1

Continuous-Time Fourier Series

Notes for ECE 301 Signals and Systems Section 1, Fall 2011
Ilya Pollak
Purdue University
The concepts of orthogonal bases and projections can be extended to spaces
of CT signals. Determining whether a series representation converges (and if so,
what it converges to) is much more complicated than for nite-duration or periodic
DT signals. We therefore will only consider one very important exampleCT
Fourier series.
Consider the set of signals L
2
(T) dened as follows: it is the set of all periodic
complex-valued CT signals s(t) with period T for which
_
+T

|s(t)|
2
dt < ,
where is an arbitrary real numberi.e., the integral is taken over any period. It
turns out that L
2
(T) is a vector space (each vector in this case being a continuous-
time signal). We dene the inner product of two signals as follows:
s, g =
_
+T

s(t)(g(t))

dt.
As in C
N
, s and g being orthogonal still means s, g = 0. As in C
N
, the norm of
a signal s is dened as the square root of its inner product with itself:
s
_
s, s =

_
+T

|s(t)|
2
dt.
Note that the denition of L
2
(T) guarantees that this quantity is nite for any
signal in L
2
(T).
It turns out that the innite collection of T-periodic complex exponentials

k
(t) = exp
_
j2kt
T
_
, k = 0, 1, 2, . . .
forms an orthogonal basis for L
2
(T). In other words, these signals are pairwise
orthogonal (as shown below), and we can represent any T-periodic CT signal
s L
2
(T) as a linear combination of these complex exponentials:
s(t) =

k=
a
k

k
(t) =

k=
a
k
exp
_
j2kt
T
_
. (1)
2
The rst = sign in Eq. (1) needs careful interpretation: unlike the nite-
duration DT case, the equality here is not pointwise. Instead, the equality is
understood in the following sense:
_
_
_
_
_
s
M

k=N
a
k

k
_
_
_
_
_
0 as N and M .
Nevertheless, the coecient formula previously derived for orthogonal represen-
tations in C
N
, is still valid:
a
k
=
s,
k

k
,
k

. (2)
The inner product of
k
and
i
is:

k
,
i
=
_
+T

exp
_
j2kt
T
_
exp
_

j2it
T
_
dt
=
_
+T

exp
_
j2(k i)t
T
_
dt
=
_
T if k = i
0 if k = i
The fact that
k
,
i
= 0 shows that our vectors are indeed pairwise orthogonal.
1
Substituting
k
,
k
= T back into Eq. (2), we get:
a
k
=
s,
k

T
=
1
T
_
+T

s(t) exp
_

j2kt
T
_
dt. (3)
Example 1. Let T, t
0
, and A be three positive real numbers such that T > t
0
> 0.
Consider the following periodic signal:
s(t) =
_
A if |t|
t
0
2
0 if |t|
t
0
2
,
periodically extended with period T, as shown in Fig. 1. Using Eq. (3) with =
T/2, its Fourier series coecients are:
a
0
=
1
T
_
t
0
/2
t
0
/2
Adt =
At
0
T
,
1
Note, however, that this is not enough to prove that they form an orthogonal basis for
L
2
(T) since L
2
(T) is innite-dimensional. Unlike in nite-dimensional vector spaces, it is not
true that any innite set of nonzero orthogonal vectors forms an orthogonal basis for L
2
(T).
Proving the fact that signals
k
do form an orthogonal basis for L
2
(T) is beyond the scope of
this course.
3
T
T
2
t
0
2

t
0
2

T
2
t t t t
s(t)
t
T
t
t
A
Figure 1. Signal s(t) of Example 1.
a
k
=
1
T
_
t
0
/2
t
0
/2
Aexp
_

j2kt
T
_
dt
=
A
T

T
j2k
exp
_

j2kt
T
_

t
0
/2
t
0
/2
=
A
k

1
2j

_
exp
_
jkt
0
T
_
exp
_

jkt
0
T
__
=
A
k
sin
_
kt
0
T
_
.
(Note that this last formula is also valid for k = 0 if we dene
sin

=0
= 1.)
Another common way of decomposing CT periodic signals as linear combina-
tions of sinusoidal signals is by using sines and cosines as basis functions, instead
of complex exponentials. The following innite collection of functions is also an
orthogonal basis for L
2
(T), and is also called a Fourier basis:
c
0
(t) = 1,
c
k
(t) = cos
_
2kt
T
_
, k = 1, 2, . . .
s
k
(t) = sin
_
2kt
T
_
, k = 1, 2, . . .
As we did previously, let us rst prove that these functions are pairwise orthogo-
nal, and nd their energies over one period. We need to consider all pairwise inner
productswhich will now be integrals of products of trigonometric functions. We
4
will therefore need the following formulas:
sin sin =
1
2
(cos( ) cos( + )) (4)
sin cos =
1
2
(sin( ) + sin( + )) (5)
cos cos =
1
2
(cos( ) + cos( + )) (6)
Now we compute the inner products, keeping in mind that s
k
(t) is dened for
k 1 while c
k
(t) is dened for k 0:
s
k
, s
i
=
_
+T

sin
_
2k
t
T
_
sin
_
2i
t
T
_
dt
Eq. (4)
=
1
2
_
+T

_
cos
_
2(k i)
t
T
_
cos
_
2(k + i)
t
T
__
dt
=
_
T
2
, k = i
0, k = i.
s
k
, c
i
=
_
+T

