Chapter4-FourierSeries-updated
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Transcript Chapter4-FourierSeries-updated
EE 207
Chapter 3 The Fourier Series
Adil S. Balghonaim
Vectors in 2D
y
V = (3,4)
4
V = 3i + 4j
j
i
Vectors in 3D
N-Dimension
3
x
3= V i
4=V j
V = 3i + 6 j + 4k
V = 1i 1 + 2i 2 + 3i 3 + + N i N
1 = V i 1 2 = V i 2 N = V i N
Jean Baptiste Joseph Fourier (21 March 1768 – 16 May 1830)
was a French mathematician and physicist
best known for initiating the investigation of Fourier series
and their applications to problems of heat transfer
and vibrations
Fourier observed that the addition of Sinusoidal functions with
different frequencies and amplitude resulted in other periodical
functions
Example
x (t ) sin0t 1sin 30t 1sin50t 1 sin 70t
3
5
7
n =1
x 1(t ) sin0t
n = 21
n =3
x 3(t ) sin0t 1sin30t
3
n
(1/ n ) sin n0t
n 1
n odd
Fourier proposed the following:
For any periodical function of period
were
1
T0
f0
1
f 0
T0
T0
0 2 f 0
Then
n 1
n 1
x (t ) a0 an cos n 0t b n sin n0t
Periodicals functions can be decomposed to sin and cosine functions
Similar to decompose a vector in terms of i,j,k,…
n 1
n 1
x (t ) a0 an cos n 0t b n sin n0t
Similar to the 2D vector
y
V = (3,4)
V = 3i + 4j
4
j
i
3
x
The coordinate with respect to i , j
3=V i
4 =V j
We will find the a0, an, bn in a similar manar
k
i
k (i , j) space
j
i , j space
i j
n 1
n 1
x (t ) a0 an cos n 0t b n sin n0t
x (t ) a0 a1 cos0t a2 cos 20t a3 cos30t
b1sin0t b2 sin 20t b3 sin 30t
cos0t cos20t cos30t...
sin0t sin20t sin30t...
n
{cos n0t}nn
1 {sin n0t}n 1
cos n0t space
Orthognalty ( ) in the functional space will be defined next
In the 3D vector
k (i , j) space
3
i j = ik jk (1)(0) (0)(1) (0)(0) 0
k 1
i , j space
i j
Dot Product
i j=0
i k=0
j k=0 j k=0
In the functional space
cos0t,cos20t (cos 0t)(cos 20t)dt 0
To
cos k0t,cos m0t (cos k0t)(cos m0t)dt 0
To
sin k0t,sin m0t (sin k0t)(sin m0t)dt 0
To
cos k0t,sin m0t (cos k0t)(sin m0t)dt 0
To
cos n0t space
x (t ) a0 a1 cos0t a2 cos 20t a3 cos30t
b1sin0t b2 sin 20t b3 sin 30t
x (t )
cos n0t space
We seek to find the coefficients or coordinates
a0,
a1,a2 ,a3
b1,b2 ,b3
Coefficients with respect to the cos's
Coefficients with respect to the sin's
Finding a0
n 1
n 1
x (t ) a0 an cos n 0t b n sin n0t
