Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Signals and Spectral Methods
in Geoinformatics
Lecture 2:
Fourier Series
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Development of a function
defined in an interval
into Fourier Series
Jean Baptiste Joseph Fourier
2 kt
2 kt
f (t ) ao [ak cos
bk sin
]
T
T
k 1
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
REPRESENTING A FUNCTION BY NUMBERS
f (t)
t
Τ
0
function f
known base functions
φ1, φ2, ...
coefficients α1, α2, ...
of the function
f = a1φ1+ a2 φ2 + ...
2 kt
2 kt
f (t ) ao [ak cos
bk sin
]
T
T
k 1
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
The base functions of Fourier series
0a (t ) 1
+1
0
–1
0
1b (t ) sin
+1
2 t
T
Τ
2b (t ) sin
+1
0
Τ
0
1a (t ) cos
+1
2 t
T
+1
–1
Τ
0
+1
2 t
T /2
Τ
–1
–1
Τ
0
+1
2 t
T /3
Τ
–1
+1
2 t
T /4
–1
Τ
0
4a (t ) cos
+1
2 t
T /4
0
0
0
4b (t ) sin
0
3a (t ) cos
0
0
2 t
T /3
0
2a (t ) cos
0
A. Dermanis
3b (t ) sin
0
–1
–1
2 t
T /2
0
Τ
–1
0
Τ
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Development of a real function f(t) defined in the interval [0,T ] into Fourier series
3 alternative forms:
f (t ) ao [a k cos
k 1
2kt
2kt
bk sin
]
T
T
f (t ) ao [ak cos(2 sk t ) bk sin(2 sk t )]
k 1
f (t ) ao [a k cos k t bk sin k t ]
k 1
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Development of a real function f(t) defined in the interval [0,T ] into Fourier series
3 alternative forms:
f (t ) ao [a k cos
k 1
Every base function has:
2kt
2kt
bk sin
]
T
T
period:
T
k
f (t ) ao [ak cos(2 sk t ) bk sin(2 sk t )]
k 1
f (t ) ao [a k cos k t bk sin k t ]
k 1
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Development of a real function f(t) defined in the interval [0,T ] into Fourier series
3 alternative forms:
f (t ) ao [a k cos
k 1
Every base function has:
2kt
2kt
bk sin
]
T
T
f (t ) ao [ak cos(2 sk t ) bk sin(2 sk t )]
k 1
period:
frequency:
T
k
sk
k
T
f (t ) ao [a k cos k t bk sin k t ]
k 1
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Development of a real function f(t) defined in the interval [0,T ] into Fourier series
3 alternative forms:
f (t ) ao [a k cos
k 1
Every base function has:
2kt
2kt
bk sin
]
T
T
f (t ) ao [ak cos(2 sk t ) bk sin(2 sk t )]
period:
frequency:
T
k
sk
k 1
f (t ) ao [a k cos k t bk sin k t ]
k 1
A. Dermanis
k
T
angular frequency:
k 2sk
2k
T
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Development of a real function f(t) defined in the interval [0,T ] into Fourier series
3 alternative forms:
f (t ) ao [a k cos
k 1
Every base function has:
2kt
2kt
bk sin
]
T
T
f (t ) ao [ak cos(2 sk t ) bk sin(2 sk t )]
period:
frequency:
T
k
sk
k 1
f (t ) ao [a k cos k t bk sin k t ]
k 1
fundamental period
T
A. Dermanis
fundamental frequency
sT 1/ T
k
T
angular frequency:
k 2sk
2k
T
fundamental angular frequency
T 2 sT 2 / T
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Development of a real function f(t) defined in the interval [0,T ] into Fourier series
3 alternative forms:
f (t ) ao [a k cos
