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MIT-SCIENCE-Lectures-lecture_notes2
9 2. FOURIER SERIES AND TIME-LIMITED FUNCTIONS
2. Fourier Series and Time-Limited Functions
Suppose x (t) is periodic:
x (t) = x (t + T ) (2.1)
Define the complex Fourier coefficients as
?
T/2
? ?
α
1 ?2πint
n =
T
?T/2
x (t) exp dt (2.2)
T
Then under very general conditions, one can represent x (t) in a Fourier Series:
?
? ?
∞
2πint
x (t) = α
n exp . (2.3)
T
n=?∞
Exercise. Write x (t) as a Fourier cosine and sine series.
The Parseval Theorem for Fourier series is
∞
?
T/2
?
1
2
T
?T/2
x (t)
2
dt = |a
n | , (2.4)
n=?∞
and which follows immediately from the orthogonality of the complex exponentials over interval
T.
Exercise. Prove the Fourier Series versions of the shift, differentiation, scaling, and time-
reversal theorems.
Part of the utility of δ?functions is that they permit us to do a variety of calculations which
are not classically permitted. Consider for example, the Fourier transform of a periodic function,
e.g., any x (t) as in Eq. (2.3)
∞
?
∞
?
n=?∞ n=?∞
ignoring all convergence issues. We thus have the nice result that a periodic function has a
Fourier transform; it has the property of vanishing except precisely at the usual Fourier series
frequencies where its value is a δ?function with amplitude equal to the complex Fourier series
coefficient at that frequency.
Suppose that instead,
x (t) = 0, |t| ≥ T/2 (2.6)
that is, x (t) is non-zero except in the finite interval ?T/2 ≤ t ≤ T/2 (this is called a “time-
limited” function). The following elementary statement proves to be very useful. Write x (t) as
a Fourier series in |t| T/2, and as zero elsewhere:
?
?
∞
α
n exp (2πint/T ) , |t| ≤ T/2
n=?∞
x (t) = (2.7)
0, |t| T/2
?
∞
?∞
?x (s) = α
n
e
(2πint/T )
e
?2πist
dt = α
n δ (s ? n/T ) , (2.5)
10 1. FREQUENCY DOMAIN FORMULATION
where
?
T/2
? ?
α
1
n =
?T/2
x (t) exp
T
2πint
? dt, (2.8)
T
as though it were actually periodic. Thus as defined, x (t) corresponds to some different, per
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