑛 = 0

π‘Ž0 = οΏ½ 2 1 + 𝑑0

βˆ’1𝑑𝑑 = 2𝑑 + 𝑑2 βˆ’1

0 = 1

For 𝑛 β‰  0, we can use integral by parts

π‘Žπ‘› = οΏ½ 2 1 + 𝑑0

βˆ’1cos π‘›πœ‹π‘‘ 𝑑𝑑 =

2π‘›πœ‹ 1 + 𝑑 sin π‘›πœ‹π‘‘ βˆ’1

0 βˆ’ οΏ½ sin π‘›πœ‹π‘‘ 𝑑𝑑0

βˆ’1

=2π‘›πœ‹ 2 1 βˆ’ cos π‘›πœ‹ = οΏ½

0, 𝑛 even4π‘›πœ‹ 2 , 𝑛 odd

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Example (Cont’d)

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Similarly

𝑏𝑛 = οΏ½ 𝑓 𝑑1

βˆ’1sin π‘›πœ‹π‘‘ 𝑑𝑑 = οΏ½ 2 1 + 𝑑

0

βˆ’1sin π‘›πœ‹π‘‘ 𝑑𝑑 = βˆ’

2π‘›πœ‹

, 𝑛 = 1,2,3,β‹―

The first few terms of the Fourier series:

𝑓 𝑑 =12

+4πœ‹2

cosπœ‹π‘‘ +19

cos3πœ‹π‘‘ +1

25cos5πœ‹π‘‘ + β‹―

βˆ’2πœ‹

sinπœ‹π‘‘ +12

sin2πœ‹π‘‘ +13

sin3πœ‹π‘‘ +14

sin4πœ‹π‘‘ + β‹―

Page 8: ENGIN 211, Engineering Math

Odd and Even Functions

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Odd function: 𝒇 βˆ’π’• = βˆ’π’‡ 𝒕 , symmetrical about the origin.

Sine function is odd.

Fourier series of an odd function contains only sine terms (π‘Žπ‘› = 0,𝑛 = 0,1,2, …), because

οΏ½ 𝑓 𝑑 cos π‘›πœ”π‘‘ 𝑑𝑑𝑇/2

βˆ’π‘‡/2

= 0 if 𝑓 𝑑 is odd.

Even function: 𝒇 βˆ’π’• = 𝒇 𝒕 , symmetrical about the 𝑦-axis

Cosine function is even.

Fourier series of an even function contains only cosine terms (𝑏𝑛 = 0,𝑛 = 1,2,3, …),

οΏ½ 𝑓 𝑑 sin π‘›πœ”π‘‘ 𝑑𝑑𝑇/2

βˆ’π‘‡/2

= 0 if 𝑓 𝑑 is even.

Page 9: ENGIN 211, Engineering Math

Example (Even Function)

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π‘₯

𝑦

πœ‹/2 3πœ‹/2 βˆ’πœ‹/2 βˆ’3πœ‹/2

4

The function is symmetrical about the 𝑦-axis

𝑓 π‘₯ =π‘Ž02 + οΏ½ π‘Žπ‘› cos𝑛π‘₯

∞

𝑛=1

π‘Ž0 =1πœ‹οΏ½ 𝑓 π‘₯ 𝑑π‘₯πœ‹

βˆ’πœ‹=

2πœ‹οΏ½ 𝑓 π‘₯ 𝑑π‘₯πœ‹

0

=2πœ‹οΏ½ 4𝑑π‘₯

πœ‹/2

0= 4

π‘Žπ‘› =1πœ‹οΏ½ 𝑓 π‘₯ cos𝑛π‘₯ 𝑑π‘₯

πœ‹

βˆ’πœ‹=

2πœ‹οΏ½ 𝑓 π‘₯ cos𝑛π‘₯ 𝑑π‘₯

πœ‹

0=

2πœ‹οΏ½ 4 cos𝑛π‘₯ 𝑑π‘₯

πœ‹/2

0

=8π‘›πœ‹

sinπ‘›πœ‹2 =

0, 𝑛 = 2π‘˜, (𝑛 = 2,4,6,β‹― )8π‘›πœ‹ , 𝑛 = 4π‘˜ βˆ’ 3, (n = 1,5,9,β‹― )

