Signals and Systems

Properties of Continuous-Time Fourier Series

Imron Rosyadi

Properties of Continuous-Time Fourier Series

Introduction to Fourier Series Properties

Fourier series representations possess important properties useful for conceptual insights and simplifying calculations.

These properties help us understand how operations on a signal in the time domain affect its Fourier series coefficients.

Shorthand Notation for Fourier Series

To simplify discussion, we use a shorthand notation.

If \(x(t)\) is a periodic signal with period \(T\) and fundamental frequency \(\omega_0 = 2\pi/T\), and its Fourier series coefficients are \(a_k\), we write:

\[ x(t) \stackrel{\mathcal{F S}}{\longleftrightarrow} a_{k} \]

Linearity

If \(x(t)\) and \(y(t)\) are periodic with period \(T\), with coefficients \(a_k\) and \(b_k\) respectively:

\[ \begin{aligned} & x(t) \stackrel{\mathcal{F S}}{\longleftrightarrow} a_{k}, \\ & y(t) \stackrel{\mathcal{F S}}{\longleftrightarrow} b_{k} . \end{aligned} \]

Then, a linear combination of these signals, \(z(t) = A x(t) + B y(t)\), will have Fourier series coefficients \(c_k\):

\[ z(t)=A x(t)+B y(t) \stackrel{\mathcal{F S}}{\longleftrightarrow} c_{k}=A a_{k}+B b_{k} \]

Linearity: Interactive Demonstration

Let’s see linearity in action with two simple periodic signals.

Time Shifting

When a periodic signal \(x(t)\) is shifted in time by \(t_0\) to become \(y(t) = x(t-t_0)\), its period \(T\) remains unchanged.

The new Fourier series coefficients \(b_k\) are related to the original coefficients \(a_k\) by:

\[ x\left(t-t_{0}\right) \stackrel{\mathcal{F S}}{\longleftrightarrow} e^{-j k \omega_{0} t_{0}} a_{k}=e^{-j k(2 \pi / T) t_{0}} a_{k} \]

Tip

Key Insight: Time shifting a signal only changes the phase of its Fourier coefficients, not their magnitudes.

Time Shifting: Interactive Visualization

Observe a square wave and its time-shifted version. Notice how the magnitude of coefficients remains the same, but the phase changes.

Time Reversal

When a periodic signal \(x(t)\) undergoes time reversal to become \(y(t) = x(-t)\), its period \(T\) remains unchanged.

The new Fourier series coefficients \(b_k\) are related to the original coefficients \(a_k\) by:

\[ x(-t) \stackrel{\mathcal{F S}}{\longleftrightarrow} a_{-k} \]

Note

Symmetry Implication:
If \(x(t)\) is even (\(x(-t) = x(t)\)), then \(a_k = a_{-k}\).
If \(x(t)\) is odd (\(x(-t) = -x(t)\)), then \(a_k = -a_{-k}\).

Time Reversal: Interactive Visualization

Observe an asymmetric periodic signal and its time-reversed version.

Time Scaling

If \(x(t)\) is periodic with period \(T\) and fundamental frequency \(\omega_0\), then \(x(\alpha t)\) (for \(\alpha > 0\)) is periodic with period \(T/\alpha\) and fundamental frequency \(\alpha \omega_0\).

The Fourier coefficients for \(x(\alpha t)\) are the same as for \(x(t)\), i.e., \(a_k\).

\[ x(\alpha t)=\sum_{k=-\infty}^{+\infty} a_{k} e^{j k\left(\alpha \omega_{0}\right) t} \]

Caution

Important: While the coefficients \(a_k\) remain the same, the series representation changes because the fundamental frequency is now \(\alpha \omega_0\).

Time Scaling: Interactive Visualization

Observe how scaling affects the signal’s period and fundamental frequency, while the coefficients themselves remain invariant.

