傅里叶级数(Fourier Series)
基础形式
实周期函数
g
(
t
)
g(t)
g(t),周期为
T
T
T,展开成傅里叶级数:
g
(
t
)
=
a
0
+
∑
k
=
1
+
∞
(
a
k
⋅
cos
(
2
π
k
T
t
)
+
b
k
⋅
sin
(
2
π
k
T
t
)
)
a
0
=
1
T
∫
−
T
2
T
2
g
(
t
)
d
t
a
k
=
2
T
∫
−
T
2
T
2
g
(
t
)
cos
(
2
π
k
T
t
)
d
t
b
k
=
2
T
∫
−
T
2
T
2
g
(
t
)
sin
(
2
π
k
T
t
)
d
t
g(t) = a_0 + \sum_{k=1}^{+\infty} \left( a_k \cdot \cos(2 \pi \frac{k}{T} t) + b_k \cdot \sin(2 \pi \frac{k}{T} t) \right)\\ a_0 = \frac{1}{T} \int_{-\frac{T}{2}}^{\frac{T}{2}} g(t) {\rm d}t \\ a_k = \frac{2}{T} \int_{-\frac{T}{2}}^{\frac{T}{2}} g(t) \cos(2\pi \frac{k}{T} t) {\rm d}t\\ b_k = \frac{2}{T} \int_{-\frac{T}{2}}^{\frac{T}{2}} g(t) \sin(2\pi \frac{k}{T} t) {\rm d}t
g(t)=a0+k=1∑+∞(ak⋅cos(2πTkt)+bk⋅sin(2πTkt))a0=T1∫−2T2Tg(t)dtak=T2∫−2T2Tg(t)cos(2πTkt)dtbk=T2∫−2T2Tg(t)sin(2πTkt)dt
演进形式
欧拉公式:
e
j
2
π
k
T
t
=
cos
(
2
π
k
T
t
)
+
j
sin
(
2
π
k
T
t
)
e^{{\rm j}2 \pi \frac{k}{T}t} = \cos(2 \pi \frac{k}{T} t) + {\rm j} \sin(2 \pi \frac{k}{T} t)
ej2πTkt=cos(2πTkt)+jsin(2πTkt)
用这个公式替换一下,得到:
g
(
t
)
=
∑
k
=
−
∞
+
∞
f
k
e
j
2
π
k
T
t
f
k
=
1
T
∫
−
T
2
T
2
g
(
t
)
e
−
j
2
π
k
T
t
d
t
g(t) = \sum_{k = -\infty}^{+\infty} f_k e^{{\rm j}2 \pi \frac{k}{T} t} \\ f_k = \frac{1}{T} \int_{-\frac{T}{2}}^{\frac{T}{2}} g(t) e^{-{\rm j}2\pi \frac{k}{T}t} {\rm d}t
g(t)=k=−∞∑+∞fkej2πTktfk=T1∫−2T2Tg(t)e−j2πTktdt
两者的关系
有如下等式关系:
a
0
=
f
0
,
k
=
0
a
k
−
j
b
k
2
=
f
k
,
k
>
0
a
k
+
j
b
k
2
=
f
k
,
k
<
0
f
k
∗
=
f
−
k
a_0 = f_0, k = 0 \\ \frac{a_k - {\rm j} b_k}{2} = f_k, k > 0 \\ \frac{a_k + {\rm j}b_k}{2} = f_k, k < 0 \\ f_k^* = f_{-k}
a0=f0,k=02ak−jbk=fk,k>02ak+jbk=fk,k<0fk∗=f−k
还有一些用到的等式关系:
∫
−
T
2
T
2
cos
(
2
π
k
T
t
)
cos
(
2
π
k
T
t
)
d
t
=
2
T
\int_{-\frac{T}{2}}^{\frac{T}{2}} \cos(2\pi \frac{k}{T} t) \cos(2\pi \frac{k}{T} t) {\rm d}t = \frac{2}{T}
∫−2T2Tcos(2πTkt)cos(2πTkt)dt=T2
∫ − T 2 T 2 cos ( 2 π k T t ) cos ( 2 π l T t ) d t = 0 , k ≠ l \int_{-\frac{T}{2}}^{\frac{T}{2}} \cos(2\pi \frac{k}{T} t) \cos(2\pi \frac{l}{T} t) {\rm d}t = 0, k \neq l ∫−2T2Tcos(2πTkt)cos(2πTlt)dt=0,k=l
∫ − T 2 T 2 sin ( 2 π k T t ) sin ( 2 π k T t ) d t = 2 T \int_{-\frac{T}{2}}^{\frac{T}{2}} \sin(2\pi \frac{k}{T} t) \sin(2\pi \frac{k}{T} t) {\rm d}t = \frac{2}{T} ∫−2T2Tsin(2πTkt)sin(2πTkt)dt=T2
∫ − T 2 T 2 sin ( 2 π k T t ) sin ( 2 π l T t ) d t = 0 , k ≠ l \int_{-\frac{T}{2}}^{\frac{T}{2}} \sin(2\pi \frac{k}{T} t) \sin(2\pi \frac{l}{T} t) {\rm d}t = 0, k \neq l ∫−2T2Tsin(2πTkt)sin(2πTlt)dt=0,k=l
∫ − T 2 T 2 cos ( 2 π k T t ) sin ( 2 π l T t ) d t = 0 \int_{-\frac{T}{2}}^{\frac{T}{2}} \cos(2\pi \frac{k}{T} t) \sin(2\pi \frac{l}{T} t) {\rm d}t = 0 ∫−2T2Tcos(2πTkt)sin(2πTlt)dt=0