Periodicity, Real Fourier Series, and Fourier Transforms Samantha R Summerson 5 October, 2009 1 Periodicity and Fourier Series The period of the a function is the smallest value T ∈ R such that ∀t ∈ R and any k ∈ Z, s(t) = s(t + kT ). The fundamental frequency of a signal is 1 . T The harmonics are the terms are integer multiples of the the fundamental frequency, i.e. the k th harmonic is at frequency Tk . f0 = Example 1. Find the period of a basic sine wave. Suppose s(t) = sin(2πf t). We want to find T such that s(t) ⇒ sin(2πf t) = s(t − T ), = sin(2πf (t − T )), = sin(2πf t − 2πf T ). In order for the last inequality to be true, we require f T ∈ Z. The smallest value of T that meets this requirement is 1 T = , f as we should expect. Example 2. Find the period and Fourier series of s(t) = sin(2π440t) + sin(2π550t) + sin(2π660t). This signal represents the “major triad” consisting of notes A, E, and C#. To find the period, we used the same trick as before. s(t − T ) = sin(2π440(t − T )) + sin(2π550(t − T )) + sin(2π660(t − T )), = sin(2π440t − 2π440T ) + sin(2π550t − 2π550T ) + sin(2π660t − 2π660T ). We want the smallest T such that 440T, 550T , and 660T , are all integers. Equivalently, we want the largest f0 = T1 such that 440 550 660 , , ∈ Z. T T T This f0 is the greatest common divisor (GCD) of the three numbers. (Note: there is a GCD function in Matlab.) It should be clear here that f0 = 110Hz, so T = 1 . 110 1 What is the real Fourier series for this signal? First of all, we know it is a periodic odd signal, so ak = 0 for all k. We re-write the signal: 2π5t 2π6t 2π4t + sin + sin . s(t) = sin 1 1 1 110 From the above we know 110 bk = 1 0 110 k = 4, 5, 6 . o/w Example 3. Find the period and Fourier series of s(t) = 10sin(2πt) + (10 + 2j)cos(2πt). First, we find the period: s(t − T ) = 10sin(2π(t − T )) + (10 + 2j)cos(2π(t − T )), = 10sin(2πt − 2πT ) + (10 + 2j)cos(2πt − 2πT ). Since we want 2πT to be an integer multiple of 2π, we have that T = 1. Note that since the signal is complex-valued, we cannot find the real Fourier series. To find the values of ck , we use Euler’s formula: s(t) = = = = 10 j2πt 10 −j2πt 10 + 2j j2πt 10 + 2j −j2πt e − e + e + e , 2j 2j 2 2 8 + 10j j2πt 10j − 12 −j2πt e + e , 2j 2j 4 + 5j j2πt 5j − 6 −j2πt e + e , j j (5 − 4j)ej2πt + (5 + 6j)e−j2πt . Thus, 5 + 6j 5 − 4j ck = 0 k = −1 k=1 . o/w Example 4. Find the period and Fourier series of √ s(t) = sin(2πt) + sin( 2πt). To find the period, we examine s(t − T ). s(t − T ) √ = sin(2π(t − T )) + sin( 2π(t − T )), √ √ = sin(2πt − 2πT ) + sin( 2πt − 2πT ). We need 2πT = 2πk1 , k1 ∈ Z, √ 2πT = 2πk2 ∈ Z. This implies that T = √12 k2 and T = k1 , which is not possible since T cannot be an integer in both cases. Thus, T = 0. The signal is not periodic and therefore does not have a Fourier series. 2 s(t) 1 2 4 −1 Example 5. Consider the triangle wave. Find the Fourier series. Since the function is odd, we know that ak = 0 for all k. Thus, we only need to find the bk coefficients. bk = 2 4 = 1 2 = 1 2 = 1 2 = = 1 2 ⎧ ⎨ ⎩ 2 4 ∫ 2πkt )dt, 4 (∫ 1 ) ∫ 3 ∫ 4 πkt πkt πkt )dt + (2 − t)sin( )dt + (t − 4)sin( )dt , tsin( 2 2 2 0 1 3 ( ) ∫ 1 ∫ 3 ∫ 4 −2(2 − t) −2(t − 4) 4 −2t πkt 1 πkt πkt 3 πkt πkt 2 2 2 cos( )0+ cos( )dt + cos( )1− cos( )dt + cos( )dt + , 3 πk 2 2 πk 2 2 πk 2 0 πk 1 πk 3 πk ( ) −2 πk 4 πkt 1 2 3πk 2 πk 4 πkt 3 −2 3πk 4 πkt 4 cos( ) + sin( ) + cos( )+ cos( ) − sin( ) + cos( )+ sin( ) , πk 2 (πk)2 2 0 πk 2 πk 2 (πk)2 2 1 πk 2 (πk)2 2 3 ( ) 8 πk 8 3πk sin( ) − sin( ) , (πk)2 2 (πk)2 2 s(t)sin( 0 8 (πk)2 −8 (πk)2 0 k = 1, 5, 9, ... k = 3, 7, 11, ... . o/w Fourier Transforms For a any continuous signal, s(t), we define its Fourier transform to be Z ∞ S(f ) = s(t)e−j2πf t dt. −∞ The inverse Fourier transform returns the signal from its transform: Z ∞ s(t) = S(f )ej2πf t dt. −∞ Note that for the Fourier transform we integrate over t (time), so that our expression becomes a function of f (frequency). Example 6. Find the Fourier transform of s(t) = e−at u(t), 3 for some real number a. Z S(f ) ∞ = −∞ Z ∞ = e−at u(t)e−j2πf t dt, e−(a+j2πf )t dt, 0 = = ∞ −1 e−(a+j2πf )t , a + j2πf 0 1 . a + j2πf Example 7. Find the Fourier transform of the pulse of length ∆ centered about zero. Z ∆2 P∆ (f ) = e−j2πf t dt, −∆ 2 = = = = −1 −j2πf t ∆2 e ∆, j2πf −2 ∆ ∆ −1 e−j2πf 2 − ej2πf 2 , j2πf 1 sin(πf ∆), πf ∆sinc(πf ∆). It turns out that if the time-domain signal is a sinc function, the Fourier transform is a pulse. 1 |f | < W s(t) = 2W sinc(2πW t) ↔ S(f ) = 0 |f | > W There are actually many nice properties of Fourier transforms. Below is a list of some of them: • Linearity: a1 s1 (t) + a2 s2 (t) ↔ a1 S1 (f ) + a2 S2 (f ). • Conjugate symmetry: if s(t) ∈ R, then S(f ) = S(−f )∗ . This implies that |S(f )| is an even function and ∠S(f ) is an odd function (similar to the property for Fourier series of a real periodic signal). • Even symmetry: if s(t) is an even function, then S(f ) is an even function. • Odd symmetry: if s(t) is an odd function, then S(f ) is an odd function. • Scaling: for a ∈ R, 1 s(at) ↔ S |a| f . a • Time delay: a delay of τ in the time domain corresponds to multiplication by an exponential in the frequency domain. s(t − τ ) ↔ e−j2πf τ S(f ) • Complex modulation: multiplication by an exponential in the time domain corresponds to a frequency shift in the frequency domain. ej2πf0 t s(t) ↔ S(f − f0 ) 4