βˆ’8π‘›πœ‹ , 𝑛 = 4π‘˜ βˆ’ 1, (𝑛 = 3,7,11,β‹― )

π‘˜ = 1,2,3,β‹―

Page 10: ENGIN 211, Engineering Math

Example (Odd Function)

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π‘₯

𝑦

πœ‹ 2πœ‹ 0 βˆ’πœ‹

2

βˆ’2

A shift of πœ‹/2 in x-axis and shift of 2 in y-axis in the previous example change it into an odd function

𝑔 π‘₯ = οΏ½ 𝑏𝑛 sin𝑛π‘₯∞

𝑛=1

𝑏𝑛 =1πœ‹οΏ½ 𝑓 π‘₯ sin𝑛π‘₯ 𝑑π‘₯

πœ‹

βˆ’πœ‹=

2πœ‹οΏ½ 𝑓 π‘₯ sin𝑛π‘₯ 𝑑π‘₯

πœ‹

0

=4πœ‹οΏ½ sin𝑛π‘₯ 𝑑π‘₯

πœ‹

0=

4π‘›πœ‹ 1 βˆ’ βˆ’1 𝑛 = οΏ½

0, 𝑛 even8π‘›πœ‹

, 𝑛 odd

𝑓 π‘₯ βˆ’πœ‹2

βˆ’ 2 =8π‘›πœ‹

cos π‘₯ βˆ’πœ‹2

βˆ’13

cos 3 π‘₯ βˆ’πœ‹2

+15

cos 5 π‘₯ βˆ’πœ‹2

βˆ’17

cos 7 π‘₯ βˆ’πœ‹2

+ β‹―

𝑔 π‘₯ =8π‘›πœ‹

sin π‘₯ +13

sin 3π‘₯ +15

sin 5π‘₯ βˆ’17

sin7π‘₯ + β‹―

Connection between the two examples

Page 11: ENGIN 211, Engineering Math

Complex Fourier Series

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Euler’s Identity 𝑒𝑗𝑗 = cosπœƒ + 𝑗 sinπœƒ and π‘’βˆ’π‘—π‘— = cosπœƒ βˆ’ 𝑗 sinπœƒ

