Appendix E: Fourier Analysis

Appendix E
Fourier Analysis
E.1 PERIODIC FUNCTIONS

A function is said to be periodic if it is defined for all real values of t and if there is a
positive number T such that
f ðtÞ ¼ f ðt þ TÞ ¼ f ðt þ 2TÞ ¼ f ðt þ nTÞ ðE:1Þ
then T is called the period of the function.
If k is any integer and f ðt þ kTÞ ¼ f ðtÞ for all values of t and if two functions
f1 ðtÞ and f2 ðtÞ have the same period T, then the function f3 ðtÞ ¼ af1 ðtÞ þ bf2 ðtÞ, where
a and b are constants, also has the same period T. Figure E-1 shows a periodic
function.
E.2 ORTHOGONAL FUNCTIONS

Two functions f1 ðtÞ and f2 ðtÞ are orthogonal over the interval ðT1 ; T2 Þ if
ZT2
f1 ðtÞf2 ðtÞ ¼ 0 ðE:2Þ
T1
Figure E-2 shows two orthogonal functions over the period T.
E.3 FOURIER SERIES AND COEFFICIENTS

A periodic function can be expanded in a Fourier series. The series has the expres-
sion:
X1
2nt 2nt
f ðtÞ ¼ a0 þ an cos þ bn sin ðE:3Þ
n¼1
T T
Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.

Fourier Analysis 793
Figure E-1 A periodic function.
where a0 is the average value of function f ðtÞ. It is also called the dc component, and
an and bn are called the coefficients of the series. A series such as Eq. (E.3) is called a
trigonometric Fourier series. The Fourier series of a periodic function is the sum of
sinusoidal components of different frequencies. The term 2=T can be written as !.
The nth term n! is then called the nth harmonic and n=1 gives the fundamental; a0,
an, and bn are calculated as follows:
Z
T=2
1
a0 ¼ f ðtÞdt ðE:4Þ
T
T=2
Z
T=2
2 2nt
an ¼ cos dt for n ¼ 1; 2; . . . ; 1 ðE:5Þ
T T
T=2
Figure E-2 Orthogonal functions.

794 Appendix E
Z
T=2
2 2nt
bn ¼ sin dt for n ¼ 1; 2; . . . ; 1 ðE:6Þ
T T
T=2
These equations can be written in terms of angular frequency:

Z
1
a0 ¼ f ðxÞ!td!t ðE:7Þ
2

Z
1
an ¼ f ðxÞ!t cosðn!tÞd!t ðE:8Þ

Z
1
bn ¼ f ðxÞ!t sinðn!tÞd!t ðE:9Þ

This gives
X
1
xðtÞ ¼ a0 þ ½an cosðn!tÞ þ bn sinðn!tÞ ðE:10Þ
n¼1
We can write:
an cos n!t þ bn sin !t ¼ ½a2n þ b2n 1=2 ½sin n cos n!t þ cos n sin n!t
ðE:11Þ
¼ ½a2n þ b2n 1=2 sinðn!t þ n Þ
where
an
n ¼ tan1
bn
The coefficients can be written in terms of two separate integrals:
Z
T=2 Z0
2 2nt 2 2nt
an ¼ xðtÞ cos dt þ xðtÞ cos dt
T T T T
0 T=2
ðE:12Þ
Z
T=2 Z0
2 2nt 2 2nt
bn ¼ xðtÞ sin dt þ xðtÞ sin dt
T T T T
0 T=2
Example E.1
Find the Fourier series of a function defined by
xþ 0x
x x<0
Find a0, which is given by
Z0 Z
1 1
a0 ¼ ðx Þdx þ ðx þ Þdx ¼

0

Z0 Z
1 1
an ¼ ðx Þ cos nxdx þ ðx þ Þ cos nxdx

0
4
2 if n is odd
n
¼ 0 if n is even
bn is given by
Z0 Z
1 1
bn ¼ ðx Þ sin nxdx þ ðx þ Þ sin nxdx