Integrating both side over one period
x (t ) dt
a0dt
T0
n 1
n 1
a a n cos n 0t b n sin n 0t dt
a n cos n 0tdt
n 1
T0
a0dt
a0dt
T0
n 1
T0
T0
T0
0
T0
b n sin n 0tdt
n 1
T0
0
an sinn0tdt
n 1
0
bn cosn0tdt
T0
a0 T 0
a0 = 1
T0
T0
x (t ) dt
x (t ) a0 a1 cos0t a2 cos 20t a3 cos30t
b1sin0t b2 sin 20t b3 sin 30t
x (t )
y
V = (3,4)
4
cos n0t space
j
i
3
x
V = 3i + 4j
3= V i
4=V j
By comparison to the 2D-vector ,
a1 x (t ) cos0t
Projection of x(t) on the direction of cos0t
dot product
a2 x (t ) cos 20t
Similarly
an x (t ) cos n0t
bn x (t ) sin n0t
Projection of x(t) on the direction of sin n0t
Finding a5
n 1
n 1
x (t ) a0 an cos n 0t b n sin n0t
Multiplying both side by cos50t and Integrating over one period
T0
x(t )cos 50tdt
a cos5 tdt cos5 t a cos n tdt
0
n 1
n 1
0
a a n cos n 0 t bn sin n t cos 50tdt
T0
0
T0
0
0
n
n 1
0
T0
T0
cos 50t bn sin n 0 tdt
n 1
n 1
n 1
x (t ) a0 an cos n 0t b n sin n0t
x(t )cos 50tdt
0
a0 cos50tdt
T0
T0
cos 50t a n cos n 0 tdt
T0
Integrating
sinusoidal
over one period
n 1
take it inside summation
cos 50t bn sin n 0 tdt
n 1
T0
T0
x(t )cos 50tdt
T0
a n cos n 0 t cos 5 0 tdt
n 1
take it inside summation
T0
bn sin n 0 t cos 50tdt
n 1
n 1
n 1
x (t ) a0 an cos n 0t b n sin n0t
T0
x(t )cos 50tdt
a n cos n 0 t cos 5 0 tdt
n 1
T0
bn sin n 0 t cos 50tdt
n 1
T0
From Trigonometric Identity
cos n0t cos 50t 1 cos(n 5)0t 1 cos(n 5)0t
2
2
1
1
sin n0t cos 50t sin(n 5)0t sin(n 5)0t
2
2
n 1
n 1
x (t ) a0 an cos n 0t b n sin n0t
x(t )cos 50tdt
T0
a n cos n 0 t cos 5 0 tdt
n 1
T0
bn sin n 0 t cos50tdt
n 1
T0
T0
T0
1
1
cos(n 5) 0 t cos(n 5) 0 t dt
an
2
n 1
2
bn
n 1
1 sin(n 5) t 1 sin(n 5) t dt
0
0
2
2
n 1
n 1
x (t ) a0 an cos n 0t b n sin n0t
x(t )cos 50tdt
T0
1 cos(n 5) t
a
0
n
n 1
T0
bn
n 1
T0
since
T0
n 1
n 1
2
T0
1 cos(n 5) 0 t dt
2
1 sin(n 5) t 1 sin(n 5) t dt
0
0
2
2
n 1
n 1
x (t ) a0 an cos n 0t b n sin n0t
0 for all n except n = 5
at n = 5 cos(0) = 1
0 for all n
x(t )cos 50tdt an 1
cos(n 5) 0 tdt
cos(n 5) 0 t dt
n 1
2
T0
T0
cos(0)dt T
o
T0
To
0 for all n
0 for all n
bn 1
sin(n 5) 0 tdt
sin(n 5) 0 t dt
n 1
2
T0
T0
T0
x(t )cos 50tdt a5
1 (T )
o
2
a5 2
To
a5 is the projection of x(t) in the direction of cos50t
T0
x(t )cos50tdt
n 1
n 1
x (t ) a0 an cos n 0t b n sin n0t
a5 2
To
x(t )cos50tdt