Thus, cosπœƒ = 𝑒𝑗𝑗+π‘’βˆ’π‘—π‘—

2 and sinπœƒ = π‘’π‘—π‘—βˆ’π‘’βˆ’π‘—π‘—

2𝑗

Now the Fourier series

𝑓 𝑑 =π‘Ž02

+ οΏ½ π‘Žπ‘› cosπ‘›πœ”π‘‘ + 𝑏𝑛 sinπ‘›πœ”π‘‘βˆž

𝑛=1

=π‘Ž02

+ οΏ½π‘Žπ‘›2

𝑒𝑗𝑛𝑗𝑗 + π‘’βˆ’π‘—π‘›π‘—π‘— +𝑏𝑛2𝑗

𝑒𝑗𝑛𝑗𝑗 βˆ’ π‘’βˆ’π‘—π‘›π‘—π‘—βˆž

𝑛=1

=π‘Ž02

+ οΏ½π‘Žπ‘›2

+ 𝑗𝑏𝑛2

π‘’βˆ’π‘—π‘›π‘—π‘— +π‘Žπ‘›2βˆ’ 𝑗

𝑏𝑛2

π‘’π‘—π‘›π‘—π‘—βˆž

𝑛=1

= οΏ½ 𝑐𝑛

∞

𝑛=βˆ’βˆž

𝑒𝑗𝑛𝑗𝑗

where the complex coefficients

𝑐𝑛 =π‘Žπ‘›2βˆ’ 𝑗

𝑏𝑛2

=1𝑇� 𝑓 𝑑 cos π‘›πœ”π‘‘ βˆ’ 𝑗 sin π‘›πœ”π‘‘ 𝑑𝑑𝑇2

βˆ’π‘‡2

=1𝑇� 𝑓 𝑑 π‘’βˆ’π‘—π‘›π‘—π‘—π‘‘π‘‘π‘‡2

βˆ’π‘‡2

Obviously, π‘βˆ’π‘› = π‘π‘›βˆ— = 1𝑇 ∫ 𝑓 𝑑 𝑒𝑗𝑛𝑗𝑗𝑑𝑑

𝑇2βˆ’π‘‡2

, and 𝑐0 = 1𝑇 ∫ 𝑓 𝑑 𝑑𝑑

𝑇2βˆ’π‘‡2

= π‘Ž02

since 𝑏0 = 0

Page 12: ENGIN 211, Engineering Math

Example 1 (Complex Fourier)

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𝑑

𝑓(𝑑)

π‘Ž/2

1

βˆ’π‘Ž/2 𝑇/2 βˆ’π‘‡/2

𝑓 𝑑 = οΏ½0, βˆ’π‘‡/2 < 𝑑 < βˆ’π‘Ž/21, βˆ’π‘Ž/2 < 𝑑 < π‘Ž/20, π‘Ž/2 < 𝑑 < 𝑇/2

,

and 𝑓 𝑑 + 𝑇 = 𝑓(𝑑)

𝑓(𝑑) = βˆ‘ π‘π‘›βˆžπ‘›=βˆ’βˆž 𝑒𝑗𝑛𝑗𝑗, πœ” = 2πœ‹

𝑇

𝑐𝑛 =1𝑇� 𝑓(𝑑)𝑒𝑗𝑛𝑗𝑗𝑑𝑑

𝑇/2

βˆ’π‘‡/2=

1𝑇� 𝑒𝑗𝑛𝑗𝑗𝑑𝑑

π‘Ž/2

βˆ’π‘Ž/2=

1π‘—π‘›πœ”π‘‡ 𝑒

π‘—π‘›π‘—π‘—οΏ½βˆ’π‘Ž/2

π‘Ž/2

=1

π‘—π‘›πœ”π‘‡ π‘’π‘—π‘›π‘—π‘Ž/2 βˆ’ π‘’βˆ’π‘—π‘›π‘—π‘Ž/2

=2

π‘›πœ”π‘‡ sinπ‘›πœ”π‘Ž

2 =π‘Žπ‘‡

sin π‘›πœ”π‘Ž/2π‘›πœ”π‘Ž/2 =

π‘Žπ‘‡

sin π‘›πœ‹π‘Ž/π‘‡π‘›πœ‹π‘Ž/𝑇 =

π‘Žπ‘‡ sinc

π‘›πœ‹π‘Žπ‘‡ , for 𝑛 β‰  0

sinc π‘₯ = sin π‘₯π‘₯

is undefined at π‘₯ = 0, but limπ‘₯β†’0

sinc π‘₯ = limπ‘₯β†’0

sin π‘₯π‘₯

= 1,

If we define sinc π‘₯ = οΏ½sin π‘₯π‘₯

, for π‘₯ β‰  01, for π‘₯ = 0

and notice 𝑐0 = 1𝑇 ∫ 𝑓(𝑑)𝑑𝑑𝑇/2

βˆ’π‘‡/2 = 1𝑇 ∫ 1π‘‘π‘‘π‘Ž/2

βˆ’π‘Ž/2 = π‘Žπ‘‡

,

then 𝑐𝑛 = π‘Žπ‘‡

sinc π‘›πœ‹π‘Žπ‘‡

, for all 𝑛, βˆ’βˆž < 𝑛 < ∞

Page 13: ENGIN 211, Engineering Math

Example (Complex Fourier)

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𝑑

𝑔(𝑑)

