FOURIER ANALYSIS

PART 1: Fourier Series

Maria Elena Angoletta,
AB/BDI

DISP 2003, 20 February 2003

TOPICS
1. Frequency analysis: a powerful tool

2. A tour of Fourier Transforms

3. Continuous Fourier Series (FS)
4. Discrete Fourier Series (DFS)
5. Example: DFS by DDCs & DSP

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Frequency analysis: why?

Fast & efficient insight on signals building blocks.
Simplifies original problem - ex.: solving Part. Diff. Eqns. (PDE).
Powerful & complementary to time domain analysis techniques.
Several transforms in DSPing: Fourier, Laplace, z, etc.

time, t

analysis

General Transform as
problem-solving tool

frequency, f

F
S(f) = F[s(t)]

s(t)

s(t), S(f) :

Transform Pair

synthesis
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Fourier analysis - applications

Applications wide ranging and ever present in modern life
Telecomms - GSM/cellular phones,
Electronics/IT - most DSP-based applications,
Entertainment - music, audio, multimedia,
Accelerator control (tune measurement for beam steering/control),
Imaging, image processing,
Industry/research - X-ray spectrometry, chemical analysis (FT
spectrometry), PDE solution, radar design,
Medical - (PET scanner, CAT scans & MRI interpretation for sleep
disorder & heart malfunction diagnosis,
Speech analysis (voice activated devices, biometry, ).
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Fourier analysis - tools

Input Time Signal

Frequency spectrum

2.5
2
1.5
1

Periodic

0.5
0
0

time, t

Continuous

2.5
2

(period T)

Aperiodic

1.5
1

FS

Discrete

FT

Continuous

T
1
c k = s(t) e j k t dt
T
0
j2 f t
+
S(f) = s(t) e
dt

0.5
0
0

time, t

10

12

2.5
2

Periodic

1.5
1
0.5

(period T)

0
0

time, tk

Discrete
2.5

Aperiodic

2
1.5
1
0.5
0
0

time, tk
6

10

12

2kn

N
1
j

1
~
N
ck = s[n] e
N
n =0

DFS** Discrete
DTFT

Continuous

DFT** Discrete

Note: j =-1, = 2/T, s[n]=s(tn), N = No. of samples

S(f) =

s[n] e j 2 f n

n=

j
1 N1
~
ck = s[n] e
N
n =0

**

2kn
N

Calculated via FFT

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A little history
Astronomic predictions by Babylonians/Egyptians likely via trigonometric sums.
1669:
1669 Newton stumbles upon light spectra (specter = ghost) but fails to
recognise frequency concept (corpuscular theory of light, & no waves).
18th century:
century two outstanding problems
celestial bodies orbits: Lagrange, Euler & Clairaut approximate observation data
with linear combination of periodic functions; Clairaut,1754(!) first DFT formula.
vibrating strings: Euler describes vibrating string motion by sinusoids (wave
equation). BUT peers consensus is that sum of sinusoids only represents smooth
curves. Big blow to utility of such sums for all but Fourier ...

1807:
1807 Fourier presents his work on heat conduction Fourier analysis born.
Diffusion equation series (infinite) of sines & cosines. Strong criticism by peers
blocks publication. Work published, 1822 (Theorie Analytique de la chaleur).

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A little history -2
19th / 20th century:
century two paths for Fourier analysis - Continuous & Discrete.
CONTINUOUS

Fourier extends the analysis to arbitrary function (Fourier Transform).

Dirichlet, Poisson, Riemann, Lebesgue address FS convergence.

Other FT variants born from varied needs (ex.: Short Time FT - speech analysis).

DISCRETE: Fast calculation methods (FFT)

1805 - Gauss, first usage of FFT (manuscript in Latin went unnoticed!!!

Published 1866).

1965 - IBMs Cooley & Tukey rediscover FFT algorithm (An algorithm for
the machine calculation of complex Fourier series).

Other DFT variants for different applications (ex.: Warped DFT - filter design &
signal compression).

FFT algorithm refined & modified for most computer platforms.

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Fourier Series (FS)

A periodic function s(t) satisfying Dirichlets conditions * can be expressed
as a Fourier series, with harmonically related sine/cosine terms.
is
s
+
he
t
n s(t) = a0 + [ak cos (k t) bk sin (k t)]
sy
k =1 For all t but discontinuities

a0, ak, bk : Fourier coefficients.

k: harmonic number,
T: period, = 2/T

s
si
y
T
al
n
1
(signal average over a period, i.e. DC term &
a a = s(t)dt
0
zero-frequency component.)
T
0
T
2
ak = s(t) cos(k t) dt
Note: {cos(kt), sin(kt) }k
T
0
form orthogonal base of
T
function space.
2
- bk = s(t) sin(k t) dt
T
0
* see next slide

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FS convergence
Dirichlet conditions
(a) s(t) piecewise-continuous;
(b) s(t) piecewise-monotonic;

In any period:

(c) s(t) absolutely integrable ,

s(t) dt <

Example:
square wave

Rate of convergence

if s(t) discontinuous then

|ak|<M/k for large k (M>0)
s(t)
T

(a)

(b)

(c)

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FS analysis - 1
T = 2 = 1
2

a0 =
dt + ( 1)dt = 0
2

0
2

ak = cos kt dt cos kt dt = 0

(zero average)
(odd function)

2
1

{ 1 cos k } =
- bk = sin kt dt sin kt dt = ... =
k

4
k , k odd

=
0 , k even

4
4
4
sw(t) = sin t +
sin 3 t +
sin 5 t + ...

