傅里叶级数与傅里叶变换_Part2_周期为2Π的函数展开为傅里叶级数
参考链接：
DR_CAN老师的原视频
0、复习Part1的内容
参考链接：傅里叶级数与傅里叶变换_Part1_三角函数系的正交性
三角函数系
{ sin 0 x = 0 , cos 0 x = 1 , sin x , cos x , sin 2 x , cos 2 x , ⋯ , sin n x , cos n x , ⋯ , ⋯ } \left\{ {\sin 0x = 0,\cos 0x = 1,\sin x,\cos x,\sin 2x,\cos 2x, \cdots ,\sin nx,\cos nx, \cdots , \cdots } \right\} {sin0x=0,cos0x=1,sinx,cosx,sin2x,cos2x,⋯,sinnx,cosnx,⋯,⋯}
任意两个不同的项，都是正交的。
即 ：
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\left\{ \begin{array}{l} \int_{ - \pi }^\pi {\sin nx \cdot \cos mx} dx = 0{\rm{ }}\left( {\rm{1}} \right)\\\\ \int_{ - \pi }^\pi {\cos nx \cdot \cos mx} dx = 0,n \ne m{\rm{ }}\left( {\rm{2}} \right)\\\\ \int_{ - \pi }^\pi {\sin nx \cdot \sin mx} dx = 0,n \ne m{\rm{ }}\left( {\rm{3}} \right) \end{array} \right.
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⎧∫−ππsinnx⋅cosmxdx=0(1)∫−ππcosnx⋅cosmxdx=0,n=m(2)∫−ππsinnx⋅sinmxdx=0,n=m(3)
另外，当 n = m n = m n=m时，上述三式的计算结果也是后续推导中需要用到的重要结论。
∫ − π π sin n x ⋅ cos m x d x = ∫ − π π sin n x ⋅ cos n x d x = ∫ − π π 1 2 sin 2 n x d x = 1 2 ( − 1 2 n cos 2 n x ) ∣ − π π = 0 \int_{ - \pi }^\pi {\sin nx \cdot \cos mx} dx = \int_{ - \pi }^\pi {\sin nx \cdot \cos nx} dx = \int_{ - \pi }^\pi {\frac{1}{2}\sin 2nx} dx = \frac{1}{2}\left( { - \frac{1}{{2n}}\cos 2nx} \right)\left| {_{ - \pi }^\pi } \right. = 0 ∫−ππsinnx⋅cosmxdx=∫−ππsinnx⋅cosnxdx=∫−ππ21sin2nxdx=21(−2n1cos2nx) −ππ=0
∫ − π π cos n x ⋅ cos m x d x = ∫ − π π ( cos n x ) 2 d x = ∫ − π π 1 2 ( 1 + cos 2 n x ) d x = 1 2 x ∣ − π π + 1 2 ⋅ ( 1 2 n sin 2 n x ) ∣ − π π = π + 0 = π \int_{ - \pi }^\pi {\cos nx \cdot \cos mx} dx = \int_{ - \pi }^\pi {{{\left( {\cos nx} \right)}^2}} dx = \int_{ - \pi }^\pi {\frac{1}{2}} \left( {1 + \cos 2nx} \right)dx = \frac{1}{2}x\left| {_{ - \pi }^\pi } \right. + \frac{1}{2} \cdot \left( {\frac{1}{{2n}}\sin 2nx} \right)\left| {_{ - \pi }^\pi } \right. = \pi + 0 = \pi ∫−ππcosnx⋅cosmxdx=∫−ππ(cosnx)2dx=∫−ππ21(1+cos2nx)dx=21x −ππ+21⋅(2n1sin2nx) −ππ=π+0=π
∫ − π π sin n x ⋅ sin m x d x = ∫ − π π ( sin n x ) 2 d x = ∫ − π π 1 2 ( 1 − cos 2 n x ) d x = 1 2 x ∣ − π π − 1 2 ⋅ ( 1 2 n sin 2 n x ) ∣ − π π = π − 0 = π \int_{ - \pi }^\pi {\sin nx \cdot \sin mx} dx = \int_{ - \pi }^\pi {{{\left( {\sin nx} \right)}^2}} dx = \int_{ - \pi }^\pi {\frac{1}{2}} \left( {1 - \cos 2nx} \right)dx = \frac{1}{2}x\left| {_{ - \pi }^\pi } \right. - \frac{1}{2} \cdot \left( {\frac{1}{{2n}}\sin 2nx} \right)\left| {_{ - \pi }^\pi } \right. = \pi - 0 = \pi ∫−ππsinnx⋅sinmxdx=∫−ππ(sinnx)2dx=∫−ππ21(1−cos2nx)dx=21x −ππ−21⋅(2n1sin2nx) −ππ=π−0=π