π‘Ž

1

0 𝑇

𝑔 𝑑 = οΏ½1, 0 < 𝑑 < π‘Ž 0, π‘Ž < 𝑑 < 𝑇 ,

and 𝑓 𝑑 + 𝑇 = 𝑓(𝑑)

𝑔(𝑑) = βˆ‘ π‘”π‘›βˆžπ‘›=βˆ’βˆž 𝑒𝑗𝑛𝑗𝑗, πœ” = 2πœ‹

𝑇

𝑔𝑛 =1𝑇� 𝑓(𝑑)𝑒𝑗𝑛𝑗𝑗𝑑𝑑

𝑇

0=

1𝑇� 𝑒𝑗𝑛𝑗𝑗𝑑𝑑

π‘Ž

0=

1π‘—π‘›πœ”π‘‡ 𝑒

𝑗𝑛𝑗𝑗�0

π‘Ž

=1

π‘—π‘›πœ”π‘‡ π‘’π‘—π‘›π‘—π‘Ž βˆ’ 1 =π‘’π‘—π‘›π‘—π‘Ž/2

π‘—π‘›πœ”π‘‡ π‘’π‘—π‘›π‘—π‘Ž/2 βˆ’ π‘’βˆ’π‘—π‘›π‘—π‘Ž/2

=2π‘’π‘—π‘›π‘—π‘Ž/2

π‘›πœ”π‘‡ sinπ‘›πœ”π‘Ž

2 =π‘Žπ‘‡

sin π‘›πœ”π‘Ž/2π‘›πœ”π‘Ž/2 π‘’π‘—π‘›π‘—π‘Ž/2 =

π‘Žπ‘‡ sinc

π‘›πœ‹π‘Žπ‘‡ π‘’π‘—π‘›Ο€π‘Ž/𝑇 , Complex coefficients

The same result can be obtained from Example 1 by shifting the time origin by half the pulse width,

𝑔 𝑑 = 𝑓 𝑑 +π‘Ž2

= οΏ½π‘Žπ‘‡

sincπ‘›πœ‹π‘Žπ‘‡

∞

𝑛=βˆ’βˆž

𝑒𝑗𝑛𝑗 𝑗+π‘Ž2 = οΏ½π‘Žπ‘‡

sincπ‘›πœ‹π‘Žπ‘‡

π‘’π‘—π‘›Ο€π‘Ž/π‘‡βˆž

𝑛=βˆ’βˆž

𝑒𝑗𝑛𝑗𝑗

Page 14: ENGIN 211, Engineering Math

Complex Spectra

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The Fourier coefficients of square-pulse wave all have

sinc π‘›πœ‹π‘Žπ‘‡

, what does it look like?

In example 2, we have

𝑐𝑛 = π‘Žπ‘‡

sinc π‘›πœ‹π‘Žπ‘‡

π‘’π‘—π‘›πœ‹π‘Ž/𝑇 = 𝑐𝑛 π‘’π‘—πœ™π‘›

In both examples, their amplitudes

𝑐𝑛 = π‘Žπ‘‡

sinc π‘›πœ‹π‘Žπ‘‡

for 𝑛 β‰  0, and 𝑐0 = π‘Žπ‘‡

𝑐𝑛 describes the spectrum of 𝑓 𝑑 in the frequency domain

𝑐0 𝑐1 π‘βˆ’1

𝑐2 π‘βˆ’2

Page 15: ENGIN 211, Engineering Math

Power in Time and Frequency Domains

15

Power content of a periodic function

𝑓(𝑑) = οΏ½ 𝑐𝑛

∞

𝑛=βˆ’βˆž

𝑒𝑗𝑛𝑗𝑗

is defined as the mean square value in time domain, and is related to the spectrum in the frequency domain

