Fourier Series

Overview


A Fourier series expresses a periodic function as the sum of sines and cosines.

A Chart of the sine function shows the periodic wavelike nature of the function.

Fourier Series Expansion


A fourier series expansion expresses a function as the weighted sum of sine and cosine functions.
{% f(x) \approx \frac{a_0}{2} + \sum_{i=1} ^n (a_n cos \frac{n \pi x}{c} + b_n sin \frac{n \pi x}{c})%}
the coefficients can be calculated by the following formulas
{% a_n = \frac{1}{\pi} \int_{- c}^{c} \; f(x)\; cos (\frac{n \pi x}{c}) \; dx %}
{% b_n = \frac{1}{\pi} \int_{- c}^{c} \; f(x)\; sin(\frac{n \pi x}{c}) \; dx %}
Note that c is generally taken to be equal to {% \pi %}, however, it can taken to be any size.

Formalization using Functional Analysis


In terms of functional analysis, the set of representable functions is a Hilbert Space, with the inner product given by
{% \int_a^b \bar{g}(x) f(x) dx %}
The sine and cosine functions represent a Schauder Basis of the space.

Topics


  • Approximating a Function
  • Implementation
  • Fourier API