k 1
Every base function has:
2kt
2kt
bk sin
]
T
T
f (t ) ao [ak cos(2 sk t ) bk sin(2 sk t )]
period:
frequency:
T
k
sk
k 1
f (t ) ao [a k cos k t bk sin k t ]
k 1
fundamental period
fundamental frequency
k
T
angular frequency:
k 2sk
2k
T
fundamental angular frequency
sT 1/ T
T 2 sT 2 / T
term periods
term frequencies
term angular frequencies
Tk T / k
sk k sT
T
A. Dermanis
k kT
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Development of a real function f(t) defined in the interval [0,T ] into Fourier series
simplest form:
f (t ) ao [a k cos k t bk sin k t ]
k 1
2
k k T k
k 2 sT
T
2
T
T
A. Dermanis
1
sT
T
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Development of a real function f(t) defined in the interval [0,T ] into Fourier series
simplest form:
f (t ) ao [a k cos k t bk sin k t ]
k 1
2
T
T
Fourier basis (base functions):
2 0t
0 (t ) 1 cos
cos 0t
T
ka (t ) cos
2
k k T k
k 2 sT
T
1
sT
T
0 0
2 kt
cos k t
T
2 kt
(t ) sin
sin k t
T
b
k
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Development of a real function f(t) defined in the interval [0,T ] into Fourier series
simplest form:
f (t ) ao [a k cos k t bk sin k t ]
k 1
2
T
T
Fourier basis (base functions):
2 0t
0 (t ) 1 cos
cos 0t
T
ka (t ) cos
A. Dermanis
1
sT
T
0 0
2 kt
cos k t
T
2 kt
(t ) sin
sin k t
T
b
k
2
k k T k
k 2 sT
T
f (t ) a00 (t ) a (t ) bkkb (t )
k 1
a
k k
k 1
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
f (t ) a0 1 a1 cos
+1
f (x)
2 t
2 t
b1 sin
T
T
a2 cos
2 t
2 t
b2 sin
T /2
T /2
a3 cos
2 t
2 t
b3 sin
T /3
T /3
a4 cos
2 t
2 t
b4 sin
T /4
T /4
0
–1
An example for the development of a function
in Fourier series
Separate analysis of each term for
A. Dermanis
k = 0, 1, 2, 3, 4, …
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
f (t ) a0 1 a1 cos
+1
f (x)
2 t
2 t
b1 sin
T
T
a2 cos
2 t
2 t
b2 sin
T /2
T /2
a3 cos
2 t
2 t
b3 sin
T /3
T /3
a4 cos
2 t
2 t
b4 sin
T /4
T /4
0
–1
k=0
base function
+1
0
–1
A. Dermanis
0
T
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
f (t ) a0 1 a1 cos
+1
f (x)
2 t
2 t
b1 sin
T
T
a2 cos
2 t
2 t
b2 sin
T /2
T /2
a3 cos
2 t
2 t
b3 sin
T /3
T /3
a4 cos
2 t
2 t
b4 sin
T /4
T /4
0
–1
k=0
contribution of term
+1
a0
0
–1
A. Dermanis
0
T
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
f (t ) a0 1 a1 cos
+1
f (x)
2 t
2 t
b1 sin
T
T
a2 cos
2 t
2 t
b2 sin
T /2
T /2
a3 cos
2 t
2 t
b3 sin
T /3
T /3
a4 cos
2 t
2 t
b4 sin
T /4
T /4
0
–1
k=1
base functions
+1
+1
0
0
–1
A. Dermanis
0
T
–1
0
T
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
f (t ) a0 1 a1 cos
+1
f (x)
2 t
2 t
b1 sin
T
T
a2 cos
2 t
2 t
b2 sin
T /2
T /2
a3 cos
2 t
2 t
b3 sin
T /3
T /3
a4 cos
2 t
2 t
b4 sin
T /4
T /4
0
–1
k=1
contributions of term
a1 cos
+1
2 t
T
b1 sin
+1
2 t
T
b1
0
0
a1
–1
A. Dermanis
0
T
–1
0
T
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
f (t ) a0 1 a1 cos
+1
f (x)
2 t
2 t
b1 sin
T
T
a2 cos
2 t
2 t
b2 sin
T /2
T /2
a3 cos
2 t
2 t
b3 sin
T /3
T /3
a4 cos
2 t
2 t
b4 sin
T /4
T /4
0
–1
k=2