0
4
¼ if n is odd
n
¼0 if n is even
Thus, the Fourier series is

4 cos x cos 3x sin x sin 3x
f ðxÞ ¼ þ þ þ 4 þ þ
2 12 32 1 3
E.4 ODD SYMMETRY

A function f ðxÞ is said to be an odd or skew symmetric function, if
f ðxÞ ¼ f ðxÞ ðE:13Þ
The area under the curve from T=2 to T=2 is zero. This implies that
a0 ¼ 0; an ¼ 0 ðE:14Þ
ZT=2
4 2nt
bn ¼ f ðtÞ sin dt ðE:15Þ
T T
0
Figure E-3(a) shows a triangular function, having odd symmetry. The Fourier series
contains only sine terms.
E.5 EVEN SYMMETRY

A function f ðxÞ is even symmetric, if
f ðxÞð¼ f ðxÞ ðE:16Þ
The graph of such a function is symmetric with respect to the y axis. The y axis is a
mirror of the reflection of the curve.
a0 ¼ 0; bn ¼ 0 ðE:17Þ
ZT=2
4 2nt
an ¼ f ðtÞ cos dt ðE:18Þ
T T
0

796 Appendix E
Figure E-3 (a) Triangular function with odd symmetry; (b) triangular function with even
symmetry; (c) square function with half-wave symmetry.
Figure E-3(b) shows a triangular function with odd symmetry. The Fourier series
contains only cosine terms. Note that the odd and even symmetry has been obtained
with the triangular function, by shifting the origin.
E.6 HALF-WAVE SYMMETRY

A function is said to have half-wave symmetry if
f ðxÞ ¼ f ðx þ T=2Þ ðE:19Þ
Figure E-3(c) shows a square-wave function which has half-wave symmetry, with
respect to the period T=2. The negative half-wave is the mirror image of the
positive half, but phase shifted by T=2 (or radians). Due to half-wave symmetry
the average value is zero. The function contains only odd harmonics.

If n is odd, then
ZT=2
4 2nt
an ¼ xðtÞ cos dt ðE:20Þ
T T
0
and an ¼ 0 for n = even. Similarly,

ZT=2
4 2nt
bn ¼ xðtÞ sin dt ðE:21Þ
T T
0
for n = odd, and it is zero for n = even.
E.7 HARMONIC SPECTRUM

The Fourier series of a square-wave function is

4k sin !t sin 3!t sin 5!t
f ðtÞ ¼ þ þ þ ðE:22Þ
1 3 5
where k is the amplitude of the function. The magnitude of the nth harmonic is 1/n,
when the fundamental is expressed as one per unit. The construction of a square
wave from the component harmonics is shown in Fig. E-4(a) and the plotting of
harmonics as a percentage of the magnitude of the fundamental gives the harmonic
spectrum of Fig. E-4(b). A harmonic spectrum indicates the relative magnitude of
the harmonics with respect to the fundamental and is not indicative of the sign
(positive or negative) of the harmonic, nor its phase angle.
E.7.1 Constructing Fourier Series from Graphs and Tables

When the function is given as a graph or table of values, a Fourier series can be
constructed as follows:
Z2 Z2
1 2
a0 ¼ f ðxÞdx ¼ f ðxÞdx
2 0 ðE:23Þ
0 0
¼ twice mean value of f ðxÞ; 0 to 2
Similarly:
an ¼ twice mean value of f ðxÞ cos nx; 0 to 2 ðE:24Þ
bn ¼ twice mean value of f ðxÞ sin nx; 0 to 2 ðE:25Þ
Example E.2
Construct the Fourier series for the function given in Table E-1. The step-by-step
calculations are shown in Table E-2.
a0 ¼ 2 mean of f ðxÞ
a1 ¼ 2 mean of f ðxÞ cos x
b1 ¼ 2 means of f ðxÞ sin x

