CHAPTER : 3

SECTION : 3.1

HISTORY
The idea of fourier series which is completely mathematical in nature had come
from the study of physics phenomena .It is the heat propagation and
diffusion.Like how the heat distribution will look over time and found series in
sinusoids to be useful in representing the temperature distribution in the
body.And also had helped to explained many different physical phenomena
unrelated to heat like Brownian motion and Black Scoles equation.
But here we will just know how the fouriers series help in representing the
various broad class of signals in terms of linear combination of complex
exponential signal.Before moving directly on the fourier series let’s understand
eigen values and function which help in understanding the usefulness of LTI
system and their outputs.
 SECTION : 3.2

EIGEN VALUES AND EIGEN FUNCTION

The general idea of eigen function is given as follows : Consider an
operator ”A” and function f(x) and if f(x) after going throught the
operator A scales the function by a certain value, lets say, In
mathematical terms it can be written as Af(x)=f(x).
Then here f(x) is called Eigen function and is called Eigen value.
 COMPLEX EXPONENTIAL SIGNALS AS THE EIGEN FUNCTION
Basics of LTI system :

1. Any Linear combination of time varying signals as input produces an

output with same linear combination with each output corresponding
to the individual input.
2. Second important property is shifting of time in the input signal by δt
also produces the output signal with same shift in time as δt.

Here LTI system act as the linear operator and the complex signal in the
form of complex function act as eigen function. So complex exponential
signal in both discrete and continuous time case is the eigen function in
context of the LTI system.
It is represented as follows:

Continuous time :

Discrete time :

So here we denote the eigenvalue of complex exponential signal by H(s).

PROOF OF COMPLEX EXPONENTIAL SIGNAL AS EIGEN FUNCTION

Let us consider the continuous time LTI signal by x(t)=e^st and output
by y(t). By definition of the LTI system the output y(t) can be
determined by the input convolution integral.
So x(t)=e^st becomes :
Now we denote est by the H(s). Therefore our new equation becomes
y(t) = H(s)e^st where H(s) is related by the equation:

Proof in terms of discrete complex number

In exactly same manner we can show the discrete complex exponential by
the x[n]=z^n and y[n] = H(z)z^n
Since summation is running over k so our equation becomes :

Assuming the convergence of the complex exponential signal the above

equation takes the form of where y[n] = H(z)z^n,
So for analysis of LTI system, usefulness of decomposing more general
signal in eigen function can be seen from below example. Now consider the
signal :

Now each of the function are the eigen function so there corresponding out
put function are denoted by :
So by definition of the LTI system output y(t) can be written as :

So in general if x(t) :

so by the definition of LTI system the corresponding output is in the form

of the

In similar manner the if discrete fourier series are written in the form of the
then output is in the form of the :

So from the above example we can see that each coefficient is

multiplied by its eigen value H(sk) associated with e^(sk).
SECTION 3.3
 LINEAR COMBINATION OF HARMONICALLY RELATED COMPLEX
EXPONENTIALS
For a Periodic Function:

Two basic examples of periodic signals:

The Sinusoidal Signal:

The Periodic Complex Exponential:

with both functions having

fundamental frequency:
There exists a set of harmonically related complex exponentials associated to the periodic
complex exponential given by:

A linear combination of harmonically related complex exponentials is

of the form

where, the components for k = + N and k = - N are referred to as the Nth harmonic components

THIS REPRESENTATION OF PERIOIDIC SIGNAL IN

THIS FORM IS REFRRED TO AS THE FOURIER SERIES
REPRESENTATION
 FOURIER SERIES REPRESENTATION OF A REAL PERIODIC
SIGNAL
For a Real Periodic Signal

Therefore:

Replacing k by - k in the summation:

On comparing the equation of x(t), obtained earlier:

Alternative forms of the Fourier series

Re-arranging the term in the summation:

Since

Since the two terms inside the summation are complex conjugates of each other, this can
be expressed as
If is expressed in polar form
Another form is obtained by writing in rectangular form as

That is:
 DETERMINATION OF THE FOURIER SERIES REPRESENTATION OF
A CONTINUOUS TIME PERIODIC SIGNAL

Earlier we got:

Multiplying both side by

 Integrating both sides from 0 to T:

Since,

Consequently:
 FOURIER SERIES OF A PERIODIC CONTINUOUS TIME SIGNALIS
GIVEN BY:
(Synthesis Equation)

(Analysis Equation)

The set of coefficients are often called the Fourier series coefficients or the spectral
coefficients of x(t)
SECTION : 3.4
If x(t) is a periodic signal , then it can be written as:

Let denote the approximation error, that is,

In order to determine how good any particular approximation is, we need to specify a
quantitative measure of the size of the approximation error.

