Notes On Fourier Series and Fourier Transforms: 1 Periodic Functions
Notes On Fourier Series and Fourier Transforms: 1 Periodic Functions
Notes On Fourier Series and Fourier Transforms: 1 Periodic Functions
S Chaturvedi
August 31, 2017
1 Periodic functions
A (real or complex) function f (t) of a real variable t is said to be a periodic
function if there is a smallest T such that
f (t) = f (t + T )
for all t and T is called its period.
If f1 (t) and f2 (t) are two periodic functions with periods T1 and T2 then
their linear combination
g(t) = af1 (t) + bf2 (t)
is periodic function if and only if T1 and T2 are commensurate i.e. T1 /T2 is
a rational number :
T1
= m/n, m, n integers
T2
or in other words T1 = m and T2 = n. The period T of g(t) will be the
smallest number divisible by both T1 and T2 i.e LCM(m, n).
A function f (t) defined over a finite interval say 0 t can be em-
bedded into a periodic function g(t) with period T in many different ways.
The function g(t) is called the periodic extension of f (t). For instance, two
possible periodic extensions of f (t) shown below
are:
1
2 Fourier Series
Any piecewise continuous periodic function f (t) of period T can be expanded
as
X 2
f (t) = cn eint , =
n=
T
in terms of the set of functions
This set of functions form an orthonormal basis with respect to the scalar
product:
1 T /2
Z
(f, g) = f (t)g(t)
T T /2
i.e Z T /2 Z T /2
1 1
(fn , fm ) = fn (t)fm (t) = ei(mn)t = nm
T T /2 T T /2
1 T /2
Z
cn = (fn , f ) = dt eint f (t)
T T /2
The Fourier series thus digitizes a periodic signal f (t) in that it stores
the periodic signal f (t), 0 t T in terms of a denumerable set cn , n =
0, 1, 2, . Often one does not need all the cn s and the signal can be
fairly well approximated by a small number of cn s.
Using eint = cos nt + i sin nt, the Fourier series can also be expressed
in the sine-cosine form as
inf ty
a0 X
f (t) = + [an cos nt+bn sin nt], a0 2c0 , an (cn +cn ); an i(cn cn )
2 n=1
Given an f (t) the Fourier coefficients that appear in this form can be com-
puted using the relations
2 T /2 2 T /2
Z Z
an = dtf (t) cos nt, n = 0, 1, , bn = dtf (t) sin nt, n = 1, 2
T T /2 T T /2
2
3 Convergence
If f (t) is continuous at t = t0 then the Fourier series evaluated at t = t0
converges to f (t0 )
If f (t) is discontinuous at t = t0 the the Fourier series evaluated at t = t0
converges to the average value of f (t) at t = t0 i.e to [f (t0+ ) + f (t0 )]/2
4 Parseval Identity
Z T /2
1 2
X 1 1X
dt|f (t)| = |cn | = |a0 |2 +
2
[|an |2 + |bn |2 ]
T T /2 n=
4 2 n=0
3
The first of the two equations leads to the notion of the Dirac delta function
Z
0 1 0
(t t ) = dxeix(tt )
2
|F ()|2 is called the power spectrum of f (t) : it gives the amount of the
frequency present in the signal f (t)
6 Delta function
The delta function, by definition, has the property:
Z
f (t)(t t0 ) = f (t0 )
7 Parseval Identity
Z Z
2
dt|f (t)| = d|f ()|2
4
are called square integrable functions. From the Parseval identity it follows
that the Fourier transforms of square integrable functions are also square
integrable. Further, it can be shown that linear combinations of square in-
tegrable functions are also square integrable : the set of square integrable
functions form a Hilbert space a vector space equipped with the scalar prod-
uct Z
(f, g) = dt f (t)g(t)
5
case there are efficient algorthims for computing the Fourier transform. In
the Quantum Information Theory literature it is referred to as the Quantum
Fourier Transorm
The three Fourier transforms that we have considered respectively cor-
respond to functions defined on a circle, the real line, and a periodic lattice
of N points (N points on a circle )