注：当 n = m n = m n=m时， sin n x \sin nx sinnx和 cos n x \cos nx cosnx本质上是两个不同的项，因此 ∫ − π π sin n x ⋅ cos m x d x = 0 \int_{ - \pi }^\pi {\sin nx \cdot \cos mx} dx = 0 ∫−ππsinnx⋅cosmxdx=0它们是正交的。
1、周期函数的傅里叶展开
下面来考虑一个周期函数周期为
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f\left( x \right) = f\left( {x + 2\pi } \right)
f(x)=f(x+2π) ，如下图所示
像这样的函数，我们可以把它展开为三角级数，就是一系列三角函数的加和。如下所示：
f ( x ) = ∑ n = 0 ∞ a n cos n x + ∑ n = 0 ∞ b n sin n x f\left( x \right) = \sum\limits_{n = 0}^\infty {{a_n}\cos nx} + \sum\limits_{n = 0}^\infty {{b_n}\sin nx} f(x)=n=0∑∞ancosnx+n=0∑∞bnsinnx
在某些教科书上面写的傅里叶展开是 f ( x ) = a 0 2 + ∑ n = 1 ∞ ( a n cos n x + b n sin n x ) f\left( x \right) =\pmb{ \frac{{{a_0}}}{2}} + \sum\limits_{\pmb{n = 1}}^\infty {\left( {{a_n}\cos nx + {b_n}\sin nx} \right)} f(x)=2a0+n=1∑∞(ancosnx+bnsinnx)
f ( x ) = ∑ n = 0 ∞ a n cos n x + ∑ n = 0 ∞ b n sin n x = a 0 cos 0 x + b 0 sin 0 x + ∑ n = 1 ∞ a n cos n x + ∑ n = 1 ∞ b n sin n x f ( x ) = a 0 + ∑ n = 1 ∞ ( a n cos n x + b n sin n x ) \begin{array}{l} f\left( x \right) = \sum\limits_{n = 0}^\infty {{a_n}\cos nx} + \sum\limits_{n = 0}^\infty {{b_n}\sin nx} \\ = {a_0}\cos 0x + {b_0}\sin 0x + \sum\limits_{n = 1}^\infty {{a_n}\cos nx} + \sum\limits_{n = 1}^\infty {{b_n}\sin nx} \\ f\left( x \right) =\pmb{a_0} + \sum\limits_{\pmb{n = 1}}^\infty {\left( {{a_n}\cos nx + {b_n}\sin nx} \right)} \end{array} f(x)=n=0∑∞ancosnx+n=0∑∞bnsinnx=a0cos0x+b0sin0x+n=1∑∞ancosnx+n=1∑∞bnsinnxf(x)=a0+n=1∑∞(ancosnx+bnsinnx)
为什么 a 0 a_0 a0 被写成了 a 0 2 \frac{{{a_0}}}{2} 2a0呢，请继续往下看
Ⅰ、求 a 0 {a_0} a0
等式的左右两边同时求
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\begin{array}{l} \int_{ - \pi }^\pi {f\left( x \right)dx} = \int_{ - \pi }^\pi {{a_0}dx} + \int_{ - \pi }^\pi {\sum\limits_{n = 1}^\infty {\left( {{a_n}\cos nx + {b_n}\sin nx} \right)} dx} \\ = \int_{ - \pi }^\pi {{a_0}dx} + \sum\limits_{n = 1}^\infty {\left( {{a_n}\int_{ - \pi }^\pi {\cos 0x \cdot \cos nxdx} + {b_n}\int_{ - \pi }^\pi {\cos 0x \cdot \sin nxdx} } \right)} \end{array}
∫−ππf(x)dx=∫−ππa0dx+∫−ππn=1∑∞(ancosnx+bnsinnx)dx=∫−ππa0dx+n=1∑∞(an∫−ππcos0x⋅cosnxdx+bn∫−ππcos0x⋅sinnxdx)