sin
_
2k
t
T
_
cos
_
2i
t
T
_
dt
Eq. (5)
=
1
2
_
+T

_
sin
_
2(k i)
t
T
_
+ sin
_
2(k + i)
t
T
__
dt = 0.
c
k
, c
i
=
_
+T

cos
_
2k
t
T
_
cos
_
2i
t
T
_
dt
Eq. (6)
=
1
2
_
+T

_
cos
_
2(k i)
t
T
_
+ cos
_
2(k + i)
t
T
__
dt
=
_
_
_
T, k = i = 0
T
2
, k = i = 0
0, k = i.
We are now ready to derive formulas for the coecients a
1
, a
2
. . . and b
0
, b
1
, b
2
. . .
of the expansion of a CT T-periodic signal s L
2
(T):
s(t) = b
0
+

k=1
a
k
s
k
(t) +

k=1
b
k
c
k
(t). (7)
b
0
=
s, c
0

c
0
, c
0

5
t t t t t t
x(t)
2 1 0 1 2
1
t
Figure 2. Signal x(t) of Example 2.
=
1
T
_
+T

s(t) dt
b
k
=
s, c
k

c
k
, c
k

=
2
T
_
+T

s(t) cos
_
2k
t
T
_
dt, k = 1, 2, . . .
a
k
=
s, s
k

s
k
, s
k

=
2
T
_
+T

s(t) sin
_
2k
t
T
_
dt, k = 1, 2, . . .
Example 2. Suppose that the period is T = 2, and let signal x be dened by:
x(t) =
_
1, 1 t < 0
0, 0 t < 1,
as illustrated in Fig. 2. Let us compute the Fourier series coecients with respect
to the Fourier basis of sines and cosines. From the formulas above, with = 1,
b
0
=
1
2
_
0
1
1 dt =
1
2
For k 1, b
k
=
2
2
_
0
1
cos
_
2k
t
2
_
dt
=
_
0
1
cos(kt) dt
=
1
k
sin(kt)

t=0
t=1
= 0
a
k
=
2
2
_
0
1
sin
_
2k
t
2
_
dt
6
=
_
0
1
sin(kt) dt
=
1
k
cos(kt)

t=0
t=1
=
_

2
k
, if k is odd
0, if k is even.
A dierent method of nding the coecients is to notice that
(a) Signal x is related to signal s of Example 1. If we set t
0
= 1, A = 1,
and T = 2 in Example 1 and shift s by t
0
/2 to the left, we will obtain x:
x(t) = s(t +
t
0
2
).
(b) Complex exponential basis signals are related to the sine and cosine basis
signals.
Using the Fourier series coecients obtained in Example 1, we have the following
representation of x(t) in the complex exponential Fourier basis:
x(t) = s
_
t +
t
0
2
_
=

k=
A
k
sin
_
kt
0
T
_

k
_
t +
t
0
2
_
=

k=
A
k
sin
_
kt
0
T
_
exp
_
j2k(t + t
0
/2)
T
_
=

k=
A
k
sin
_
kt
0
T
_
exp
_
j2k(t
0
/2)
T
_
exp
_
j2kt
T
_
=

k=
A
k
sin
_
kt
0
T
_
exp
_
jkt
0
T
_

k
(t),
which means that the coecients of x in the complex exponential Fourier basis
are:

k
=
A
k
sin
_
kt
0
T
_
exp
_
jkt
0
T
_
=
1
k
sin
_
k
2
_
exp
_
jk
2
_
. (8)
7
But notice that the complex exponential basis functions are related to the sine and
cosine basis functions as follows:

0
(t) = 1 = c
0
(t),
For k 1,
k
(t) = cos
_
2kt
T
_
+ j sin
_
2kt
T
_
= c
k
(t) + js
k
(t),

k
(t) = cos
_

2kt
T
_
+ j sin
_

2kt
T
_
= c
k
(t) js
k
(t).
Therefore,
x(t) =

k=

k
(t)
=
0

0
(t) +

k=1

k
(t) +
1

k=

k
(t)
=
0

0
(t) +

k=1
[
k

k
(t) +
k

k
(t)]
=
0
c
0
(t) +

k=1
[
k
(c
k
(t) + js
k
(t)) +
k
(c
k
(t) js
k
(t))]
=
0
c
0
(t) +

k=1
(
k
+
k
)c
k
(t) +

k=1
j(
k

k
)s
k
(t).
Matching these coecients with the coecients in Eq. (7), we get the following
relationship between the exponential Fourier series coecients and the sine-cosine
Fourier series coecients of any L
2
(T) signal:
b
0
=
0
,
b
k
=
k
+
k
for k = 1, 2, . . . ,
a
k
= j(
k

k
) for k = 1, 2, . . . .
Using expression (8) we found for the coecients
k
of the specic signal x we
are considering in this example, we get:
b
0
=
0
=
1
2
_
sin(k/2)
(k)/2
exp
_
jk
2
__
k=0
=
1
2
;
b
k
=
k
+
k
=
1
k
sin
_
k
2
_
exp
_
jk
2
_
+
1
(k)
sin
_

k
2
_
exp
_

jk
2
_
8
=
1
k
sin
_
k
2
__
exp
_
jk
2
_
+ exp
_

jk
2
__
=
2
k
sin
_
k
2
_
cos
_
k
2
_
Eq. (5)
=
1
k
(sin 0 + sin k) = 0;
a
k
= j(
k

k
) = j
_
1
k
sin
_
k
2
_
exp
_
jk
2
_

1
(k)
sin
_

k
2
_
exp
_

jk
2
__
=
j
k
sin
_
k
2
__
exp
_
jk
2
_
exp
_

jk
2
__
=
2
k
sin
2
_
k
2
_
=
_

2
k
, if k is odd
0, if k is even.
Note that these are the same results we got before by evaluating the inner products
with sines and cosines directly.