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This section of 'advanced engineering mathematics' by e. Kreyszig introduces the complex form of fourier series and its relation to the real form. The derivation of complex fourier series using real fourier series coefficients, the conversion of complex fourier series to real fourier series through algebraic simplifications, and the connection between complex fourier coefficients and energy in a signal.
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E. Kreyszig, Advanced Engineering Mathematics, 9 th^ ed. Section 11.4, pgs. 496-
Suggested Problem Set: {2, 9, 11 } March 4, 2009
Quote of Lecture 10
Juliet: What’s in a name? That which we call a rose by any other name would smell as sweet.
Shakespeare : Romeo and Juliet ( 1591)
So, at this point we have the following,
f (x) = a 0 +
n=
an cos
“ (^) nπ L x
“ (^) nπ L x
a 0 = (^21) L
−L
(2) f (x)dx,
an = 1 L
−L
f (x) cos
“ (^) nπ L x
(3) dx,
bn = (^) L^1
−L
f (x) sin
“ (^) nπ L x
(4) dx,
which defines the Fourier series and it’s associated coefficients for a 2L-periodic function, where L is a scaling parameter introduced to control the length of the period. We also have the following important results:
eiθ^ = cos(θ) + i sin(θ), i =
so that we can rewrite (1)-(4) in its complex form,
f (x) =
n=−∞
cne−i^ nπL x (6) ,
cn = (^21) L
−L
f (x)ei^ nπL x (7) dx,
(^1) Each term in the series is called a Fourier mode and the lowest order term is often called the Fundamental mode. (^2) If the function f has symmetry then the equations (1)-(4) simplify according to the intal properties of symmetric
functions. 1
which is tidy but lacks some of the clarity of the real-form. 3 From this form one can always derive the real Fourier series form and moreover if the function f is symmetric then this immediately simplifies to a Fourier cosine or Fourier sine series. The following outlines some pros and cons:
Pro: We need only remember 2 formula instead of 4. Pro: Integrations involving exponential functions greatly simplify. Con: The case for when n is often a special case (notice that c 0 = a 0 ) where the coefficient becomes singular due to anti-differentiation of the exponential function. Con: From the complex form the graph of the periodic function is not as accessible.
Lastly, to calculate the energy in a ‘signal’ we note that the energy of a sinusoid is proportional the square of it’s amplitude 4 then we can conclude that the energy of a signal can be found by it’s Fourier coefficients as
E ∝ a^20 +
n=
(9) a^2 n + b^2 n,
however in (6)-(7) the Fourier coefficients may be complex and the connection to energy is not as clear. In this case we have the following:
E ∝
n=−∞
(10) |cn|^2 ,
where |cn|^2 = cn c¯n. 5
(^3) The coefficients, which we derive from an and bn in class, can also be derived from the following orthogonality relation: D e−i^ nπL^ , e−i^ mπL
E (8) = 2Lδnm
(^4) http:/www.glenbrook.k12.il.us/gbssci/phys/Class/waves/u10l2c.html (^5) Here the ‘bar’ denotes complex conjugation. If z = α + βi then ¯z = α − βi and one can easily conclude that
z z¯ ∈ R as we would expect for a quantity like energy.