∵ 三角函数的正交性可得 ∫ − π π cos 0 x ⋅ cos n x d x = ∫ − π π cos 0 x ⋅ sin n x d x = 0 \int_{ - \pi }^\pi {\cos 0x \cdot \cos nxdx} = \int_{ - \pi }^\pi {\cos 0x \cdot \sin nxdx} = 0 ∫−ππcos0x⋅cosnxdx=∫−ππcos0x⋅sinnxdx=0 ，其中， n = 1 , 2 , 3 , ⋯ , ∞ ≠ 0 n = 1,2,3, \cdots ,\infty \ne 0 n=1,2,3,⋯,∞=0
∴ ∫ − π π f ( x ) d x = ∫ − π π a 0 d x + ∑ n = 1 ∞ ( a n ∫ − π π cos 0 x ⋅ cos n x d x + b n ∫ − π π cos 0 x ⋅ sin n x d x ) = 2 π a 0 + ∑ n = 1 ∞ ( a n ⋅ 0 + b n ⋅ 0 ) = 2 π a 0 \begin{aligned} \int_{ - \pi }^\pi {f\left( x \right)dx} &= \int_{ - \pi }^\pi {{a_0}dx} + \sum\limits_{n = 1}^\infty {\left( {{a_n}\int_{ - \pi }^\pi {\cos 0x \cdot \cos nxdx} + {b_n}\int_{ - \pi }^\pi {\cos 0x \cdot \sin nxdx} } \right)} \\ & = 2\pi {a_0} + \sum\limits_{n = 1}^\infty {\left( {{a_n} \cdot 0 + {b_n} \cdot 0} \right)} = 2\pi {a_0} \end{aligned} ∫−ππf(x)dx=∫−ππa0dx+n=1∑∞(an∫−ππcos0x⋅cosnxdx+bn∫−ππcos0x⋅sinnxdx)=2πa0+n=1∑∞(an⋅0+bn⋅0)=2πa0
⇒ a 0 = 1 2 π ∫ − π π f ( x ) d x ⇒ a 0 ′ = 1 π ∫ − π π f ( x ) d x a 0 = a ′ 0 2 \Rightarrow {a_0} = \frac{1}{{2\pi }}\int_{ - \pi }^\pi {f\left( x \right)dx} \Rightarrow {a'_0} = \pmb{\frac{1}{\pi }}\int_{ - \pi }^\pi {f\left( x \right)dx} {a_0} = \frac{{{{a'}_0}}}{2} ⇒a0=2π1∫−ππf(x)dx⇒a0′=π1∫−ππf(x)dxa0=2a′0
即：
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f\left( x \right) = {a_0} + \sum\limits_{n = 1}^\infty {\left( {{a_n}\cos nx + {b_n}\sin nx} \right)} = \frac{{{{a'}_0}}}{2} + \sum\limits_{n = 1}^\infty {\left( {{a_n}\cos nx + {b_n}\sin nx} \right)}
f(x)=a0+n=1∑∞(ancosnx+bnsinnx)=2a′0+n=1∑∞(ancosnx+bnsinnx)
Ⅱ、求 a n {a_n} an
首先等式的两边同时乘以 cos m x \cos mx cosmx，然后等式的左右两边同时 − π -\pi −π到 π \pi π的积分， ∫ − π π d x \int_{ - \pi }^\pi {dx} ∫−ππdx
∫ − π π f ( x ) cos m x d x = ∫ − π π a 0 2 cos m x d x + ∫ − π π ∑ n = 1 ∞ ( a n cos n x cos m x ) d x + ∫ − π π ∑ n = 1 ∞ ( b n sin n x cos m x ) d x \int_{ - \pi }^\pi {f\left( x \right)\cos mxdx} = \int_{ - \pi }^\pi {\frac{{{a_0}}}{2}\cos mxdx} + \int_{ - \pi }^\pi {\sum\limits_{n = 1}^\infty {\left( {{a_n}\cos nx\cos mx} \right)} dx} + \int_{ - \pi }^\pi {\sum\limits_{n = 1}^\infty {\left( {{b_n}\sin nx\cos mx} \right)} dx} ∫−ππf(x)cosmxdx=∫−ππ2a0cosmxdx+∫−ππn=1∑∞(ancosnxcosmx)dx+∫−ππn=1∑∞(bnsinnxcosmx)dx
∵ 三角函数的正交性可得
第一项： ∫ − π π a 0 2 cos m x d x = a 0 2 ∫ − π π cos 0 x cos m x d x = 0 \int_{ - \pi }^\pi {\frac{{{a_0}}}{2}\cos mxdx} = \frac{{{a_0}}}{2}\int_{ - \pi }^\pi {\cos 0x\cos mxdx} = 0 ∫−ππ2a0cosmxdx=2a0∫−ππcos0xcosmxdx=0