Multiplication

If \(x(t)\) and \(y(t)\) are periodic with period \(T\), with coefficients \(a_k\) and \(b_k\) respectively:

\[ \begin{aligned} & x(t) \stackrel{\mathcal{F S}}{\longleftrightarrow} a_{k}, \\ & y(t) \stackrel{\mathcal{F S}}{\longleftrightarrow} b_{k} . \end{aligned} \]

The Fourier series coefficients \(h_k\) of their product \(x(t)y(t)\) are given by the discrete-time convolution of \(a_k\) and \(b_k\):

\[ x(t) y(t) \stackrel{\mathcal{F S}}{\longleftrightarrow} h_{k}=\sum_{l=-\infty}^{\infty} a_{l} b_{k-l} \]

Conjugation and Conjugate Symmetry

Taking the complex conjugate of a periodic signal \(x(t)\) has the effect of complex conjugation and time reversal on its Fourier series coefficients:

\[ x^{*}(t) \stackrel{\mathcal{F S}}{\longleftrightarrow} a_{-k}^{*} \]

A significant consequence for real signals (\(x(t) = x^*(t)\)) is conjugate symmetry:

\[ a_{-k}=a_{k}^{*} \]

This implies various symmetry properties for magnitudes, phases, real, and imaginary parts of coefficients for real signals.

Parseval’s Relation for Continuous-Time Periodic Signals

Parseval’s relation states that the average power of a periodic signal in the time domain equals the sum of the average powers of its harmonic components in the frequency domain.

\[ \frac{1}{T} \int_{T}|x(t)|^{2} d t=\sum_{k=-\infty}^{+\infty}\left|a_{k}\right|^{2} \]

The left side is the average power in one period of \(x(t)\). The term \(|a_k|^2\) represents the average power in the \(k\)-th harmonic component.

Important

Conservation of Energy: This relation highlights the conservation of power between the time and frequency domains.

Parseval’s Relation: Interactive Demonstration

Let’s verify Parseval’s relation for a simple square wave.

Summary of Properties

Many important properties of continuous-time Fourier series are summarized in the table below.

Property Periodic Signal Fourier Series Coeffs
Linearity \(Ax(t) + By(t)\) \(Aa_k + Bb_k\)
Time Shift \(x(t-t_0)\) \(a_k e^{-jk\omega_0 t_0}\)
Freq Shift \(e^{jM\omega_0 t}x(t)\) \(a_{k-M}\)
Conjugation \(x^*(t)\) \(a_{-k}^*\)
Time Reversal \(x(-t)\) \(a_{-k}\)
Time Scaling \(x(\alpha t)\) \(a_k\) (with new \(\omega_0\))

Summary of Properties

Property Periodic Signal Fourier Series Coeffs
Periodic Convolution \(\int_T x(\tau)y(t-\tau)d\tau\) \(T a_k b_k\)
Multiplication \(x(t)y(t)\) \(\sum_{l=-\infty}^\infty a_l b_{k-l}\)
Differentiation \(dx(t)/dt\) \(jk\omega_0 a_k\)
Integration \(\int x(\tau)d\tau\) \((1/(jk\omega_0)) a_k\)
Real Signal \(x(t)\) real \(a_k = a_{-k}^*\)
Real & Even \(x(t)\) real & even \(a_k\) real & even
Real & Odd \(x(t)\) real & odd \(a_k\) purely imag. & odd

\[ \frac{1}{T} \int_{T}|x(t)|^{2} d t=\sum_{k=-\infty}^{+\infty}\left|a_{k}\right|^{2} \quad \text{(Parseval's Relation)} \]

Example 3.6: Using Linearity and Time Shifting

Consider the signal \(g(t)\) with period 4.

We know \(g(t) = x(t-1) - 1/2\), where \(x(t)\) is a symmetric square wave with \(T=4, T_1=1\).

The coefficients \(a_k\) for \(x(t)\) are \(\frac{\sin(\pi k/2)}{k\pi}\) (for \(k \neq 0\)) and \(a_0 = 1/2\).

graph LR
    A["x(t) - Square Wave T=4, T1=1"] --> B{"Shift by 1: x(t-1)"}
    C["Constant -1/2"] --> D{Add to B}
    B --> E["g(t) = x(t-1) - 1/2"]
    D --> E

Example 3.6: Deriving Coefficients

  1. Time Shifting: Coefficients \(b_k\) for \(x(t-1)\) are \(a_k e^{-j k \omega_0 t_0}\).

    Here, \(\omega_0 = 2\pi/T = 2\pi/4 = \pi/2\) and \(t_0 = 1\).

    So, \(b_k = a_k e^{-j k (\pi/2)(1)} = a_k e^{-j k \pi/2}\).