base functions
+1
+1
0
0
–1
A. Dermanis
T
2
–1
T
2
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
f (t ) a0 1 a1 cos
+1
f (x)
2 t
2 t
b1 sin
T
T
a2 cos
2 t
2 t
b2 sin
T /2
T /2
a3 cos
2 t
2 t
b3 sin
T /3
T /3
a4 cos
2 t
2 t
b4 sin
T /4
T /4
0
–1
contributions of term
a2 cos
+1
2 t
T /2
k=2
b2 sin
+1
a2
b2
0
0
–1
A. Dermanis
T
2
–1
2 t
T /2
T
2
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
f (t ) a0 1 a1 cos
+1
f (x)
2 t
2 t
b1 sin
T
T
a2 cos
2 t
2 t
b2 sin
T /2
T /2
a3 cos
2 t
2 t
b3 sin
T /3
T /3
a4 cos
2 t
2 t
b4 sin
T /4
T /4
0
–1
k=3
base functions
+1
+1
0
0
–1
A. Dermanis
T
3
–1
T
3
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
f (t ) a0 1 a1 cos
+1
f (x)
2 t
2 t
b1 sin
T
T
a2 cos
2 t
2 t
b2 sin
T /2
T /2
a3 cos
2 t
2 t
b3 sin
T /3
T /3
a4 cos
2 t
2 t
b4 sin
T /4
T /4
0
–1
contributions of term
a3 cos
+1
k=3
2 t
T /3
b3 sin
+1
2 t
T /3
a3
0
0
b3
–1
A. Dermanis
T
3
–1
T
3
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
f (t ) a0 1 a1 cos
+1
f (x)
2 t
2 t
b1 sin
T
T
a2 cos
2 t
2 t
b2 sin
T /2
T /2
a3 cos
2 t
2 t
b3 sin
T /3
T /3
a4 cos
2 t
2 t
b4 sin
T /4
T /4
0
–1
k=4
base functions
+1
+1
0
0
–1
A. Dermanis
T
4
–1
T
4
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
f (t ) a0 1 a1 cos
+1
f (x)
2 t
2 t
b1 sin
T
T
a2 cos
2 t
2 t
b2 sin
T /2
T /2
a3 cos
2 t
2 t
b3 sin
T /3
T /3
a4 cos
2 t
2 t
b4 sin
T /4
T /4
0
–1
contributions of term
a4 cos
+1
k=4
2 t
T /4
b4 sin
+1
a4
b4
0
0
–1
A. Dermanis
T
4
–1
2 t
T /4
T
4
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
a0 1
a1 cos
2 t
2 t
b1 cos
T
T
a2 cos
2 t
2 t
b2 sin
T /2
T /2
a3 cos
2 t
2 t
b3 sin
T /3
T /3
a4 cos
2 t
2 t
b4 sin
f (t )
T /4
T /4
T
+1
f (t)
0
–1
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Exploiting the idea of function othogonality
vector:
e1 , e2 , e3
inner product:
A. Dermanis
v v1e1 v2e2 v3e3
orthogonal vector basis
u w u w cosu ,w
ei ek ,
ei ek 0,
ik
ik
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Exploiting the idea of function othogonality
vector:
e1 , e2 , e3
inner product:
v v1e1 v2e2 v3e3
orthogonal vector basis
u w u w cosu ,w
ei ek ,
ei ek 0,
ik
ik
Computation of vector components:
v e1 v1e1 e1 v2e2 e1 v3e3 e1 v1e1 e1 v1 e1
2
v e2 v1e1 e2 v2e2 e2 v3e3 e2 v2e2 e2 v2 e2
v e3 v1e1 e3 v2 e2 e3 v3e3 e3 v3e3 e3 v3 e3
A. Dermanis
2
2
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Exploiting the idea of function othogonality
v v1e1 v2e2 v3e3
vector:
e1 , e2 , e3
orthogonal vector basis
inner product:
u w u w cosu ,w
ei ek ,
ei ek 0,
ik
ik
Computation of vector components:
0
0
v e1 v1e1 e1 v2e2 e1 v3e3 e1 v1e1 e1 v1 e1
0
2
0
v e2 v1e1 e2 v2e2 e2 v3e3 e2 v2e2 e2 v2 e2
0
0
v e3 v1e1 e3 v2 e2 e3 v3e3 e3 v3e3 e3 v3 e3
A. Dermanis
2
2
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Exploiting the idea of function othogonality
v v1e1 v2e2 v3e3
vector:
e1 , e2 , e3
orthogonal vector basis
inner product:
u w u w cosu ,w
ei ek ,
ei ek 0,
ik
ik
Computation of vector components:
0
0
v e1 v1e1 e1 v2e2 e1 v3e3 e1 v1e1 e1 v1 e1