798 Appendix E
Figure E-4 (a) Construction of a square wave from its harmonic components; (b) harmonic
spectrum of a square wave.
Table E-1 Example E.2
x 08 308 608 908 1208 1508 1808 2108 2408 2708 3008 3308
f ðxÞ 3.45 4.87 6.98 2.56 1.56 1.23 0.5 2.6 3.7 4.8 3.2 1.1

Table E-2 Example E.2: Step-by-Step Calculations
x (degrees) f ðxÞ f ðxÞ sin x f ðxÞ sin 2x f ðxÞ cos x f ðxÞ cos 2x
0 3.45 0 0 3.45 3.45

30 4.87 2.435 4.217 4.217 2.435
60 6.98 6.07 6.07 3.49 3.49
90 2.56 2.56 0 0 2.56
120 1.56 1.351 1.351 0.78 0.78
150 1.23 0.615 1.015 1.065 0.615
180 0.5 0 0 0.5 0.5
210 2.6 1.30 2.252 2.252 1.3
240 3.7 3.204 3.204 1.85 1.85
270 4.8 4.8 0 0 4.8
300 3.2 2.771 2.771 1.6 1.6
330 1.1 0.55 0.957 0.957 0.55
Totals 36.55 0.406 9.649 7.276 6.23
a0 = 2 mean of f(x) = (2)(36.55)/12=6.0917.
From the summation of functions in Table E-2:
f ðxÞ ¼ a0 þ a1 cos x þ a2 cos 2x þ b1 sin x þ b2 sin 2x þ

¼ 6:092 þ 1:212 cos x 1:038 cos 2x þ þ 0:068 sin x þ 1:608 sin 2x þ
E.8 COMPLEX FORM OF FOURIER SERIES

A vector with amplitude A and phase angle with respect to a reference can be
resolved into two oppositely rotating vectors of half the magnitude so that
jAj cos ¼ jA=2je j þ jA=2jej ðE:26Þ
Thus
an cos n!t þ bn sin n!t ðE:27Þ
can be substituted by
e jn!t þ ejn!t
cosðn!tÞ ¼ ðE:28Þ
2
e jn!t ejn!t
sinðn!tÞ ¼ ðE:29Þ
2j
Thus
X
a0 1 n¼1 X
1 n¼1
xðtÞ ¼ þ ðan jbn Þe jn!t þ ða þ jbn Þejn!t ðE:30Þ
2 2 n¼1 2 n¼1 n
We introduce negative values of n in the coefficients, i.e.,

800 Appendix E
Z
T=2 ZT=2
2 2
an ¼ xðtÞ cosðn!tÞdt ¼ xðtÞ cosðn!tÞdt ¼ an n ¼ 1; 2; 3; . . .
T T
T=2 T=2
ðE:31Þ
Z
T=2 Z
T=2
2 2
bn ¼ xðtÞ sinðn!tÞdt ¼ xðtÞ sinðn!tÞdt ¼ bn n ¼ 1; 2; 3; . . .
T T
T=2 T=2
ðE:32Þ
Hence,
X1 X
1
an ejn!t ¼ an e jn!t ðE:33Þ
n¼1 n¼1
and
X
1 X
1
jbn ejn!t ¼ jbn e jn!t ðE:34Þ
n¼1 n¼1
Therefore, substituting in Eq. (E.30), we obtain:

a 1 X 1 X1
xðtÞ ¼ 0 þ ðan jbn Þe jn!t ¼ cn e jn!t ðE:35Þ
2 2 n¼1 n¼1
This is the expression for a Fourier series expressed in exponential form, which is the
preferred approach for analysis. The coefficient cn is complex and given by
ZT=2
1 1
cn ¼ ðan jbn Þ ¼ xðtÞejn!t dt n ¼ 0; 1; 2; . . . ðE:36Þ
2 T
T=2
E.8.1 Convolution
When two harmonic phasors of different frequencies are convoluted, the result will
be harmonic phasors at sum and difference frequencies:
jak j sinðk!t þ k Þjbm j sinðm!t þ m Þ
1 h i
¼ jak jjbm j sin ðk mÞ!t þ k m þ sin ðk þ mÞ!t þ k þ m þ
2 2 2
ðE:37Þ
Convolution is a process of correlating one time series with another time series that
has been reversed in time.
E.9 FOURIER TRANSFORM