  2. DC Offset: The term \(-1/2\) has coefficients \(c_k = -1/2\) for \(k=0\) and \(0\) for \(k \neq 0\).

  3. Linearity: Coefficients \(d_k\) for \(g(t) = x(t-1) - 1/2\) are \(b_k + c_k\).

    \[ d_{k}=\left\{\begin{array}{ll} \frac{\sin (\pi k / 2)}{k \pi} e^{-j k \pi / 2}, & \text { for } k \neq 0 \\ 0, & \text { for } k=0 \end{array}\right. \]

Example 3.7: Using Differentiation

Consider the triangular wave signal \(x(t)\) with period \(T=4\).

Its derivative, \(dx(t)/dt\), is the square wave \(g(t)\) from Example 3.6.

If \(e_k\) are the coefficients for \(x(t)\) and \(d_k\) for \(g(t)\), the differentiation property states:

\[ d_{k}=j k \omega_{0} e_{k} \]

Since \(\omega_0 = \pi/2\):

\[ d_{k}=j k (\pi/2) e_{k} \]

Example 3.7: Deriving Coefficients

From \(d_k = j k (\pi/2) e_k\), we can find \(e_k\):

\[ e_{k}=\frac{2 d_{k}}{j k \pi}, \quad k \neq 0 \]

Substituting \(d_k\) from Example 3.6:

\[ e_{k}=\frac{2 \sin (\pi k / 2)}{j(k \pi)^{2}} e^{-j k \pi / 2}, \quad k \neq 0 \]

For \(k=0\), \(e_0\) is the average value of \(x(t)\) over one period:

\[ e_{0}=\frac{1}{T} \int_T x(t) dt = \frac{1}{4} \times (\text{Area of triangle}) = \frac{1}{4} \times (2) = \frac{1}{2} \]

Example 3.8: Impulse Train Coefficients

The impulse train \(x(t) = \sum_{k=-\infty}^{\infty} \delta(t-kT)\) with period \(T\).

The Fourier series coefficients \(a_k\) are found by integrating over one period (e.g., \([-T/2, T/2]\)):

\[ a_{k}=\frac{1}{T} \int_{-T / 2}^{T / 2} \delta(t) e^{-j k 2 \pi / T} d t=\frac{1}{T} \]

All coefficients are equal: \(a_k = 1/T\).

graph LR
    A[…] --- B{…}
    B -- T --> C{"δ(t)"}
    C -- T --> D{"δ(t-T)"}
    D -- T --> E{"δ(t-2T)"}
    E -- T --> B
    style C fill:#f9f,stroke:#333,stroke-width:2px

Example 3.8: Relating Signals using Properties

The derivative of a square wave \(g(t)\) is \(q(t)\), which can be expressed as a difference of two shifted impulse trains:

\[ q(t)=x\left(t+T_{1}\right)-x\left(t-T_{1}\right) \]

  • Coefficients for \(x(t)\) are \(a_k = 1/T\).

  • By time-shifting and linearity, coefficients \(b_k\) for \(q(t)\) are:

    \(b_k = a_k e^{j k \omega_0 T_1} - a_k e^{-j k \omega_0 T_1}\)

    \(b_k = \frac{1}{T} (e^{j k \omega_0 T_1} - e^{-j k \omega_0 T_1}) = \frac{2j \sin(k \omega_0 T_1)}{T}\)

graph TD
    A["Square Wave g(t)"]
    B["Derivative d/dt"]
    C["Impulse Train x(t)"]
    D["Shifted x(t+T1)"]
    E["Shifted x(t-T1)"]
    F["q(t) = D - E"]

    A -- B --> F
    C -- Shift --> D
    C -- Shift --> E
    D -- Subtract --> F
    E -- Subtract --> F

Example 3.8: Connecting Back to Square Wave

Since \(q(t)\) is the derivative of \(g(t)\), we use the differentiation property:

\[ b_{k}=j k \omega_{0} c_{k} \]

Where \(c_k\) are the Fourier coefficients of \(g(t)\).

Solving for \(c_k\) (for \(k \neq 0\)):

\[ c_{k}=\frac{b_{k}}{j k \omega_{0}}=\frac{2 j \sin \left(k \omega_{0} T_{1}\right)}{j k \omega_{0} T}=\frac{\sin \left(k \omega_{0} T_{1}\right)}{k \pi}, \quad k \neq 0 \]

For \(c_0\), the average value of \(g(t)\) from inspection of a square wave with width \(2T_1\):

\[ c_{0}=\frac{2 T_{1}}{T} \]

These are the same coefficients derived directly for a square wave!