0
2
0
v e2 v1e1 e2 v2e2 e2 v3e3 e2 v2e2 e2 v2 e2
0
0
v e3 v1e1 e3 v2 e2 e3 v3e3 e3 v3e3 e3 v3 e3
A. Dermanis
2
2
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Exploiting the idea of function othogonality
v v1e1 v2e2 v3e3
vector:
e1 , e2 , e3
orthogonal vector basis
inner product:
u w u w cosu ,w
ei ek ,
ei ek 0,
ik
ik
Computation of vector components:
0
0
v e1 v1e1 e1 v2e2 e1 v3e3 e1 v1e1 e1 v1 e1
0
2
0
v e2 v1e1 e2 v2e2 e2 v3e3 e2 v2e2 e2 v2 e2
0
0
v e3 v1e1 e3 v2 e2 e3 v3e3 e3 v3e3 e3 v3 e3
A. Dermanis
2
2
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Exploiting the idea of function othogonality
v v1e1 v2e2 v3e3
vector:
e1 , e2 , e3
orthogonal vector basis
inner product:
u w u w cosu ,w
ei ek ,
ei ek 0,
ik
ik
Computation of vector components:
0
0
v e1 v1e1 e1 v2e2 e1 v3e3 e1 v1e1 e1 v1 e1
0
2
0
v e2 v1e1 e2 v2e2 e2 v3e3 e2 v2e2 e2 v2 e2
0
v2
v e2
v3
v e3
0
v e3 v1e1 e3 v2 e2 e3 v3e3 e3 v3e3 e3 v3 e3
A. Dermanis
2
v1
v e1
2
e1
e2
e3
2
2
2
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Orthogonality of Fourier base functions
T
Inner product of two functions:
f , g f (t ) g (t ) dt
0
Fourier basis:
0 (t ) 1
ka (t ) cos k t cos k1t
Orthogonality relations (km):
2 kt
2 mt
, cos
cos
dt 0
T
T
0
kb (t ) sin k t sin k1t
Norm (length) of a function:
T
a
k
a
m
T
kb , mb sin
0
2 kt
2 mt
sin
dt 0
T
T
2 mt
2 kt
, sin
cos
dt 0
T
T
0
T
|| f || f , f
0
T
0 12 dt T
2
0
T
a
k
b
m
2 kt
2 kt
, sin
cos
dt 0
T
T
0
T
a
k
A. Dermanis
b
k
| f (t ) |2 dt
a 2
k
T
cos 2
0
b 2
k
T
sin 2
0
2 kt
T
dt
T
2
2 kt
T
dt
T
2
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Computation of Fourier series coefficients
f a00 a bkkb
k 1
Ortjhogonality relations (km):
A. Dermanis
a
k k
k 1
ka , ma 0, kb , mb 0, ka , mb 0, ka , kb 0
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Computation of Fourier series coefficients
f a00 a bkkb
k 1
a
k k
k 1
ka , ma 0, kb , mb 0, ka , mb 0, ka , kb 0
Ortjhogonality relations (km):
0 , f a0 0 , 0 ak 0 , bk 0 , kb a0 0 , 0 a0 || 0 ||2 a0T
a
k
k 1
k 1
, f a0 , 0 ak , bk ma , kb am ma , ma am || ma ||2 am
a
m
a
m
k 1
a
m
a
k
k 1
, f a0 , 0 ak , bk mb , kb bm mb , mb bm || mb ||2 bm
b
m
A. Dermanis
b
m
k 1
b
m
a
k
k 1
T
2
T
2
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Computation of Fourier series coefficients
f a00 a bkkb
k 1
a
k k
k 1
ka , ma 0, kb , mb 0, ka , mb 0, ka , kb 0
Ortjhogonality relations (km):
0
0
0 , f a0 0 , 0 ak 0 , ka bk 0 , kb a0 0 , 0 a0 || 0 ||2 a0T
k 1
0
k 1
0 for km
0
ma , f a0 ma , 0 ak ma , ka bk ma , kb am ma , ma am || ma ||2 am
k 1
0
k 1
0
0 for km
mb , f a0 mb , 0 ak mb , ka bk mb , kb bm mb , mb bm || mb ||2 bm
k 1
A. Dermanis
k 1
T
2
T
2
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Computation of Fourier series coefficients
f a00 a bkkb
k 1
a
k k
k 1
ka , ma 0, kb , mb 0, ka , mb 0, ka , kb 0
Ortjhogonality relations (km):
0
0
0 , f a0 0 , 0 ak 0 , ka bk 0 , kb a0 0 , 0 a0 || 0 ||2 a0T
k 1
0
k 1
0 for km
0