Fourier analysis of a continuous periodic signal in the time domain gives a series of
discrete frequency components in the frequency domain. The Fourier integral is
defined by the expression:
Z
1
Xðf Þ ¼ xðtÞej2ft dt ðE:38Þ

1

If the integral exists for every value of parameter f (frequency), then this equation
describes the Fourier transform. The Fourier transform is a complex quantity:
Xð f Þ ¼ RXð f Þ þ jIXð f Þ ðE:39Þ
where RXðf Þ is the real part of the Fourier transform and IXð f Þ is the imaginary
part of the Fourier transform. The amplitude or Fourier spectrum of xðtÞ is given by
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
jXð f Þj ¼ R2 ð f Þ þ I 2 ð f Þ ðE:40Þ
ð f Þ is the phase angle of the Fourier transform and is given by

ImXð f Þ
ð f Þ ¼ tan1 ðE:41Þ
ReXð f Þ
The inverse Fourier transform or the backward Fourier transform is defined as

Z1
xðtÞ ¼ Xð f Þe j2ft dt ðE:42Þ
1
Inverse transformation allows determination of a function of time from its Fourier

transform. Equations (E.38) and (E.42) are a Fourier transform pair and the rela-
tionship can be indicated by
xðtÞ $ Xð f Þ ðE:43Þ
Example E.3
Consider a function, defined as
xðtÞ ¼ et t > 0
ðE:44Þ
¼0 t<0
It is required to write its forward Fourier transform.

From Eq. (E.38):
Z1
Xð f Þ ¼ et ej2ft dt
0
1

¼ eðþj2f Þt
þ j2f 0
2f
¼ ¼ j 2
þ j2f 2 þ ð2f Þ2 þ ð2f Þ2
This is equal to
1
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi e j tan ½2f = ðE:45Þ
2 þ ð2f Þ2

802 Appendix E
Example E.4
Convert the function arrived at in Example E.3 to xðtÞ.
The inverse Fourier transform is
Z1
xðtÞ ¼ Xð f Þe j2ft df
1
Z1
2f
¼ j 2 e j2ft df
2 þ ð2f Þ2 þ ð2f Þ2
1
Z1
cosð2ftÞ 2f sinð2ftÞ

¼ þ 2 df
2 þ ð2f Þ2 þ ð2f Þ2
1
Z1
sinð2ftÞ 2f cosð2ftÞ

þj þ df
2 þ ð2f Þ2 2 þ ð2f Þ2
1
The imaginary term is zero, as it is an odd function.

This can be written as
Z1 Z1
cosð2tf Þ 2 f sinð2tf Þ
xðtÞ ¼ df þ df
ð2Þ2 ð=2Þ2 þ f 2 ð2Þ2 ð=2Þ2 þ f 2
1 1
As
Z1
cos x
dx¼ eab
b þx
2 2 b
1
Z1
x sin x
and dx¼ eab
b2 þ x 2
1
xðtÞ becomes

ð2tÞðÞ 2 h ð2tÞðÞ i

xðtÞ ¼ 2 =2
e þ e
ð2Þ ð2Þ2

¼ et þ et ¼ et t > 0
2 2
i.e.,

et t > 0 $ ðE:46Þ
þ j2f
Example E.5
Consider a rectangular function defined by
xðtÞ ¼ K jtj T=2
ðE:47Þ
¼0 jtj > T=2