Criterion : Energy in the error over one period

The particular choice for coefficient in Eq. 1 that minimize the energy in the error is:

The above expression is identical to the expression used to determine the Fourier
Coefficient

Thus, if x(t) has a Fourier series representation, the best approximation using only a finite
number of harmonically related complex exponentials is obtained by truncating the
Fourier series to the desired number of terms.

x(t) has a Fourier series representation, then the limit of as is zero

In Eq. 1 as ‘N’ increases, the ripples in the partial sums become compressed towards the
discontinuity, but for any finite value ‘N’, the peak amplitude of the ripples remains
constant. This behavior is known as Gibbs Phenomenon
When a Periodic Signal x(t) have a Fourier series representation ?

Dirichlet Conditions :

Condition 1 -

Over any period, x(t) must be absolutely integrable; that is

Condition 2 -

If any finite interval of time, x(t) is of bounded variation; that is, there are no
more than a finite number of maxima and minima during any single period of the
signal

Condition 3 -

In any finite interval of time, there are only a finite number of discontinuities.
Furthermore, each of these discontinuities is finite
Condition 1 -

The above graph violates condition 1, as for specified time interval or within time
period the graph should have finite area or the integral should be finite, which is
not the case here.
Condition 2 -

The above graph violates condition 2, because as per the condition function must
have finite number of minima and maxima in the given time period, which is not
the case here.
Condition 3 -

The above graph violates condition 3, because as per the condition function must
have finite number of discontinuities within the given time period, which is not
the case here.
 SECTION : 3.5

Fourier series representations possess a number of

important properties that are useful for developing
conceptual insights into such representations, and they can
also help to reduce the complexity of the evaluation of the
Fourier series of many signals.
 LINEARITY
Let x(t) and y(t) be two periodic signals that obey Dirichlet
conditions, so there exist and such that,

Let, z(t) be a linear combination of x(t) and y(t),

i.e, z(t) = Ax(t) + By(t) be a periodic signal then we have,

Linearity property is easily extended to a linear combination

of an arbitrary number of signals with period T.
 TIME SHIFTING

Let x(t) a periodic signal that obey Dirichlet conditions, so

Let y(t) = x(t − ) and let be the coefficients of Fourier

series of y(t). We know,
 TIME SHIFTING

Hence,
One consequence of this property is that, when a periodic
signal is shifted in time, the magnitudes of its Fourier series
coefficients remain unaltered. That is,
 TIME REVERSAL
Let x(t) be a nice signal with Fourier coefficients , and let y(t)
= x(−t), we know time period of y(t) is same as time period of
x(t). The Fourier coefficients (say ) of the signal y(t) will obey

Hence,

If our function is even, i.e. x(−t) = x(t), then we know

from above, we have,
 TIME SCALING
Time scaling is an operation that in general changes the period
of the underlying signal. Specifically, if x(t) is periodic with
period T and fundamental frequency
, then x(αt), where α is a positive real number, is
periodic with period T/α and fundamental frequency . If
x(αt) has a Fourier series expansion then,

While the Fourier coefficients have not changed, the Fourier

series representation has changed because of the change in
the fundamental frequency
 MULTIPLICATION
Let x(t) and y(t) be periodic functions that have Fourier series
expansion say and respectively,
we define z(t) = x(t)y(t), assuming z(t) obeys Dirichlet conditions
then we know it has a Fourier expansion given by
 MULTIPLICATION
using the Fourier expansion of x(t) and y(t)

since both k and l are independent of time we can obtain,

if and only if l+k=n, integral will give non zero values i.e. integral
will give
 MULTIPLICATION
on substituting this in the equation, we get,

Notice, that this operation is the same as convolution.