Example 3.9: Characterizing a Signal

Given facts about \(x(t)\):

  1. \(x(t)\) is a real signal.
  2. \(x(t)\) is periodic with \(T=4\), coefficients \(a_k\).
  3. \(a_k = 0\) for \(|k|>1\).
  4. The signal with coefficients \(b_k = e^{-j\pi k/2} a_{-k}\) is odd.
  5. \(\frac{1}{4} \int_{4}|x(t)|^{2} d t = 1/2\).

Let’s determine \(x(t)\) to within a sign factor.

Example 3.9: Step-by-Step Deduction

Fact 3: \(a_k = 0\) for \(|k|>1\).

\(\implies x(t) = a_0 + a_1 e^{j\pi t/2} + a_{-1} e^{-j\pi t/2}\) (since \(\omega_0 = 2\pi/4 = \pi/2\)).

Fact 1: \(x(t)\) is real.

\(\implies a_0\) is real, and \(a_1 = a_{-1}^*\).

So, \(x(t) = a_0 + 2\operatorname{Re}\{a_1 e^{j\pi t/2}\}\).

Fact 4: Signal with \(b_k = e^{-j\pi k/2} a_{-k}\) is odd.

  • \(a_{-k}\) corresponds to \(x(-t)\) (Time Reversal).
  • \(e^{-j\pi k/2}\) corresponds to a time shift of \(t_0=1\) (since \(e^{-jk\omega_0 t_0}\) with \(\omega_0=\pi/2, t_0=1\) gives \(e^{-jk\pi/2}\)).

\(\implies b_k\) correspond to \(x(-(t-1)) = x(-t+1)\).

Since \(x(-t+1)\) is odd and real (Fact 1), its Fourier coefficients \(b_k\) must be purely imaginary and odd. \(\implies b_0 = 0\) and \(b_{-1} = -b_1\).

Example 3.9: Final Steps

From \(b_0 = 0\):

\(b_0 = e^{-j\pi (0)/2} a_{-0} = a_0 = 0\).

From \(b_{-1} = -b_1\):

We also know \(b_k = e^{-j\pi k/2} a_{-k}\).

For \(k=1\): \(b_1 = e^{-j\pi /2} a_{-1} = -j a_{-1}\).

Since \(a_{-1} = a_1^*\), we have \(b_1 = -j a_1^*\).

Since \(b_k\) are purely imaginary, \(b_1\) must be purely imaginary. This is consistent with \(-j a_1^*\).

Example 3.9: Final Steps

Fact 5: Parseval’s Relation.

The average power of \(x(-t+1)\) is also \(1/2\).

\(\frac{1}{4} \int_{4}|x(-t+1)|^{2} d t=1/2\).

Using Parseval’s: \(\sum_{k=-\infty}^\infty |b_k|^2 = |b_{-1}|^2 + |b_0|^2 + |b_1|^2 = 1/2\).

Since \(b_0=0\) and \(b_{-1}=-b_1\), we have \(2|b_1|^2 = 1/2 \implies |b_1|^2 = 1/4 \implies |b_1| = 1/2\).

Since \(b_1\) is purely imaginary, \(b_1 = j/2\) or \(b_1 = -j/2\).

Example 3.9: Determining \(x(t)\)

We have \(a_0=0\) and \(b_1 = -j a_1^*\).

Case 1: \(b_1 = j/2\).

\(j/2 = -j a_1^* \implies a_1^* = -1/2 \implies a_1 = -1/2\).

Then \(x(t) = 2\operatorname{Re}\{(-1/2) e^{j\pi t/2}\} = 2(-1/2 \cos(\pi t/2)) = -\cos(\pi t/2)\).

Case 2: \(b_1 = -j/2\).

\(-j/2 = -j a_1^* \implies a_1^* = 1/2 \implies a_1 = 1/2\).

Then \(x(t) = 2\operatorname{Re}\{(1/2) e^{j\pi t/2}\} = 2(1/2 \cos(\pi t/2)) = \cos(\pi t/2)\).

Thus, \(x(t) = \pm \cos(\pi t/2)\).