New Basis Functions Recall that the Fourier series builds a representation composed of a weighted sum of the following basis functions. Section 8 1 (i.e. a constant term) cos(t) cos(2t) cos(3t) sin(t) sin(2t) sin(3t) Complex Fourier Series cos(4t) sin(4t) ... ... Computing the weights an , bn and c often involves some nasty integration. The complex Fourier series is presented first with period 2π, then with general period. The connection with the real-valued Fourier series is explained and formulae are given for converting between the two types of representation. Examples are given of computing the complex Fourier series and converting between complex and real serieses. We now present an alternative representation based on a different set of basis functions: 1 (i.e. a constant term) eit e2it e3it e4it e−it e−2it e−3it e−4it ... ... These can all be represented by the term eint with n taking integer values from −∞ to +∞. Note that the constant term is provided by the case when n = 0. 111 112 Complex Fourier Series Series of Complex Exponentials A representation based on this family of functions is called the “complex Fourier series”. f (t) = ∞ X f (t) = d + ∞ X [an cos(nt) + bn sin(nt)] n=1 ∞ " X eint + e−int an =d+ 2 n=1 cneint n=−∞ The coefficients, cn, are normally complex numbers. It is often easier to calculate than the sin/cos Fourier series because integrals with exponentials in are usually easy to evaluate. We will now derive the complex Fourier series equations, as shown above, from the sin/cos Fourier series using the expressions for sin() and cos() in terms of complex exponentials. 113 ! eint − e−int + bn 2i !# ∞ ∞ X X (an + ibn) −int (an − ibn) int e + e =d+ 2 2 n=1 n=1 = ∞ X cneint n=−∞ where ,n=0 cn = (an − ibn) /2 , n = 1, 2, 3, . . . (a−n + ib−n) /2 , n = −1, −2, −3, . . . d Note that a−n and b−n are only defined when n is negative. 114 1 π cos(nt)f (t) dt an = π −π Rπ 1 bn = π −π sin(nt)f (t) dt R 1 R π f (t) dt d = 2π −π thus for n positive 1 (an − ibn) 2 Z 1 π = [cos(nt) − i sin(nt)] f (t) dt 2π Z−π 1 π −int = e f (t) dt 2π −π cn = for n negative 1 cn = (a−n + ib−n) 2 Z 1 π = [cos(−nt) + i sin(−nt)] f (t) dt 2π Z−π 1 π −int e f (t) dt = 2π −π Complex Fourier Series Summary 1 π −int e f (t) dt cn = 2π −π Z f (t) = ∞ X cneint n=−∞ and for n = 0 c0 = d Z 1 π −0 e f (t) dt = 2π −π 115 116 Complex Series Example 1 Find the complex Fourier series to model f (t) = sin(t). 1 π −int e f (t) dt cn = 2π −π Z 1 π −int e sin(t) dt = 2π −π Z 1 einπ − e−inπ = 2π n2 − 1 " 1 einπ − e−inπ cn = 2π n2 − 1 " # 1 2i −1 c−1 = 2i Which means the complex Fourier series for f (t) = c1 = f (t) = = ∞ X # Set n = 1 + ǫ and let ǫ tend to zero. Which is zero when n does not equal 1 or −1. For these two special cases we have to set n = 1 + ǫ and calculate the limit of cn as ǫ tends to zero. This gives us sin(t) is Finding the limit as n tends to 1 cneint n=−∞ eit − e−it 1 eiπ(1+ǫ) − e−iπ(1+ǫ) c1 = 2π (1 + ǫ)2 − 1 1 −eiπǫ + e−iπǫ = 2π (1 + ǫ)2 − 1 " # 1 −1 − iπǫ + 1 − iπǫ ≈ 2π 1 + 2ǫ − 1 1 −2iπǫ ≈ 2π 2ǫ ≈ −i 2 ≈ 1 2i 2i 117 118 Complex Series Example 2 Find the complex Fourier f(x) series to model f (x) that 1 has a period of 2π and is 1 when 0 < x < T and zero when T < x < 2π. T Converting c to a, b and d From our example on the previous page. 2π 1 π −int cn = e f (t) dt 2π −π i i h −inT e − 1 , when n 6= 0 = 2πn T 1 area = , when n = 0 = 2π 2π Z x cn = h i i −inT − 1 , when n 6= 0 2πn e 1 area = T 2π 2π