ma , f a0 ma , 0 ak ma , ka bk ma , kb am ma , ma am || ma ||2 am
k 1
0
k 1
0
0 for km
mb , f a0 mb , 0 ak mb , ka bk mb , kb bm mb , mb bm || mb ||2 bm
k 1
A. Dermanis
k 1
T
2
T
2
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Computation of Fourier series coefficients
f a00 a bkkb
k 1
a
k k
k 1
ka , ma 0, kb , mb 0, ka , mb 0, ka , kb 0
Ortjhogonality relations (km):
0
0
0 , f a0 0 , 0 ak 0 , ka bk 0 , kb a0 0 , 0 a0 || 0 ||2 a0T
k 1
0
k 1
0 for km
0
ma , f a0 ma , 0 ak ma , ka bk ma , kb am ma , ma am || ma ||2 am
k 1
0
k 1
0
0 for km
mb , f a0 mb , 0 ak mb , ka bk mb , kb bm mb , mb bm || mb ||2 bm
k 1
A. Dermanis
k 1
T
2
T
2
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Computation of Fourier series coefficients
f a00 a bkkb
k 1
a
k k
k 1
ka , ma 0, kb , mb 0, ka , mb 0, ka , kb 0
Ortjhogonality relations (km):
0
0
0 , f a0 0 , 0 ak 0 , ka bk 0 , kb a0 0 , 0 a0 || 0 ||2 a0T
k 1
0
k 1
0 for km
0
ma , f a0 ma , 0 ak ma , ka bk ma , kb am ma , ma am || ma ||2 am
k 1
0
k 1
0
0 for km
mb , f a0 mb , 0 ak mb , ka bk mb , kb bm mb , mb bm || mb ||2 bm
k 1
A. Dermanis
k 1
T
2
T
2
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Computation of Fourier series coefficients
f a00 a bkkb
k 1
0 , f a0T
T
2
T
mb , f bm
2
ma , f am
a
k k
k 1
1
0 , f
T
2
am ma , f
T
2
bm mb , f
T
a0
Computation of Fourier series coefficients
of a known function:
T
1
a0 f (t ) dt
T 0
T
2
ak f (t ) cos k t dt
T 0
A. Dermanis
T
2
bk f (t ) sin k t dt
T 0
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Computation of Fourier series coefficients
f a00 a bkkb
k 1
a
k k
k 1
T
1
a0 f (t ) dt
T 0
T
2
ak f (t ) cos k t dt
T 0
k 1, 2,
T
2
bk f (t ) sin k t dt
T 0
k 1, 2,
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Computation of Fourier series coefficients
f a00 a bkkb
k 1
a
k k
k 1
T
1
a0 f (t ) dt
T 0
T
2
ak f (t ) cos k t dt
T 0
k 1, 2,
change of
notation
a0 2a0
ak ak
bk bk
T
T
bk
2
f (t ) sin k t dt
T 0
k 1, 2,
A. Dermanis
2
a0 2a0 f (t ) dt
T 0
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Computation of Fourier series coefficients
a0
a
f 0 akk bkkb
2
k 1
k 1
f a00 a b
k 1
a
k k
k 1
T
1
a0 f (t ) dt
T 0
T
2
ak f (t ) cos k t dt
T 0
k 1, 2,
b
k k
change of
notation
a0 2a0
ak ak
bk bk
T
2
ak f (t ) cos k t dt
T 0
k 0,1, 2,
T
T
2
bk f (t ) sin k t dt
T 0
k 1, 2,
A. Dermanis
2
a0 2a0 f (t ) dt
T 0
T
2
bk f (t ) sin k t dt
T 0
k 1, 2,
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Computation of Fourier series coefficients
ao
2 kt
2 kt
f (t ) [ak cos
bk sin
]
2 k 1
T
T
T
2
ak f (t ) cos k t dt
T 0
T
k 1, 2,
2
bk f (t ) sin k t dt
T 0
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Computation of Fourier series coefficients
2 kt
2 kt
f (t ) ao [ak cos
bk sin
]
T
T
k 1
T
1
ak f (t ) cos k t dt
T 0
A. Dermanis
T
2
ak f (t ) cos k t dt
T 0
k 1, 2,
T
2
bk f (t ) sin k t dt
T 0
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Alternative forms of Fourier series (polar forms)
Polar coordinates ρk, θk or ρk, φk, from the Cartesian ak, bk !