3
5

1.5

square signal, sw(t)

FS of odd* function: square wave.

1
0.5
0
-0.5

10

-1
-1.5

* Even & Odd functions

s(x)

Even :
s(-x) = s(x)

x
s(x)

Odd :
x

s(-x) = -s(x)

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FS analysis - 2
Fourier spectrum
representations
s(t) =

zk = (rk , k)

bk

vk (t)

rk = ak 2 + bk 2

rk
k

k = arctan(bk /ak)

ak

k =0

Rectangular

Polar

vk = akcos(k t) - bksin(k t)

vk = rk cos (k t + k)
rk

ak

-bk

f1 2f1 3f1 4f1 5f1 6f1

rK = amplitude,
K = phase

fk=k /2

4/
4/3
f1 2f1 3f1

4f1

5f1

6f1

Fourier spectrum
of square-wave.

4/
4/3

f1

3f1

5f1

f1

3f1

5f1

-/2

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FS synthesis
Square wave reconstruction
from spectral terms
1.5

7
3
15
911
sw1
(t)
sin(kt)
(t)===
sin(kt)
sin(kt)
]]]]
[[--[b-bkbkksin(kt)
7
3
5
11
9(t)
kkk==1=11

square signal, sw(t)

1
0.5
0
-0.5
-1
-1.5
0

10

Convergence may be slow (~1/k) - ideally need infinite terms.

Practically, series truncated when remainder below computer tolerance
( error).
error BUT Gibbs Phenomenon.
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Gibbs phenomenon
1.5

sw 79 (t) =

79

[- bk sin(kt)]

k =1

square signal, sw(t)

Overshoot exist @
each discontinuity

0.5
0
-0.5
-1
-1.5
0

10

First observed by Michelson, 1898. Explained by Gibbs.

Max overshoot pk-to-pk = 8.95% of discontinuity magnitude.
Just a minor annoyance.
FS converges to (-1+1)/2 = 0 @ discontinuities, in this case.
case

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FS time shifting

4
k , k odd, k = 1, 5, 9...

ak = 4
, k odd, k = 3, 7, 11...
k

0
, k even.

- bk = 0

(even function)

Note: amplitudes unchanged BUT

phases advance by k/2.

square signal, sw(t)

(zero average)

1
0.5
0
-0.5

10

-1
-1.5

rk
4/
4/3

f1

3f1

5f1

7f1

f1

3f1

5f1

7f1

ph
as
e

a 0= 0

1.5

am
pl
it
ud
e

FS of even function:
/2-advanced square-wave

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Complex FS
Eulers notation:
e-jt = (ejt)* = cos(t) - jsin(t)

phasor

e jt + e jt
cos(t) =
2

e jt e jt
sin(t) =
2 j

s
T
si
1
y
l
a c k = s(t) e - j k t dt
n
a
T

is
s
he
t
n
sy s(t) =

Complex form of FS (Laplace 1782). Harmonics

ck separated by f = 1/T on frequency plot.

jk t
c

e
k
k =
z=re

Note:
Note c-k = (ck)*
Link to FS real coeffs.

c 0 = a0
ck =

r = a2 + b2
= arctan(b/a)

1
1
(ak + j bk ) = (a k j b k )
2
2

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FS properties
Time
Homogeneity

as(t)

Additivity

s(t) + u(t)

Linearity

as(t) + bu(t)

Time reversal
Multiplication *
Convolution *
Time shifting

Frequency
aS(k)
S(k)+U(k)
aS(k)+bU(k)

s(-t)

S(-k)

s(t)u(t)

T
1
s(t t ) u( t ) dt
T
0
s(t t )

Frequency shifting e

+j

2 m t
T s(t)

S(k m)U(m)

m =

S(k)U(k)
e

2 k t
T

S(k)

S(k - m)

* Explained in next weeks lecture

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FS - oddities
Orthonormal base
Fourier components {uk} form orthonormal base of signal space:
T

*
uk = (1/T) exp(jkt) (|k| = 0,1 2, +) Def.: Internal product : uk um = uk um
dt

uk um = k,m (1 if k = m, 0 otherwise).

