fourier series

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Fourier Series Or How I Spent My Summer Vacation (the 2 weeks after the AP Exam) Kevin Bartkovich Phillips Exeter Academy 1

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Fourier Series. Or How I Spent My Summer Vacation (the 2 weeks after the AP Exam) Kevin Bartkovich Phillips Exeter Academy. Background. Taylor Series Polynomials Derivatives Equality of derivatives at a point Fourier Series Sines and cosines Integrals - PowerPoint PPT Presentation

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Page 1: Fourier Series

1

Fourier SeriesOr

How I Spent My Summer Vacation(the 2 weeks after the AP Exam)

Kevin BartkovichPhillips Exeter Academy

Page 2: Fourier Series

2

Background

• Taylor Series– Polynomials– Derivatives – Equality of derivatives at a point

• Fourier Series– Sines and cosines– Integrals– Equality of integrals over an interval of one period

Page 3: Fourier Series

3

Definition

or

Page 4: Fourier Series

4

How to determine coefficients

Assume we are approximating a function f that is periodic with period for .

We equate integrals over the period rather than derivatives at a point:

2 ],[ x

Page 5: Fourier Series

5

We can immediately solve for the constant term since all the sine and cosine terms integrate to 0, which yields

so that

Page 6: Fourier Series

6

Strategy for other terms

Multiply by cosx and integrate:

Which yields

Page 7: Fourier Series

7

Why cos(mx)cos(nx) vanishes

cos(mx + nx) = cos(mx)cos(nx) – sin(mx)sin(nx)cos(mx – nx) = cos(mx)cos(nx) + sin(mx)sin(nx)cos(mx + nx) + cos(mx – nx) = 2 cos(mx)cos(nx)

0))sin((1))sin((121

))cos()(cos(21)cos()cos(

xnmnm

xnmnm

dxnxmxnxmxdxnxmx

Page 8: Fourier Series

8

Likewise, we can multiply by sinx and integrate to find that

We can create similar integrals for all of the terms by multiplying by cos(kx) or sin(kx), in which all the terms integrate to 0 – except for cos2(kx) or sin2(kx) – which integrate to π.

Page 9: Fourier Series

9

General Form for Coefficients

Page 10: Fourier Series

10

Example: Square WaveModel a periodic square wave with amplitude 1

over the interval –π ≤ x ≤ π:

This is an odd function, so its integral is 0; thus a0 = 0.

Multiplying by coskx will also yield an odd function, so ak = 0 for all k.

-7 -5 -3 -1 1 3 5 7

-1

-0.5

0

0.5

1f(x)

Page 11: Fourier Series

11

On the other hand, multiplying by sinkx yields an even function that has an integral of 0 if k is even and 4/k if k is odd.

Thus:bk =

The Fourier Series is:

Fourier series examples.xlsx

k4

)5sin(

51)3sin(

31)sin(4)( xxxxF

Page 12: Fourier Series

12

Example: Sawtooth Wave

Suppose we create a Fourier Series of alternating sine curves:

Fourier series examples.xlsx

4)4sin(

3)3sin(

2)2sin()sin(2)( xxxxxF

Page 13: Fourier Series

13

Frequency Domain

We can combine akcos(kx) + bksin(kx) into a single sinusoid, which can be written as

Akcos(kx - φ),

which has amplitude

and phase shift

.

Page 14: Fourier Series

14

How to Find the kth Harmonic

.tan ratiosBy

. and

)sin(cos so

)sin( and )cos()sin()sin()cos()cos()cos(

22

222222

k

k

kkk

kkkk

kkkk

kkk

abbaA

AAba

AbAakxAkxAkxA

Page 15: Fourier Series

15

Example: Noise Filter

A Fourier Series allows us to transform a waveform from the time domain (amplitude vs. time) to the frequency domain (amplitude of the kth harmonic vs. k).

Example: Filter out random errors in a signal composed of a sum of various sinusoids.Fourier series error filter.xlsx

Page 17: Fourier Series

17

Thank You!

http://faculty.kfupm.edu.sa/ES/akwahab/Frequency_Domain.htm