第三项： ∫ − π π ∑ n = 1 ∞ ( b n sin n x cos m x ) d x = ∑ n = 1 ∞ b n ∫ − π π sin n x cos m x d x = ∑ n = 1 ∞ b n ⋅ 0 = 0 \int_{ - \pi }^\pi {\sum\limits_{n = 1}^\infty {\left( {{b_n}\sin nx\cos mx} \right)} dx} = \sum\limits_{n = 1}^\infty {{b_n}\int_{ - \pi }^\pi {\sin nx\cos mxdx} = } \sum\limits_{n = 1}^\infty {{b_n} \cdot 0 = } 0 ∫−ππn=1∑∞(bnsinnxcosmx)dx=n=1∑∞bn∫−ππsinnxcosmxdx=n=1∑∞bn⋅0=0
∴等式的右边就只剩下第二项了
∫ − π π f ( x ) cos m x d x = ∫ − π π ∑ n = 1 ∞ ( a n cos n x cos m x ) d x \int_{ - \pi }^\pi {f\left( x \right)\cos mxdx} = \int_{ - \pi }^\pi {\sum\limits_{n = 1}^\infty {\left( {{a_n}\cos nx\cos mx} \right)} dx} ∫−ππf(x)cosmxdx=∫−ππn=1∑∞(ancosnxcosmx)dx
根据三角函数的正交性，当 n ≠ m n \ne m n=m时， a n ∫ − π π cos n x cos m x d x = 0 {a_n}\int_{ - \pi }^\pi {\cos nx\cos mxdx} = 0 an∫−ππcosnxcosmxdx=0
∴ 等式右边，就剩下当 n = m n = m n=m时的那一项，即
∫ − π π f ( x ) cos n x d x = ∫ − π π ( a n cos n x cos n x ) d x = a n ∫ − π π cos n x cos n x d x = a n ⋅ π \int_{ - \pi }^\pi {f\left( x \right)\cos nxdx} = \int_{ - \pi }^\pi {\left( {{a_n}\cos nx\cos nx} \right)dx} = {a_n}\int_{ - \pi }^\pi {\cos nx\cos nxdx} = {a_n} \cdot \pi ∫−ππf(x)cosnxdx=∫−ππ(ancosnxcosnx)dx=an∫−ππcosnxcosnxdx=an⋅π
⇒ a n = 1 π ∫ − π π f ( x ) cos n x d x \Rightarrow {a_n} = \pmb{\frac{1}{\pi }}\int_{ - \pi }^\pi {f\left( x \right)\cos nxdx} ⇒an=π1∫−ππf(x)cosnxdx, 你看 a n a_n an的系数都是 1 π \pmb{\frac{1}{\pi }} π1，所以把 a 0 = 1 π ∫ − π π f ( x ) d x {a_0} = \frac{1}{\pi }\int_{ - \pi }^\pi {f\left( x \right)dx} a0=π1∫−ππf(x)dx ，原式中 a 0 {a_0} a0替换成 a 0 2 \frac{{{a_0}}}{2} 2a0。
Ⅲ、求 b n {b_n} bn
首先等式的两边同时乘以 sin m x \sin mx sinmx，然后等式的左右两边同时 − π -\pi −π到 π \pi π的积分， ∫ − π π d x \int_{ - \pi }^\pi {dx} ∫−ππdx
∫ − π π f ( x ) sin m x d x = ∫ − π π a 0 2 sin m x d x + ∫ − π π ∑ n = 1 ∞ ( a n cos n x sin m x ) d x + ∫ − π π ∑ n = 1 ∞ ( b n sin n x sin m x ) d x \int_{ - \pi }^\pi {f\left( x \right)\sin mxdx} = \int_{ - \pi }^\pi {\frac{{{a_0}}}{2}\sin mxdx} + \int_{ - \pi }^\pi {\sum\limits_{n = 1}^\infty {\left( {{a_n}\cos nx\sin mx} \right)} dx} + \int_{ - \pi }^\pi {\sum\limits_{n = 1}^\infty {\left( {{b_n}\sin nx\sin mx} \right)} dx} ∫−ππf(x)sinmxdx=∫−ππ2a0sinmxdx+∫−ππn=1∑∞(ancosnxsinmx)dx+∫−ππn=1∑∞(bnsinnxsinmx)dx
∵ 三角函数的正交性可得
第一项： ∫ − π π a 0 2 sin m x d x = a 0 2 ∫ − π π cos 0 x sin m x d x = 0 \int_{ - \pi }^\pi {\frac{{{a_0}}}{2}\sin mxdx} = \frac{{{a_0}}}{2}\int_{ - \pi }^\pi {\cos 0x\sin mxdx} = 0 ∫−ππ2a0sinmxdx=2a0∫−ππcos0xsinmxdx=0 ，其中， m ≠ 0 m \ne 0 m=0
