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Fourier Series

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  • The Fourier Transform

    Dr John MitchellDepartment of Electronic & Electrical EngineeringUniversity College LondonEmail: [email protected]

  • Reminder of the Fourier Series

    Fourier: Jean Baptiste Joseph Fourier (1768-1830), orphaned at eight, was a child genius. By 16 he was a math teacher, and at 20 he joined Napoleon on his Egyptian campaign as the first scientific advisor.

    Any periodic signal can be described as a sum of sinusoids at different frequencies

    2

  • Sums of sinusoidal signals

    A square wave may be synthesised as a sum of sinusoidal components comprising the fundamental component and all odd harmonics, with amplitudes decreasing with harmonic number

    Here we show the sum of just the fundamental and the third harmonic; the emergence of a square wave is clear even from this most limited sum!

    t

    x(t)

    3

  • Fourier Series

    A periodic signal is one that repeats at equal intervals of T. Formally we can say that:

    where n is any integer

    ( ) ( )v t v t nT=

    2 /

    / 22 /

    / 2

    ( )

    1 ( )

    j nt Tn

    nT

    j nt Tn

    T

    x t c e

    c x t e dtT

    =

    =

    =

    4

  • Consider the square pulse again

    5

    1 - 1T

    F(n0)= Sinc (n/T)

  • T=2

    6

    -50 -40 -30 -20 -10 0 10 20 30 40 50-0.5

    0

    0.5

    1

    n0

    Four

    ier c

    oeffi

    cient

    c n

    T

    T=2

  • T=4

    7

    -50 -40 -30 -20 -10 0 10 20 30 40 50-0.5

    0

    0.5

    1

    n0

    Four

    ier c

    oeffi

    cien

    t cn

    T

    T=4

  • T=8

    8

    -50 -40 -30 -20 -10 0 10 20 30 40 50-0.5

    0

    0.5

    1

    n0

    Four

    ier c

    oeffi

    cien

    t cn

    T

    T=8

  • What happens as T ?

    The spacing between frequency components gets smaller.

    When T= then the spectrum becomes a continuum.

    Note: the shape of the curve seems to be independent of T

    we can replace n0 by a continuous variable and the summation by integration

    9

  • The Fourier Transform

    10

    We denote F and F-1as the Fourier transform and the inverse Fourier transform respectively. Notice that Fourier transform and the inverse Fourier transform are similar in form, albeit with the exception of the 2 scale factor and the different sign in the complex exponential.

  • However, we like to work with f

    11

    Fourier Transform

    Inverse Fourier Transform

  • Definitions The forward and inverse transforms relate a time signal x(t) and its (Fourier) spectrum X(f)

    Commonly x(t) is real and X(f) complex, although in general both x(t) and X(f) may be complex.

    Note the use of f as the frequency variable, rather than =2f

    Produce a continuous spectrum as they have no well-defined period

    12

  • Examples

    13

  • 14

  • 15

  • Sinc Spectrum T=1

    16

  • Delta Function

    Imagine a pulse

    17

    t

    t

  • What happens as t

    18

  • Properties of the Dirac Delta Function

    Shifting property

    19

  • Fourier Transform and the Dirac Delta

    20

    t

    (t)1

    f

  • Fourier Transform and the Dirac Delta Function

    21

    (f)1

    t f

  • 22

    (f-F)

    f

  • Fourier Pairs - Cosine

    23

    cos(2Ft) 12 f + F( )+12 f F( )

    12 t + T( )+

    12 t T( ) cos(2fT)

    t f

    -T T

    t fF-F

  • Fourier Pairs - Rectangle

    24

    rect(t) sinc(f)t f

    t f

    sinc(t) rect(f)

  • Exercise

    What is the Fourier Transform of an Decaying Exponential Function?

    Find the FT of

    where a>0

    25

  • Exercise

    26

    t

    x(t)

    e-at

  • Exercise

    27

  • 28

    a=4

  • 29

  • MATLAB Codef=linspace(-5,5);v=abs(1./(a+(i.*pi.*f*2)));phase=angle(1./(a+(i.*pi.*f*2)));figure(1)plot(f,v)figure(2)plot(f,phase)

    30

  • A Gaussian Shape

    31

    -5 -4 -3 -2 -1 0 1 2 3 4 5

    0

    0.2

    0.4

    tf(t)

    =(2

    )-1/2

    exp

    (-t2 /

    2)

  • Gaussian Shape

    32

    the Fourier transform of a Gaussian is also a Gaussian.

    If f(t) is narrow, then its spectrum F(), is wide. Similarly if f(t) is wide, then its spectrum F() is narrow.

  • 33

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