We wish to calculate the coefficients for the equivalent Fourier series in terms of sin() and cos(). T . For n > 0 Clearly d = c0 = 2π cn = (an − ibn)/2 ⇒ an = 2 Re{cn} So the Fourier series is f (t) = ∞ X and bn = −2 Im{cn} cneint converting our expression for cn into sin() and cos(): n=−∞ 1 = T+ 2π i [cos(nT ) − i sin(nT ) − 1] πn 1 = [sin(nT ) + i(cos(nT ) − 1)] πn 1 − cos(nT ) sin(nT ) and bn = . so an = nπ nπ 2cn = −1 X i i h −inT e − 1 eint n=−∞ n ∞ h i X i −inT e − 1 eint + n=1 n , when n = 0 119 120 Converting from Real to Complex f(t) Convert the real Fourier se1 ries of the square wave −1 f (t) to a complex series. −2π −π π Complex Fourier Series 1 T+ f (t) = 2π −1 X i i h −inT e − 1 eint n=−∞ n + ∞ X i h −inT n=1 n e t 2π For the real series, we know that d = an = 0 and − 1 eint i Real Fourier Series ∞ X T sin(nT ) f (t) = + cos(nt) 2π nπ n=1 ∞ X 1 − cos(nT ) + sin(nt) nπ n=1 1 π 4 bn = sin(nt)f (t) dt = , n odd π −π nπ Z i h sin(5t) sin(3t) 4 giving f (t) = π sin(t) + 3 + 5 + . . . To convert to a complex series, use ,n=0 d cn = (an − ibn) /2 , n = 1, 2, 3, . . . (a−n + ib−n) /2 , n = −1, −2, −3, . . . so we have c0 = 0 cn = −2i/(nπ) , n positive and odd cn = 2i/(−nπ) , n negative and |n| odd e−5it e−3it e−it −2i ... + + + ⇒ f (t) = π −5 −3 −1 # eit e3it e5it + + + + ... 1 3 5 " Both serieses converge as 1/n. 121 122 Example 1 General Complex Series A even function f (t) is periodic with period L = 2, and f (t) = cosh(t − 1) for 0 ≤ t ≤ 1. Find a complex Fourier series representation for f (t). For period of 2π 1 2π −int e f (t) dt cn = 2π 0 Z ∞ X f (t) = f(t) cneint n=−∞ 1 Similarly, for period L t 1 L −inx 2π L f (x) dx cn = e L 0 −2 Z f (x) = ∞ X −1 0 1 2 3 4 2π cneinx L 1 L −int 2π L f (t) dt e cn = L 0 Z n=−∞ The fraction 2π L is often written as ω0 and called the fundamental angular frequency. 123 1 2 −intπ = e cosh(t − 1) dt 2 0 Z = sinh(1) 1 + n2 π 2 124 Example 2 Hence the complex Fourier series is ∞ X f (t) = Find the complex Fourier series of the the square wave f (x). 2π cneint L n=−∞ ∞ X sinh(1)eintπ = 2 2 n=−∞ 1 + n π 1 −1 −L L x Note that the mean of the function is zero, so c0 = 0. We can check this answer by computing the equivalent real Fourier series which we calculated at the start of section 7. an = 2 Re{cn} , n = 1, 2, 3, . . . bn = −2 Im{cn} , n = 1, 2, 3, . . . d = c0 1 L −inx 2π L f (x) dx cn = e L 0 Z 1 = L = "Z L/2 dx − e 0 h 1 − e−inπ ∞ X n = −∞ n 6= 0 2 sinh(1) , n = 1, 2, 3, . . . 1 + n2 π 2 −inx 2π L Z L L/2 −inx 2π L e dx inπ i 2π 2π einx L 2π 2π 2 e−5ix L e−3ix L e−ix L f (x) = ... + + + iπ −5 −3 −1 bn = 0 d = sinh(1) + 125 # i 1 h −2inπ e + 1 − 2e−inπ 2inπ f (x) = In this case, as cn is entirely real, an = 2cn = f(x) ix 2π L e 1 + 3ix 2π L e 3 + 5ix 2π L e 5 + . . . 126 Converting to a Real Series Section 8: Summary We wish to convert the complex general range square wave series into a series with real coefficients. cn = ( For period L 1 L −inx 2π L f (x) dx e cn = L 0 Z 2/(inπ) , |n| odd 0 , |n| even f (x) = Clearly d = c0 = 0. For a and b use: ⇒ an = 2 Re{cn} = 0 Relationship with the cos/sin Fourier series. 4 and bn = −2 Im{cn} = , n odd nπ Which gives us the real series: sin 3x 2π 2π 4 L + sin x f (t) = π L 3 + d ,n=0 cn = , n = 1, 2, 3, . . . (an − ibn) /2 (a−n + ib−n) /2 , n = −1, −2, −3, . . . sin 5x 2π L 2π cneinx L n=−∞ cn = (an − ibn)/2 ∞ X 5 + . . . 127 an = 2 Re{cn} , n = 1, 2, 3, . . . bn = −2 Im{cn} , n = 1, 2, 3, . . . d = c0 128