bk
ρk = «length»
k
k
k
ak
A. Dermanis
θk = «azimuth»
φk = «direction angle»
φk + θk = 90
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Alternative forms of Fourier series (polar forms)
Polar coordinates ρk, θk or ρk, φk, from the Cartesian ak, bk !
bk
ρk = «length»
k
k
k
ak
A. Dermanis
θk = «azimuth»
φk = «direction angle»
φk + θk = 90
ak k sin k
ak k cos k
bk k cos k
bk k sin k
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Alternative forms of Fourier series (polar forms)
Polar coordinates ρk, θk or ρk, φk, from the Cartesian ak, bk !
bk
ρk = «length»
k
k
k
ak
θk = «azimuth»
φk = «direction angle»
φk + θk = 90
ak k sin k
ak k cos k
bk k cos k
bk k sin k
k ak2 bk2
ak
tan k
bk
A. Dermanis
bk
tan k
cot k tan( k )
ak
2
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Alternative forms of Fourier series (polar forms)
f a0 (ak cos k t bk sin k t)
k 1
ak k sin k
k ak2 bk2
tan k
A. Dermanis
ak
bk
bk k cos k
ak k cos k
bk k sin k
k ak2 bk2
tan k
bk
cot k tan( k )
ak
2
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Alternative forms of Fourier series (polar forms)
f a0 (ak cos k t bk sin k t)
k 1
ak k sin k
bk k cos k
k ak2 bk2
tan k
ak
bk
ak k cos k
bk k sin k
k ak2 bk2
tan k
bk
cot k tan( k )
ak
2
ak cos k t bk sin k t
k sin k cos k t k cos k sin k t
k sin(k t k )
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Alternative forms of Fourier series (polar forms)
f a0 (ak cos k t bk sin k t)
k 1
ak k sin k
bk k cos k
k ak2 bk2
tan k
ak k cos k
bk k sin k
k ak2 bk2
ak
bk
tan k
bk
cot k tan( k )
ak
2
ak cos k t bk sin k t
k sin k cos k t k cos k sin k t
k sin(k t k )
f (t ) k sin(k t k )
k 0
θk = phase (sin)
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Alternative forms of Fourier series (polar forms)
f a0 (ak cos k t bk sin k t)
k 1
ak k sin k
bk k cos k
k ak2 bk2
tan k
ak k cos k
bk k sin k
k ak2 bk2
ak
bk
tan k
ak cos k t bk sin k t
bk
cot k tan( k )
ak
2
ak cos k t bk sin k t
k sin k cos k t k cos k sin k t
k cos k cos k t k sin k sin k t
k sin(k t k )
k cos(k t k )
f (t ) k sin(k t k )
k 0
θk = phase (sin)
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Alternative forms of Fourier series (polar forms)
f a0 (ak cos k t bk sin k t)
k 1
ak k sin k
bk k cos k
k ak2 bk2
tan k
bk k sin k
k ak2 bk2
ak
bk
tan k
ak cos k t bk sin k t
bk
cot k tan( k )
ak
2
ak cos k t bk sin k t
k sin k cos k t k cos k sin k t
k cos k cos k t k sin k sin k t
k sin(k t k )
k cos(k t k )
f (t ) k sin(k t k )
k 0
θk = phase (sin)
A. Dermanis
ak k cos k
f (t ) k cos(k t k )
k 0
φk = phase (cosine)
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series for a complex function
f (t ) f1 (t ) if 2 (t )
i 1
Fourier series of real functions:
«imaginary» part
«real» part
f1 (t ) a [a cos k t b sin k t ]
1
0
A. Dermanis
k 1
1
k
1
k