Figure E-5 (a) Bandwidth-limited rectangular function with even symmetry, amplitude K;
(b) the sinc function, showing side lobes.
The Fourier transform is

Z
T=2
j2ft sinðfTÞ
Xð f Þ ¼ Ke dt ¼ KT ðE:48Þ
fT
T=2
This is shown in Fig. E-5. The term in parentheses in Eq. (E.48) is called the sinc
function. The function has zero value at points f ¼ n=T.
E.10 SAMPLED WAVEFORM: DISCRETE FOURIER TRANSFORM

The sampling theorem states that if the Fourier transform of a function xðtÞ is zero
for all frequencies greater than a certain frequency fc, then the continuous function
xðtÞ can be uniquely determined by a knowledge of the sampled values. The con-
straint is that xðtÞ is zero for frequencies greater than fc, i.e., the function is band
limited at frequency fc. The second constraint is that the sampling spacing must be
chosen so that
T ¼ 1=ð2fc Þ ðE:49Þ
The frequency 1=T ¼ 2fc is known as the Nyquist sampling rate.

804 Appendix E
Figure E-6 High-frequency impersonating a low frequency—to illustrate aliasing.
Aliasing means that the high-frequency components of a time function can

impersonate a low frequency if the sampling rate is low. Figure E-6 shows a high
frequency as well as a low frequency that share identical sampling points. Here, a
high frequency is impersonating a low frequency for the same sampling points. The
sampling rate must be high enough for the highest frequency to be sampled at least
twice per cycle, T ¼ 1=ð2fc Þ.
Often the functions are recorded as sampled data in the time domain, the
sampling being done at a certain frequency. The Fourier transform is represented
by the summation of discrete signals where each sample is multiplied by
ej2fnt1 ðE:50Þ
i.e.,
X
1
Xð f Þ ¼ xðnt1 Þej2fnt1 ðE:51Þ
n¼1
Figure E-7 shows the sampled time domain function and the frequency spectrum for
a discrete time domain function.
Figure E-7 (a) Sampled time domain function; (b) frequency spectrum for the discrete time
domain function.

Where the frequency domain spectrum as well as the time domain function are
sampled functions, the Fourier transform pair is made of discrete components:
1NX1
Xð fk Þ ¼ xðtn Þej2kn=N ðE:52Þ
N n¼0
X
N 1
Xðtn Þ ¼ Xðfk Þe j2kn=N ðE:53Þ
k¼0
Figure E-8 shows discrete time and frequency functions. The discrete Fourier trans-
form approximates the continuous Fourier transform. However, errors can occur in
the approximations involved. Consider a cosine function xðtÞ and its continuous
Fourier transform Xð f Þ, which consists of two impulse functions that are symmetric
about zero frequency, Fig. E-9(a).
The finite portion of xðtÞ which can be viewed through a unity amplitude
window wðtÞ, and its Fourier transform Wðf Þ, which has side lobes, are shown in
Fig. E-9(b).
Figure E-9(c) shows that the corresponding convolution of two frequency
signals results in blurring of Xð f Þ into two sine x=x shaped pulses. Thus, the estimate
of Xð f Þ is fairly corrupted.
Figure E-8 Discrete time (a) and frequency (b) domain functions.

806 Appendix E
Figure E-9 Fourier coefficients of the discrete Fourier transform viewed as corrupted esti-
mate of the continuous Fourier transform. (From Ref. 1.)
The sampling of xðtÞ is performed by multiplying with cðtÞ Fig. E-9(d); the
resulting frequency domain function is shown in Fig. E-9(e).
The continuous frequency domain function shown in Fig. E-9(e) can be made
discrete if the time function is treated as one period of a periodic function. This
forces both the time domain and frequency domain functions to be infinite in extent,
periodic and discrete Fig. E-9(e). The discrete Fourier transform is reversible mapping
of N terms of the time function into N terms of the frequency function. Some
problems are outlined below.
E.10.1 Leakage
Leakage is inherent in the Fourier analysis of any finite record of data. The function
may not be localized on the frequency axis and has side lobes (Fig. E-5). The objective
is to localize the contribution of a given frequency by reducing the leakage through