第二项： ∫ − π π ∑ n = 1 ∞ ( a n cos n x sin m x ) d x = ∑ n = 1 ∞ a n ∫ − π π cos n x sin m x d x = ∑ n = 1 ∞ a n ⋅ 0 = 0 \int_{ - \pi }^\pi {\sum\limits_{n = 1}^\infty {\left( {{a_n}\cos nx\sin mx} \right)} dx} = \sum\limits_{n = 1}^\infty {{a_n}\int_{ - \pi }^\pi {\cos nx\sin mxdx} = } \sum\limits_{n = 1}^\infty {{a_n} \cdot 0 = } 0 ∫−ππn=1∑∞(ancosnxsinmx)dx=n=1∑∞an∫−ππcosnxsinmxdx=n=1∑∞an⋅0=0
∴等式的右边就只剩下第三项了 ∫ − π π f ( x ) s i n m x d x = ∫ − π π ∑ n = 1 ∞ ( b n s i n n x s i n m x ) d x \int_{ - \pi }^\pi {f\left( x \right)sinmxdx} = \int_{ - \pi }^\pi {\sum\limits_{n = 1}^\infty {\left( {{b_n}sinnxsinmx} \right)} dx} ∫−ππf(x)sinmxdx=∫−ππn=1∑∞(bnsinnxsinmx)dx
根据三角函数的正交性，当 n ≠ m n \ne m n=m时， b n ∫ − π π sin n x sin m x d x = 0 {b_n}\int_{ - \pi }^\pi {\sin nx\sin mxdx} = 0 bn∫−ππsinnxsinmxdx=0
∴ 等式右边，就剩下当 n = m n = m n=m时的那一项，即
∫ − π π f ( x ) sin n x d x = ∫ − π π ( b n sin n x s i n n x ) d x = b n ∫ − π π sin n x s i n n x d x = b n ⋅ π \int_{ - \pi }^\pi {f\left( x \right)\sin nxdx} = \int_{ - \pi }^\pi {\left( {{b_n}\sin nxsinnx} \right)dx} = {b_n}\int_{ - \pi }^\pi {\sin nxsinnxdx} = {b_n} \cdot \pi ∫−ππf(x)sinnxdx=∫−ππ(bnsinnxsinnx)dx=bn∫−ππsinnxsinnxdx=bn⋅π
⇒ b n = 1 π ∫ − π π f ( x ) sin n x d x \Rightarrow {b_n} = \pmb{\frac{1}{\pi }}\int_{ - \pi }^\pi {f\left( x \right)\sin nxdx} ⇒bn=π1∫−ππf(x)sinnxdx 你看 b n b_n bn的系数都是 1 π \pmb{\frac{1}{\pi }} π1，所以把 a 0 = 1 π ∫ − π π f ( x ) d x {a_0} = \frac{1}{\pi }\int_{ - \pi }^\pi {f\left( x \right)dx} a0=π1∫−ππf(x)dx ，原式中 a 0 {a_0} a0替换成 a 0 2 \frac{{{a_0}}}{2} 2a0。
2、总结
对于周期为
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f\left( x \right) = \frac{{{a_0}}}{2} + \sum\limits_{n = 1}^\infty {{a_n}\cos nx} + \sum\limits_{n = 1}^\infty {{b_n}\sin nx}
f(x)=2a0+n=1∑∞ancosnx+n=1∑∞bnsinnx
其中，
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\begin{array}{l} {a_0} = \frac{1}{\pi }\int_{ - \pi }^\pi {f\left( x \right)dx} \\\\ {a_n} = \frac{1}{\pi }\int_{ - \pi }^\pi {f\left( x \right)\cos nxdx} \\\\ {b_n} = \frac{1}{\pi }\int_{ - \pi }^\pi {f\left( x \right)\sin nxdx} \end{array}
a0=π1∫−ππf(x)dxan=π1∫−ππf(x)cosnxdxbn=π1∫−ππf(x)sinnxdx
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傅里叶级数与傅里叶变换_Part0_欧拉公式证明+三角函数和差公式证明
傅里叶级数与傅里叶变换_Part2_周期为2Π的函数展开为傅里叶级数
傅里叶级数与傅里叶变换_Part3_周期为2L的函数展开为傅里叶级数
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