f 2 (t ) a [ak2 cos k t bk2 sin k t ]
2
0
k 1
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series for a complex function
f (t ) f1 (t ) if 2 (t )
i 1
Fourier series of real functions:
«imaginary» part
«real» part
f1 (t ) a [a cos k t b sin k t ]
1
0
k 1
1
k
1
k
f 2 (t ) a [ak2 cos k t bk2 sin k t ]
2
0
k 1
setting
a0 a01 i a02
ak a1k i ak2
bk bk1 i bk2
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series for a complex function
f (t ) f1 (t ) if 2 (t )
i 1
Fourier series of real functions:
«imaginary» part
«real» part
f1 (t ) a [a cos k t b sin k t ]
1
0
1
k
k 1
1
k
f 2 (t ) a [ak2 cos k t bk2 sin k t ]
2
0
k 1
setting
a0 a01 i a02
ak a i a
1
k
2
k
f (t ) a0 [ak cos k t bk sin k t ]
k 1
bk bk1 i bk2
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series for a complex function
Implementation of complex symbolism:
cos
A. Dermanis
ei cos i sin
ei cos i sin
1 i
(e ei )
2
i
sin (ei ei )
2
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series for a complex function
cos
f (t ) a0 [ak cos k t bk sin k t ] a0
k 1
1 i
(e ei )
2
[ a (e
2
1
k 1
ik t
k
a0
A. Dermanis
ei cos i sin
ei cos i sin
Implementation of complex symbolism:
1
2
e
ik t
) i bk (e
(ak ibk )e
k 1
i
sin (ei ei )
2
ik t
ik t
1
2
e
ik t
)]
(ak ibk )e
ik t
k 1
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series for a complex function
cos
f (t ) a0 [ak cos k t bk sin k t ] a0
k 1
c0 a0 a i a
1
0
2
0
ei cos i sin
ei cos i sin
Implementation of complex symbolism:
1 i
(e ei )
2
[ a (e
2
1
k 1
ik t
k
a0
1
2
e
ik t
) i bk (e
(ak ibk )e
k 1
i
sin (ei ei )
2
ik t
ik t
1
2
e
ik t
)]
(ak ibk )e
ik t
k 1
k 0:
k kT k
ck 12 (ak ibk )
12 [(a1k bk2 ) i (ak2 bk1 )]
c k 12 (ak ibk )
12 [(a1k bk2 ) i (ak2 bk1 )]
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series for a complex function
cos
f (t ) a0 [ak cos k t bk sin k t ] a0
k 1
c0 a0 a i a
1
0
2
0
ei cos i sin
ei cos i sin
Implementation of complex symbolism:
1 i
(e ei )
2
[ a (e
2
1
k 1
ik t
k
a0
1
2
e
ik t
i
sin (ei ei )
2
) i bk (e
(ak ibk )e
ik t
k 1
ik t
1
2
e
ik t
)]
(ak ibk )e
ik t
k 1
k 0:
k kT k
ck 12 (ak ibk )
f (t ) c0 ck e
k 1
ik t
c k e
i k t
k 1
12 [(a1k bk2 ) i (ak2 bk1 )]
c k 12 (ak ibk )
12 [(a1k bk2 ) i (ak2 bk1 )]
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series for a complex function
cos
f (t ) a0 [ak cos k t bk sin k t ] a0
k 1
c0 a0 a i a
1
0
2
0
ei cos i sin
ei cos i sin
Implementation of complex symbolism:
1 i
(e ei )
2
[ a (e
2
1
k 1
ik t
k
a0
1
2
e
ik t
i
sin (ei ei )
2
) i bk (e
(ak ibk )e
ik t
k 1
ik t
1
2
e
ik t
)]
(ak ibk )e
ik t
k 1
k 0:
k kT k
ck 12 (ak ibk )
f (t ) c0 ck e
ik t
k 1
c k e
i k t
k 1
12 [(a1k bk2 ) i (ak2 bk1 )]
c k 12 (ak ibk )
12 [(a1k bk2 ) i (ak2 bk1 )]
A. Dermanis
f (t )
i k t
c
e
k
k
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Complex form of Fourier series