a5 is the projection of x(t) in the direction of cos50t
T0
an 2
To
We can repete the same procedure for any n
We can repete the same procedure for b5 and we will get
T0
T0
b5 2
To
Then for any n we get
bn 2
To
x(t )cos n0tdt
x(t )cos n0tdt
T0
x(t )sin50tdt
Therefor
n 1
n 1
x (t ) a0 an cos n 0t b n sin n0t
1
a0
x (t )dt
T 0 T0
The average of x(t)
2
an
x (t ) cos n 0tdt
T 0 T0
2
bn
x (t ) sin n 0tdt
T 0 T0
n 0
Example 3-4
x (t )
A
0
T
T
0
A 2
The average value of x(t) = 0
an 2 x (t ) cos n 0tdt
T 0 T0
2
T0
T0 2
0
t
0
a0 0
T0
A cos n0tdt 2 (A ) cos n0tdt
T 0 T0 2
sin n0t
2
A
T 0 n0
T0 2
0
sin n0t
n0
0
T0 2
T0
Thus all the an coefficients are zero
Note : x (t ) odd
x (t )cos n0t is odd
an 0
bn 2 x (t ) sin n 0tdt
T 0 T0
2
T0
T0 2
0
T0
A sin n0tdt 2 (A ) sin n0tdt
T 0 T0 2
n odd cos n 1
2A 1cos n
n
n even cos n 1
bn 2A 1cos n
n
2A
n
0
n odd
n even
1
1
x (t ) 4A sin 0t sin 30t sin 50t
3
5
n =1
n =3
n = 21
0
0
sin (n 1) ( 1)
2
n /2
sin (n 1) (1)
2
n /2
Now for n =`1
1
2
n /2
2(1)
an
2
(
n
1)
0
n 1
n even
n odd
e
e
jn0t
jn0t
cos n0t j sin n0t
cos n0t j sin n0t
e
cos n0t
jn0t
e
sin0t
e
2
jn0t
jn0t
e
2j
jn0t
n 1
n 1
x (t ) a0 an cos n 0t b n sin n0t
x (t ) a0 an
n 1
1
e
jn 0t
e
2
jn 0t
x (t ) a0 (an jbn )e
n 1 2
b n
n 1
jn0t
1
e
jn 0t
e
2j
jn 0t
(an jbn )e
n 1 2
jn0t
1
x (t ) a0 (an jb n )e
n 1 2
1
jn0t
1
(an jb n )e
n 1 2
jn 0t
2
term 1 and term 2 are complex conjugate of each other
Then we can write x(t) as
x (t ) { X 2 e
j 2 t
0
X 1 e j 0t } X 0 {X 1 e j 0t X 2 e j 20t
Where
X 0 a0
1
1
1
X 1 (a1 jb1) X 2 (a2 jb2) X n (an jbn )
2
2
2
1 (a jb )
1
1
X
n
n
n
X 1 (a1 jb1) X 2 (a2 jb2)
2
2
2
}
1
x (t ) a0 (an jb n )e
n 1 2
x (t ) { X 2 e
X ne
0
x (t ) X ne
n 1
1
(an jb n )e
jn 0t
2
X 1 e j 0t } X 0 {X 1 e j 0t X 2 e j 20t
jn0t
n 1
n 1 2
1
j 2 t
jn0t
X ne
jn 0t
X ne
jn 0t
n 1
n 1
jn 0t
}
X 0 X ne
n 1
jn 0t
X ne
jn 0t
n
n 1
n 1
n
x (t ) a0 an cos n 0t b n sin n0t X ne
jn 0t
n 1
n 1
n
x (t ) a0 an cos n 0t b n sin n0t X ne
jn 0t
How to find X n ?
Since
1
X n (an jbn )
2
2
1
2
Xn
x (t ) cos n0tdt j
x (t ) sin n0tdt
T 0 T0
2 T 0 T0
1 x (t )e jn0t dt
1
x (t ) cos n 0t j sin n 0t dt
T 0 T0
T0
T0
n 1
n 1
n
x (t ) a0 an cos n 0t b n sin n0t X ne
jn 0t
1 x (t )e jn0t dt
1
X n (an jbn )
T 0 T0
2
Another method to find X n ?
