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Fourier Series

  • A function is periodic with period if, for all :
  • Example:
  • Many naturally occurring waveforms are periodic
    • We want to express any given -periodic function as being a linear combination of:
  • The Fourier series expansion of is a series in the form: $$
    \text{FS}{f(t)} = \frac{a_0}{2} + \sum{n=1}^{\infty} a_n \cos nt + \sum_{n=1}^{\infty} b_n \sin nt
- The numbers $\{a_n\}^\infty_{n=1}$ and $\{b_n\}^\infty_{n=1}$ are Fourier coefficients - For periodic cases, Fourier series is <u>more useful</u> than a power series > Start with a (measured, observed) periodic function $f$, and then: > ⭐ Determine the Fourier coefficients > ⭐Ensure that the Fourier series converges > ⭐Use the Fourier series to analyse $f$ ### Euler's Formulas for $2\pi$-Periodic Functions - <font color="#ffff00">Assumes a period of</font> $\textcolor{#ffff00}{2\pi}$, watch lecture recording ig $$\text{FS}_{f(t)} = \frac{a_0}{2} + \sum_{n=1}^{\infty} a_n \cos nt + \sum_{n=1}^{\infty} b_n \sin nt$$ $$a_0 = \frac{1}{\pi} \int_{-\pi}^{\pi} f(t) \, dt$$ $$a_n = \frac{1}{\pi} \int_{-\pi}^{\pi} f(t) \cos(nt) \, dt$$ $$b_n = \frac{1}{\pi} \int_{-\pi}^{\pi} f(t) \sin(nt) \, dt$$ > Read [[MATH1012 - Week 9.pdf#page=9|slides]] on how to find other coefficients ($n$ and $m$) ### Integration By Parts $$\int_a^b u'(t)v(t)\,dt = \left[ u(t)v(t) \right]_a^b - \int_a^b u(t)v'(t)\,dt$$ - This formula is helpful when the 2nd integral is easier than the initial ### Periodic Extension - A function only defined over $[-L, L)$ can be extended periodically - This is known as *periodic extension*: ![[PeriodicExtension.png|500]] - For a function $f(t) = t$ extended periodically with period $-\pi \leq t < \pi$: - $a_0 = \frac{1}{\pi} \int_{-\pi}^{\pi} t \, dt$ - $a_n = \frac{1}{\pi} \int_{-\pi}^{\pi} t \cos(nt) \, dt$ - $b_n = \frac{1}{\pi} \int_{-\pi}^{\pi} t \sin(nt) \, dt$ --- > [[MATH1012 - Lecture 25]] > [[MATH1012 - Week 9 (Annotated).pdf|Annotated Slides]]