𝑃 =1𝑇� 𝑓2 𝑑 𝑑𝑑𝑇/2

βˆ’π‘‡/2= οΏ½ 𝑐𝑛 2

∞

𝑛=βˆ’βˆž

Because,

𝑃 =1𝑇� οΏ½ 𝑐𝑛

∞

𝑛=βˆ’βˆž

𝑒𝑗𝑛𝑗𝑗𝑓(𝑑)𝑑𝑑𝑇/2

βˆ’π‘‡/2= οΏ½

𝑐𝑛𝑇

∞

𝑛=βˆ’βˆž

οΏ½ 𝑒𝑗𝑛𝑗𝑗𝑓(𝑑)𝑑𝑑𝑇/2

βˆ’π‘‡/2

= �𝑐𝑛𝑇

∞

𝑛=βˆ’βˆž

π‘βˆ’π‘›π‘‡ = οΏ½ 𝑐𝑛

∞

𝑛=βˆ’βˆž

π‘βˆ’π‘› = οΏ½ π‘π‘›π‘π‘›βˆ—βˆž

𝑛=βˆ’βˆž

= οΏ½ 𝑐𝑛 2∞

𝑛=βˆ’βˆž

Page 16: ENGIN 211, Engineering Math

Continuous Spectrum

16

In the example of the periodic square pulse function,

𝑓 𝑑 = βˆ‘ π‘π‘›βˆžπ‘›=βˆ’βˆž 𝑒𝑗𝑛𝑗𝑗 = βˆ‘ π‘π‘›βˆž

𝑛=βˆ’βˆž 𝑒𝑗2π‘›πœ‹π‘—/𝑇, and 𝑐𝑛 = π‘Žπ‘‡

sinc π‘›πœ‹π‘Žπ‘‡

,

the spacing between two neighboring harmonics is 𝛿π‘₯ = πœ‹π‘Žπ‘‡

. If we increase the period 𝑇, this spacing 𝛿π‘₯ decreases, and when 𝑇 β†’ ∞, the function has a single pulse and no longer periodic, the spacing 𝛿π‘₯ β†’ 0, the spectrum becomes continuous.

𝑇 β†’ ∞

Page 17: ENGIN 211, Engineering Math

Fourier Transform

17

We start from a periodic function 𝑓 𝑑 = βˆ‘ π‘π‘›βˆžπ‘›=βˆ’βˆž 𝑒𝑗𝑛2πœ‹π‘—/𝑇 , where 𝑐𝑛 = 1

𝑇 ∫ 𝑓 𝜏 π‘’βˆ’π‘—π‘›2πœ‹π‘—/π‘‡π‘‘πœπ‘‡2βˆ’π‘‡2

We can plug in 𝑐𝑛 into the series and use π›Ώπœ” = 2πœ‹π‘‡

𝑓 𝑑 = οΏ½1𝑇� 𝑓 𝜏 π‘’βˆ’π‘—π‘›2πœ‹π‘—/π‘‡π‘‘πœπ‘‡2

βˆ’π‘‡2

∞

𝑛=βˆ’βˆž

𝑒𝑗𝑛2πœ‹π‘—/𝑇 =12πœ‹

οΏ½ π›Ώπœ”οΏ½ 𝑓 𝜏 π‘’βˆ’π‘—π‘›π‘—π‘—π‘—π‘‘πœπ‘‡2

βˆ’π‘‡2

∞

𝑛=βˆ’βˆž

𝑒𝑗𝑛𝑗𝑗𝑗

Let 𝑇 β†’ ∞, then π›Ώπœ” β†’ 0, thus π›Ώπœ” = π‘‘πœ”, and π‘›π›Ώπœ” = πœ”,

𝑓 𝑑 = οΏ½12πœ‹

οΏ½ 𝑓 𝜏 π‘’βˆ’π‘—π‘—π‘—π‘‘πœβˆž

βˆ’βˆž

∞

𝑛=βˆ’βˆž

π‘’π‘—π‘—π‘—π‘‘πœ” =12πœ‹

οΏ½12πœ‹

οΏ½ 𝑓 𝜏 π‘’βˆ’π‘—π‘—π‘—π‘‘πœβˆž

βˆ’βˆž

∞

βˆ’βˆžπ‘’π‘—π‘—π‘—π‘‘πœ”