 CONJUGATION AND CONJUGATE SYMMETRY
Let x(t) be a nice periodic signal with coefficients , consider
the complex conjugate of x(t) be represented by (x(t))* then the
Fourier series expansion of it will be,

Since (a + b)* = a* + b* and (ab)* = a* b* , we get,

 CONJUGATION AND CONJUGATE SYMMETRY
By comparison we get,

If x(t) be a real signal then we get x(t)* = x(t), it follows from

above that .This property is conjugate
symmetry

Moreover if the signal is even then we know

Combining both yields
So if x(t) is a real even periodic signal then, its coefficients are
always real.
 PARSEVAL’S THEOREM
Consider x(t), we know the average power of a signal of time
period T is given by,

Using the property of complex numbers we get,

Using conjugation property, we can obtain,

 PARSEVAL’S THEOREM

Notice the integral is the same as analysis equation, so we

reduce it to,

So average power is equal to the sum of average power of all

harmonics, this is called Parseval’s theorem
 EXAMPLES OF ABOVE
PROPERTIES
Fourier series properties, may be used to
circumvent some of the algebra involved in
determining the Fourier coefficients of a given
signal.
 EXAMPLE 1
Consider the signal g(t) with a fundamental period of 4, shown in Figure. We could
determine the Fourier series representation of g(t) directly from the analysis
equation. Instead, we will use the relationship of g(t) to the symmetric periodic
square wave x(t). Referring to the figure, we see that, with T = 4 and T1 = 1,
The time-shift property indicates that, if the Fourier Series coefficients of x(t)
are denoted by the Fourier coefficients of x(t - 1) may be expressed as

The Fourier coefficients of the dc offset in g(t)-i.e., the term -1/2 on the right-
hand side of eq. are given by

Applying the linearity property, we conclude that the coefficients for g(t) may
be expressed as
where each may now be replaced by the corresponding expression, yielding
 EXAMPLE 2
Consider the triangular wave signal x(t) with period T = 4 and fundamental
frequency shown in Figure below. The derivative of this signal is
the signal g(t) in Example above.
Denoting the Fourier coefficients of g(t) by d, and those of x(t) by , we see
that the differentiation property indicates that

This equation can be used to express in terms of d" except when k = 0.

Fork = 0, can be determined by finding the area under one period of x(t) and
dividing by the length of the period:
SECTION 3.6
 LINEAR COMBINATION OF HARMONICALLY
RELATED COMPLEX EXPONENTIALS

A discrete time signal x[n] is periodic if ∃N ∈ N such that,

X[N + N] = X[N]

The smallest such N is called the fundamental period and

is calledthe fundamental frequency.
We again do something similar and say,

(1)
for some we define,

(2)

Consider the signal for some p ∈ Z, using (2) we get,

CONSIDER THE SIGNAL ΦK+PN [N], FOR SOME P ∈ Z, WE USE (2) AND GET,

(3)
by changing k by an integer multiple of N identical signal Φ is generated,

we only need to consider different signals, using this fact in (1) we obtain
that we just need our sum over N successive integers or,

(4)
NOR,

For some q ∈ Z.This equation is called

Synthesis Equation for discrete-time Fourier series.
NOTE :
unlike continuous-time signal, here we have a finite sum, so the sum of signal is
always defined. Therefore, there is no Dirichlet condition in the case of discrete-
time signals, all we need is a periodic signal.
 DETERMINATION OF THE FOURIER SERIES REPRESENTATION OF A
PERIODIC SIGNAL

Consider the equation by fundamental theorem of algebra, this

equation has n different solution in complex plane, the roots of the equation are
of form, ∈
where k ⟨N⟩.

consider the sum,

NOR,
This sum is equivalent to the sum of roots of for some q, since the
equation doesn’t have any x terms we have sum of roots is zero so,

(5)

