Fourier series¶
We consider a one-dimensional periodic signal f(x)∈C with x∈[0,L). The Fourier series expansion of this signal is given by
f(x)=∞∑k=−∞Fkexp(2πkxLI),
where k∈Z, Fk∈C, and I is the imaginary unit √−1. A weighted average of this relation in the given range:
1L∫L0f(x)exp(−2πkxLI)dx
yields
1L∫L0∞∑l=−∞Flexp(2πlxLI)exp(−2πkxLI)dx=1L∞∑l=−∞Fl∫L0exp(2π(l−k)xLI)dx(N.B. integral and summation are interchanged)=∞∑l=−∞Flδlk=Fk,
which is used to find Fk from f(x). Here we utilize the periodicity:
1L∫L0exp(2πnxLI)dx=δn0
with n∈Z.