So if we introduce 𝐹 πœ” = 12πœ‹ ∫ 𝑓 𝑑 π‘’βˆ’π‘—π‘—π‘—π‘‘π‘‘βˆž

βˆ’βˆž - Fourier transform

Then 𝑓 𝑑 = 12πœ‹ ∫ 𝐹 πœ”βˆž

βˆ’βˆž π‘’π‘—π‘—π‘—π‘‘πœ” - inverse Fourier Transform

As 𝑇 β†’ ∞, the discrete harmonic values π‘›πœ”0 = 2πœ‹π‘›/𝑇 become a continuous value πœ”, and the discrete spectrum 𝑐𝑛 = 𝑐𝑛 π‘’π‘—πœ™π‘› becomes the continuous spectrum 𝐹 πœ” = 𝐹 πœ” π‘’π‘—πœ™ 𝑗 .

Page 18: ENGIN 211, Engineering Math

Example

18

𝐹 πœ” =12πœ‹

οΏ½ 𝑓 𝑑 π‘’βˆ’π‘—π‘—π‘—π‘‘π‘‘βˆž

βˆ’βˆž=

12πœ‹

οΏ½ π‘’βˆ’π‘—π‘—π‘—π‘‘π‘‘π‘Ž

0= βˆ’

1𝑗 2πœ‹πœ”

π‘’βˆ’π‘—π‘—π‘—οΏ½0

π‘Ž

=1

𝑗 2πœ‹πœ”1 βˆ’ π‘’βˆ’π‘—π‘—π‘Ž =

π‘’βˆ’π‘—π‘—π‘Ž/2

𝑗 2πœ‹πœ”π‘’π‘—π‘—π‘Ž/2 βˆ’ π‘’βˆ’π‘—π‘—π‘Ž/2 =

π‘’βˆ’π‘—π‘—π‘Ž/2

𝑗 2πœ‹πœ”2𝑗 sin

πœ”π‘Ž2

=π‘Žπ‘’βˆ’π‘—π‘—π‘Ž/2

2πœ‹

sinπœ”π‘Ž2πœ”π‘Ž2

=π‘Žπ‘’βˆ’π‘—π‘—π‘Ž/2

2πœ‹sinc

πœ”π‘Ž2

𝐹 πœ”

πœ”

This is a continuous spectrum!

π‘Ž 0

1

𝑓(𝑑)

𝑑

𝑓 𝑑 = οΏ½1, 0 < 𝑑 < π‘Ž0, otherwise

Page 19: ENGIN 211, Engineering Math

Properties of Fourier Transform

19

Linearity β„± 𝛼1𝑓1 𝑑 + 𝛼2𝑓2 𝑑 = 𝛼1𝐹1 πœ” + 𝛼2𝐹2 πœ”

Time shifting β„± 𝑓 𝑑 βˆ’ 𝑑0 = 𝑒𝑗𝑗𝑗0𝐹 πœ” Frequency shifting β„± 𝑒𝑗𝑗0𝑗𝑓 𝑑 = 𝐹 πœ” βˆ’ πœ”0

Time scaling β„± 𝑓 π‘˜π‘‘ = 1π‘˜πΉ 𝑗

π‘˜

Symmetry β„± 𝐹 𝑑 = 𝑓 βˆ’πœ”

Proof: We start with the inverse Fourier transform and then employ two variable substitutions

𝑓 𝑑 = 12πœ‹ ∫ 𝐹 πœ”βˆž

βˆ’βˆž π‘’π‘—π‘—π‘—π‘‘πœ” = 12πœ‹ ∫ 𝐹 π‘’βˆž

βˆ’βˆž 𝑒𝑗𝑗𝑗𝑑𝑒

Let 𝑑 β†’ βˆ’πœ”, then 𝑓 βˆ’πœ” = 12πœ‹ ∫ 𝐹 π‘’βˆž

βˆ’βˆž π‘’βˆ’π‘—π‘—π‘—π‘‘π‘’ = 12πœ‹ ∫ 𝐹 π‘‘βˆž

βˆ’βˆž π‘’βˆ’π‘—π‘—π‘—π‘‘π‘‘ = β„± 𝐹 𝑑

Example: β„± 1 =? (hard to solve without using the symmetry)