Figure E-10 An extended data window.
these side lobes. The usual approach is to apply a data window in the time domain,
which has lower side lobes in the frequency domain, as compared to a rectangular
data window. An extended cosine bell data window is shown in Fig. E-10. A raised
cosine wave is applied to the first and last 10% of the data and a weight of unity is
applied for the middle 90% of the data. A number of other types of windows which
give more rapidly decreasing side lobes have been described in the literature [1].
E.10.2 Picket-Fence Effect

The picket-fence effect can reduce the amplitude of the signal in the spectral win-
dows, when the signal being analyzed falls in between the orthogonal frequencies,
say between the third and fourth harmonics. The signal will be experienced by both
the third and fourth harmonic spectral windows, and in the worst case halfway
between the computed harmonics. By analyzing the data with a set of samples
that are identically zero the fast Fourier transform (FFT) algorithm (Sect. E.11)
can compute a set of coefficients with terms lying in between the original harmonics.
E.11 FAST FOURIER TRANSFORM

The FFT is simply an algorithm that can compute the discrete Fourier transform
more rapidly than any other available algorithm.
Define:
W ¼ ej2=N ðE:54Þ
The frequency domain representation of the waveform is
1NX¼1
Xð fk Þ ¼ xðtn ÞW kn ðE:55Þ
N n¼0
The equation can be written in matrix form:

ðXÞ f0 Þ 1 1 1 1 xðt0 Þ

Xð f1 Þ 1 W W k
W N1 xðt1 Þ

1

Xð fk Þ ¼ N 1 W k
W k2
W kðN1Þ xðtn Þ
ðE:56Þ

2

Xð f Þ 1 W N1 W ðN1Þk W ðN1Þ xðtN1 Þ
N1

808 Appendix E
or in a condensed form:
1 h kn i
½X ð fk Þ ¼ W ½x ðtn Þ ðE:57Þ
N
where ½X ð fk Þ is a vector representing N components of the function in the frequency
domain, while ½x ðtn Þ is a vector representing N samples in the time domain.
Calculation of N frequency components from N time samples therefore requires a
total of N N multiplications.
For N ¼ 4:

Xð0Þ 1 1
1 1 xð0Þ
Xð1Þ 1 W 1 W 2 W 3 xð1Þ
ðE:58Þ
Xð2Þ ¼ 1 W 2 W 4 W 6 xð2Þ

Xð3Þ 1 W 3 W 6 W 9 xð3Þ
However, each element in matrix ½W kn represents a unit vector with clockwise
rotation of 2n=N, ðn ¼ 0; 1; 2; . . . ; N 1Þ. Thus, for N ¼ 4 (i.e., four sample points),
2=N ¼ 908. Thus,
W0 ¼ 1 ðE:59Þ
1
W ¼ cos =2 j sin =2 ¼ j ðE:60Þ
W ¼ cos j sin ¼ 1
2
ðE:61Þ
W ¼ cos 3=2 j sin 3=2 ¼ j
3
ðE:62Þ
W ¼W
4 0
ðE:63Þ
W ¼W
6 2
ðE:64Þ
Hence, the matrix can be written in the form:

Xð0Þ 1 1 1 1 xð0Þ

Xð1Þ 1
W 1 W 2 W 3 xð1Þ
Xð2Þ ¼ 1 ðE:65Þ
W 2 W 0 W 2 xð2Þ
Xð3Þ 1 W 3 W 2 W 1 xð3Þ
This can be factorized into