jm 0 t
Multiplying both side of x(t) by e
T0
x (t )e
jm 0t
dt
T0
X ne
n
Xn e
n
T0
jn 0t
and integrating over T0
e jm0t dt
j (n m )0t
dt
x (t ) X ne
n
x (t )e
jm 0t
dt
T0
jn 0t
1
1
x (t )e
dt
X n (an jbn )
T 0 T0
2
jn 0t
X ne
n
T0
Xn e
n
T0
e
j (n m )0t
T0
x (t )e
jn 0t
0
dt
T
0
jnm 0t
j (n m )0t
e jm0t dt
dt
if m n
if m n
dt X m (T 0)
T0
Since it is true for all m then it is true for all n
jm 0t
1
Xm
x (t )e
dt
T 0 T0
jn0t
1
Xn
x (t )e
dt
T 0 T0
Example 3-6 Find the complex Fourier series coefficients for
A half-rectified sine wave
x (t )
A
T 0
T0
2
0
A sin 0t
x (t )
0
T0
2
0 t
T0
T0
2
T0
t T0
2
t
A sin 0t
x (t )
0
jn0t
1
Xn
x (t )e
dt
T 0 T0
0 t
T0
2
T0
t T0
2
since sin0t e
0 2 /T 0
n 1
j 0t
e
2j
j 0t
A sin 0t
x (t )
0
since
e
j (1 n )
e
j
e
j 1n
(1)
1
0
X n
A 2
(1 n )
(1)
n
n
n odd
n even
n 1
0 t
T0
2
T0
t T0
2
A sin 0t
x (t )
0
0
X n
A 2
(1 n )
X 1 A
2 jT 0
e
T0 / 2
0
Similarly
X 1 A
4j
n odd
n 1
n even
j 0t
e
j 0t
e
j 0t
0 t
T0
2
T0
t T0
2
X n 1 x (t )e
T 0 T0
A
dt
2 jT 0
1e
dt
T0 / 2
0
j 20t
jn0t
dt
A
4j
A sin 0t
x (t )
0
First Entry in Table 3-1
0 t
T0
2
T0
t T0
2
Table 3-1(old Book)
Symmetry Properties of Fourier Series coefficients
n 1
n 1
x (t ) a0 an cos n 0t b n sin n0t
a0 1 x (t )dt
T 0 T0
an 2 x (t ) cos n 0tdt
T 0 T0
bn 2 x (t ) sin n 0tdt
T 0 T0
X ne
n
jn t
X n 1 x (t )e
T 0
0
n 0
X 0 a0
X n 1 (an jbn )
2
X n 1 (an jbn ) X n
2
an 2Re[X n ]
bn 2Im[X n ]
an X n X
*
n
jn 0t
*
*
X
bn n X n
j
Line Spectra
x (t ) X ne
jn 0t
n
{ X 2 e
j 2 t
0
X 1 e j 0t } X 0 {X 1 e j 0t X 2 e j 20t
where
X n | X n | n
X ne
Therefore,
x(t)
jn0t
In general a complex number that can be represented as
a phasor
Is a rotating phasor of frequency
consists of a summation of rotating phasors
n 0
}
Ck |Ck | k
k
o
90
|Ck |
10
10
30o
2.5
2.0
3
2
1 0 1
3
2
30o
90o
k
1.5
2.5
1.5 2.0
3 2 1 0 1 2 3
k
since x(t ) is an odd function Co 0
Fourier domain or Frequency domain
Time domain
Ck
one to one
Known
Let y(t) =Ax(t) + B
Cky e
jk0t
k
unknown
Question what are the unknown coefficients Cky interms of the known coefficients Ckx
Writing y(t) as
C
C
0y
AC
0x
B
C
ky
AC
kx
k 0
C
0y
ky
Let x(t) be as shown
one to one
Let y(t ) be as shown
y(t) Cky e
jk0t
k
one to one
unknown
what are C and C
oy
ky
Let y(t) =Ax(t) + B
We wish to find the Fourier series for the sawtooth signal y(t)
First, note that the total amplitude variation of x(t) is X o while the total variation of y(t ) is 4.
Also note that we invert x(t) to get y(t), yielding A= 4
Xo
y(t ) =Ax(t ) + B 4 x(t ) + 1
Xo
one to one
y(t) Cky e
jk0t
k
one to one
unknown
what are C and C
oy
y(t ) =Ax(t ) + B 4 x(t ) + 1
Xo
ky