Since β„± 𝛿(𝑑) = 12πœ‹

, then using symmetry: β„± 12πœ‹

= 𝛿 βˆ’πœ” = 𝛿 πœ” , thus β„± 1 = 2πœ‹π›Ώ πœ” .

Page 20: ENGIN 211, Engineering Math

Cosine and Sine Transforms

20

𝐹 πœ” =12πœ‹

οΏ½ 𝑓 𝑑 π‘’βˆ’π‘—π‘—π‘—π‘‘π‘‘βˆž

βˆ’βˆž=

12πœ‹

οΏ½ 𝑓 𝑑 cosπœ”π‘‘ + 𝑗 sinπœ”π‘‘ π‘‘π‘‘βˆž

βˆ’βˆž

If 𝑓 𝑑 is even function, ∫ 𝑓 𝑑 sinπœ”π‘‘ π‘‘π‘‘βˆžβˆ’βˆž = 0, then the cosine transform:

𝐹𝑐 πœ” =2πœ‹οΏ½ 𝑓 𝑑 cosπœ”π‘‘ 𝑑𝑑

∞

0

If 𝑓 𝑑 is odd function, ∫ 𝑓 𝑑 cosπœ”π‘‘ π‘‘π‘‘βˆžβˆ’βˆž = 0, then the sine transform:

𝐹𝑠 πœ” =2πœ‹οΏ½ 𝑓 𝑑 sinπœ”π‘‘ 𝑑𝑑

∞

0

For those functions that are defined only for 𝑑 β‰₯ 0, and the extension into 𝑑 < 0 can make them either even or odd, where cosine and sine transforms can then be used, respectively.

Page 21: ENGIN 211, Engineering Math

Example

21

Example: 𝑓 𝑑 = οΏ½ 1, 0 < 𝑑 < π‘Ž 0, π‘Ž ≀ 𝑑 < ∞ and

undefined in βˆ’βˆž < 𝑑 < 0

π‘Ž 0

1 𝑓(𝑑)

𝑑

π‘Ž 0

1

𝑑 βˆ’π‘Ž

π‘Ž 0

1

𝑑 βˆ’π‘Ž

βˆ’1

Sine transform:

𝐹𝑠 πœ” =2πœ‹οΏ½ 𝑓 𝑑 sinπœ”π‘‘ π‘‘π‘‘βˆž

0=

2πœ‹οΏ½ sinπœ”π‘‘ π‘‘π‘‘π‘Ž

0 =

2πœ‹

1 βˆ’ cosπœ”π‘Žπœ”

=2πœ‹

2πœ”

sin2πœ”π‘Ž2

=2πœ‹πœ”π‘Ž2

2sin2 πœ”π‘Ž2πœ”π‘Ž2

2 =πœ”π‘Ž2

2πœ‹sinc2

πœ”π‘Ž2

𝐹𝑐 πœ” =2πœ‹οΏ½ 𝑓 𝑑 cosπœ”π‘‘ π‘‘π‘‘βˆž

0=

2πœ‹οΏ½ cosπœ”π‘‘ π‘‘π‘‘π‘Ž

0

=2πœ‹

sinπœ”π‘Žπœ”

=2πœ‹π‘Žsinc πœ”π‘Ž

Cosine transform:

Page 22: ENGIN 211, Engineering Math

Summary Key points:

Periodic functions

Fourier series and coefficients

Significance of harmonics

Sine and cosine for odd and even functions

Complex Fourier series and discrete spectrum

Fourier transform and continuous spectrum

Properties of Fourier transform

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