Xð0Þ 1 W 0 0 0 1 0 W0 0 xð0Þ

Xð1Þ 1 W 2 0 0 0 1 0 W 0 xð1Þ
¼ ðE:66Þ
Xð2Þ 0 0 1 W 1 1 W2 0 xð2Þ
0
Xð3Þ 0 0 1 W 3 0 1 0 W 2 xð3Þ
Computation requires four complex multiplications and eight complex
additions. Computation of Eq. (E.58) requires 16 complex multiplications and 12
complex additions. The computations are reduced.
While this forms an overview, an interested reader may like to probe further.
Reference 1 lists 62 further references.
REFERENCE
1. GD Bergland. A Guided Tour of the Fast Fourier Transform. IEEE Spectrum, 41-52,
1969.

Appendix E: Fourier Analysis

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Appendix E: Fourier Analysis

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Appendix E

E.1 PERIODIC FUNCTIONS

E.2 ORTHOGONAL FUNCTIONS

Figure E-2 shows two orthogonal functions over the period T.

E.3 FOURIER SERIES AND COEFFICIENTS

Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.

Figure E-1 A periodic function.

Figure E-2 Orthogonal functions.

Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.

These equations can be written in terms of angular frequency:

Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.

E.4 ODD SYMMETRY

E.5 EVEN SYMMETRY

Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.

E.6 HALF-WAVE SYMMETRY

f ðxÞ ¼ f ðx þ T=2Þ ðE:19Þ

Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.

and an ¼ 0 for n = even. Similarly,

for n = odd, and it is zero for n = even.

E.7 HARMONIC SPECTRUM

E.7.1 Constructing Fourier Series from Graphs and Tables

bn ¼ twice mean value of f ðxÞ sin nx; 0 to 2 ðE:25Þ

Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.

Table E-1 Example E.2

Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.

Table E-2 Example E.2: Step-by-Step Calculations

0 3.45 0 0 3.45 3.45

Totals 36.55 0.406 9.649 7.276 6.23

a0 = 2 mean of f(x) = (2)(36.55)/12=6.0917.

From the summation of functions in Table E-2:

f ðxÞ ¼ a0 þ a1 cos x þ a2 cos 2x þ    b1 sin x þ b2 sin 2x þ   

E.8 COMPLEX FORM OF FOURIER SERIES

jAj cos ¼ jA=2je j þ jA=2jej ðE:26Þ

We introduce negative values of n in the coefﬁcients, i.e.,

Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.

Therefore, substituting in Eq. (E.30), we obtain:

E.9 FOURIER TRANSFORM

Xðf Þ ¼ xðtÞej2ft dt ðE:38Þ

Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.

Xð f Þ ¼ RXð f Þ þ jIXð f Þ ðE:39Þ

ð f Þ is the phase angle of the Fourier transform and is given by

The inverse Fourier transform or the backward Fourier transform is deﬁned as

Inverse transformation allows determination of a function of time from its Fourier

It is required to write its forward Fourier transform.

Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.

 cosð2ftÞ 2f  sinð2ftÞ

 sinð2ftÞ 2f  cosð2ftÞ

The imaginary term is zero, as it is an odd function.

 ð2tÞðÞ 2 h ð2tÞðÞ i

Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.

The Fourier transform is

E.10 SAMPLED WAVEFORM: DISCRETE FOURIER TRANSFORM

The frequency 1=T ¼ 2fc is known as the Nyquist sampling rate.

Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.

Figure E-6 High-frequency impersonating a low frequency—to illustrate aliasing.

Aliasing means that the high-frequency components of a time function can

Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.

Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.

Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.

Figure E-10 An extended data window.

E.10.2 Picket-Fence Effect

E.11 FAST FOURIER TRANSFORM

The equation can be written in matrix form:

f ðxÞ ¼ a0 þ a1 cos x þ a2 cos 2x þ b1 sin x þ b2 sin 2x þ

cosð2ftÞ 2f sinð2ftÞ

sinð2ftÞ 2f cosð2ftÞ

ð2tÞðÞ 2 h ð2tÞðÞ i