NOR,
also if k = 0 then this sum becomes N so we have
Consider the sum,

using (4) ,

NOR,
Using (5) we claim that when p ̸= k then,

NOR,
and when p = k then,
using this in (6) yields,

NOR,
This equation is called Analysis Equation for discrete-time Fourier series, we
use this to determine the coefficients of Fourier series expansion of discrete-
time.
DIFFERENCES BETWEEN DISCRETE-TIME FOURIER SERIES (DTFS)
AND CONTINUOUS-TIME FOURIER SERIES (CTFS)
SECTION 3.7
 MULTIPLICATION
Suppose that

and

NOR,
are both periodic with period N. Then the product x[n]y[n] is also periodic with
period N, and its Fourier coefficients are given by

(3.7.1)

The above equation is analogous to the definition of convolution, except that the
summation variable is now restricted to an interval of N consecutive samples.
 FIRST DIFFERENCE
If x[n] is periodic with period N, then so is y[n], since shifting x[n] or linearly
combining x[n] with another periodic signal whose period is N always results in a
periodic signal with period N. Also, if

then the Fourier coefficients corresponding to the first difference of x[n] may be
NOR,
expressed as

This is easily obtained by applying the time-shifting and linearity properties. A

common use of this property is in situations where evaluation of the Fourier series
coefficients is easier for the first difference than for the original sequence.
 PARSEVAL'S RELATION FOR DISCRETE-TIME PERIODIC SIGNALS
Parseval's relation for discrete-time periodic signals is given by

Here, the are the Fourier series coefficients of x[n] and N is the period. The left -
NOR,
hand side of Parseval's relation is the average power in one period for the periodic
signal x[n]. Similarly, is the average power in the kth harmonic component of x[n].
Thus, Parseval's relation states that the average power in a periodic signal equals the
sum of the average powers in all of its harmonic components. In discrete time, there
are only N distinct harmonic components, and since the ak are periodic with period N,
the sum on the right-hand side of the equation can be taken over any N consecutive
values of k.
A LIST OF PROPERTIES OF DISCRETE-TIME FOURIER SERIES

NOR,
A LIST OF PROPERTIES OF DISCRETE-TIME FOURIER SERIES

NOR,
SECTION 3.8
WHEN A CONTINUOUS TIME SIGNAL IS THE INPUT
TO A CONTINUOUS LTI SYSTEM

Input:

Output:
NOR,

where,
Similarly, when Discrete time signal is the input to a Discrete LTI system

Input:

Output:
NOR,

where,
 NOR,

Similarly, when Discrete time signal is the input to a Discrete LTI system The
square-wave sequence x[r] in Example; (b) the sequence x[r] equal to x[r] for −3 ≤ r
≤ 3 and zero otherwise; (c) the sequence x[n − r]; (d) the sequence w[n] equal to the
periodic convolution of x[n] with itself and to aperiodic convolution of x[n] with
x[n]
When s or z are general complex numbers, H(s) andH(z) are referred to as the system
functions of the corresponding systems.For Continuous time, we focus on the case
where, re{s}=0

the frequency response is given by

NOR,

Similarly, for Discrete time signals

we focus on interpreting and understanding this notion in the context of periodic
signals.
For continuous time,

on applying this signal as the input to an LTI system with impulse response h(t).
NOR,

Thus, output is also periodic with the same fundamental frequency as x(t).
We conclude that, the effect of the LTI system is to modify
individually each of the Fourier coefficients of the input
through multiplication by the value of the frequency
response at the corresponding frequency.
Notes
SIGNALS & SYSTEMS by ALAN V. OPPENHEIM, ALAN S.
WILLSKY (MASSACHUSETTS INSTITUTE OF
TECHNOLOGY) WITH S. HAMID NAWAB (BOSTON
UNIVERSITY)
22141 Harsh Tandon 22125 Gaikwad Shreyash Kondiba
22175 Kirti Agarwal 22144 Hatwar Yatharth Deepak
22201 Mhatre Prajval Ravindra 22131 Girnare Vedant Santosh
22113 Divyansh Pathak 22167 Kanishka Pal
22161 Jiya Sinha 22135 Gudala Rushi Kesava Reddy
22162 Joshi Shreyas Sachin 22247 Princy Kumari
22234 Patil Anirudha Vivek 22119 Doshi Jeet Dipak
22150 Himanshu Mishra 22215 Nandhana K S
22181 Kritika Singh 22140 Harsh Shukla
22189 Maharnab Goswami 22130 Girish Muzalda