(Remember (ejt)* = e-jt )

Then ck = (1/T) s(t) uk i.e. (1/T) times projection of signal s(t) on component uk

Negative frequencies & time reversal

k = - , -2,-1,0,1,2, + ,

k = k, k = kt, phasor turns anti-clockwise.

Negative k phasor turns clockwise (negative phase k ), equivalent to negative time t,

time reversal.

Careful:
Careful phases important when combining several signals!

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FS - power
Average power W :

1
W =
T

Parsevals Theorem
W=

ck

k =

1
= a0 2 +
2

s(t) 2 dt s(t) s(t)

FS convergence ~1/k

Example
Pulse train, duty cycle = 2 / T
s(t)

2
T

bk = 0

a0 = sMAX

ak = 2sMAX sync(k )

lower frequency terms

ak 2 + bk 2
k =1

Wk = |ck|2 carry most power.

Wk vs. k: Power density spectrum.
spectrum

2
1
10

-1

10

-2

10

-3

Wk/W0

Wk = 2 W0 sync2(k )

kf
0

50

W0 = ( sMAX)2
sync(u) = sin( u)/( u)

100

150

200

W = W0 1+ k
k =1 W0

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FS of main waveforms

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Discrete Fourier Series (DFS)

Band-limited signal s[n], period = N.

DFS defined as:

is
2 k n
s
y
N

1
l
j

a
1
N
an ~
ck =
s[n] e

n =0

~
~
Note: ck+N = ck same period N
i.e. time periodicity propagates to frequencies!
s
si
e
2 k n
th
N

1
j
n
~
sy s[n] =
ck e N

k =0

DFS generate periodic ck

with same signal period
Orthogonality in DFS:
2 n(k -m)
N

1
j
1
N
e
= k,m

N
n =0
Kroneckers delta

N consecutive samples of s[n]

completely describe s in time
or frequency domains.

Synthesis: finite sum band-limited s[n]

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DFS analysis
DFS of periodic discrete
1-Volt square-wave
s[n]: period N, duty factor L/N

0 1 2 3 4 5 6 7 8 9 10
0
L
N

am
pl
it
ud
e

-5

ck

0.24

0.24

0.2

0.6

0.6

0.6

0.6

0.24

0.24

0 1 2 3 4 5 6 7 8 9 10

ph
as
e

,
k = 0, + N, 2N,...

~
ck =
k (L 1)
kL
j
sin

N
N
e

, otherwise

N
k
sin

s[n]

0.4

0.2

Discrete signals periodic frequency spectra.

Compare to continuous rectangular function
(slide # 10, FS analysis - 1)

0.4
0.2

4 5 6 7 8 9 10

-0.2
-0.4

M. E. Angoletta - DISP2003 - Fourier analysis - Part 1: Fourier Series

n
-0.2

-0.4

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DFS properties
Time
Homogeneity

as[n]

Additivity

s[n] + u[n]

Linearity

as[n] + bu[n]

Multiplication *
Convolution *

s[n] u[n]
N1

Frequency
aS(k)
S(k)+U(k)
aS(k)+bU(k)
1 N1
S(h)U(k - h)
N h=0

s[m] u[n m]

S(k)U(k)

m =0

Time shifting
Frequency shifting

s[n - m]
e

+j

2 h t
T s[n]

2 k m
T

S(k)

S(k - h)
* Explained in next weeks lecture

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DFS analysis: DDC + ...

s(t) periodic with period TREV (ex: particle bunch in racetrack accelerator)
B

cos[LO tn]
fLO

ADC
(fS)

s(t)

I[tn]

(1)

LPF
&
DECIMATION

(2)

s[tn]

Q[tn]

-sin[LO tn]

N = NS/NT

I[tp]: In-phase

(3)

TO DSP
(next slide)

Q[tp]: Quadrature

DIGITAL DOWN
CONVERTER

(2)

(1)

tn = n/fS , n = 1, 2 .. NS , NS = No. samples

(3)

I[tp ]+j Q[tp ] p = 1, 2 .. NT , Ns / NT = decimation. (Down-converted to baseband).

I[tn ]+j Q[tn ] = s[tn ] e -jLOtn

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... + DSP
LO = REV

LO = 2 REV

LO = 3 REV

DDCs with different fLO

yield more DFS components

DSP
Example: Real-life DDC
harmonic 1

harmonic 2

harmonic 3

Fourier coefficients a k*, b k*

Parallel fS
digital
input
from ADC

COMPLEX MIXER

fS

fS/N
LOW PASS
FILTER
(DECIMATION)

1
ak * =

NT

NT

Ip

p =1

1
bk * =

NT

harmonic k* = LO/REV

NT

Qp

p =1

sin
Clock
from
ADC

cos

TUNABLE LOCAL
OSCILLATOR
(DIRECT DIGITAL SYNTHESIZER)

Central
frequency

Decimation factor N

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