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 kZ, FkC, and I is the imaginary unit 1. A weighted average of this relation in the given range:

1LL0f(x)exp(2πkxLI)dx

yields

1LL0l=Flexp(2πlxLI)exp(2πkxLI)dx=1Ll=FlL0exp(2π(lk)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:

1LL0exp(2πnxLI)dx=δn0

with nZ.