Development of a complex function
into a Fourier series
with complex base functions
and complex coefficients
f (t )
ce
k
ik t
k
k k
2
T
T
Computation of complex coefficients
for a known complex function
A. Dermanis
1
ik t
ck f (t ) e
dt
T 0
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Ortjhogonality of the complex basis
Conjugateς z* of a complex number z :
ek (t ) e
z * ( z1 iz2 )* z1 iz2
ik t
e
ik
2 t
T
| z |2 zz * z12 z22
inner product:
T
f , g f (t ) g * (t ) dt
0
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
ek (t ) e
Ortjhogonality of the complex basis
z * ( z1 iz2 )* z1 iz2
Conjugateς z* of a complex number z :
T
ek , em ek (t )e (t ) dt e
inner product:
0
T
f , g f (t ) g * (t ) dt
0
T
*
m
A. Dermanis
e
T
2 t
T
T
dt ei 2 ( k m)t / T dt 0
0
T
| ek | ek , ek ek (t )e (t ) dt e
2
e
ik
| z |2 zz * z12 z22
0
*
k
0
ek , em 0
i 2 kt / T i 2 mt / T
ik t
0
i 2 kt / T i 2 kt / T
e
T
T
dt e dt dt T
0
0
0
| ek |2 ek , ek T
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
ek (t ) e
Ortjhogonality of the complex basis
z * ( z1 iz2 )* z1 iz2
Conjugateς z* of a complex number z :
T
T
ek , em ek (t )e (t ) dt e
*
m
inner product:
0
T
f , g f (t ) g * (t ) dt
0
T
T
dt ei 2 ( k m)t / T dt 0
0
T
| ek | ek , ek ek (t )e (t ) dt e
2
2 t
T
*
k
i 2 kt / T i 2 kt / T
0
e
T
T
dt e dt dt T
0
0
0
| ek |2 ek , ek T
ek , em 0
A. Dermanis
e
e
ik
| z |2 zz * z12 z22
0
0
f , ek
i 2 kt / T i 2 mt / T
ik t
ce
m
m m
, ek
c
m
m
em , ek ck ek , ek ck | ek |2
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
ek (t ) e
Ortjhogonality of the complex basis
z * ( z1 iz2 )* z1 iz2
Conjugateς z* of a complex number z :
T
T
ek , em ek (t )e (t ) dt e
*
m
inner product:
0
T
f , g f (t ) g * (t ) dt
e
T
2 t
T
T
dt ei 2 ( k m)t / T dt 0
0
T
| ek | ek , ek ek (t )e (t ) dt e
*
k
0
e
ik
| z |2 zz * z12 z22
0
2
0
i 2 kt / T i 2 kt / T
0
e
T
T
dt e dt dt T
0
0
0
| ek |2 ek , ek T
ek , em 0
f , ek
i 2 kt / T i 2 mt / T
ik t
ce
m
m m
, ek
T
c
m
m
em , ek ck ek , ek ck | ek |2
T
1
1
1
ik t
*
ck
f
,
e
f
(
t
)
e
(
t
)
dt
f
(
t
)
e
dt
k
k
| ek |2
T 0
T 0
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
ek (t ) e
Ortjhogonality of the complex basis
z * ( z1 iz2 )* z1 iz2
Conjugateς z* of a complex number z :
T
T
ek , em ek (t )e (t ) dt e
*
m
inner product:
0
T
f , g f (t ) g * (t ) dt
T
2 t
T
T
dt ei 2 ( k m)t / T dt 0
0
T
| ek | ek , ek ek (t )e (t ) dt e
*
k
0
i 2 kt / T i 2 kt / T
e
T
T
dt e dt dt T
0
0
0
0
| ek |2 ek , ek T
ek , em 0
ce
m
m m
, ek
T
c
m
m
em , ek ck ek , ek ck | ek |2
T
1
1
1
ik t
*
ck
f
,
e
f
(
t
)
e
(
t
)
dt
f
(
t
)
e
dt
k
k
| ek |2
T 0
T 0
A. Dermanis
e
e
ik
| z |2 zz * z12 z22
0
2
0
f , ek
i 2 kt / T i 2 mt / T
ik t
T
1
ck f (t ) e ik t dt
T 0
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series of a real function using complex notation
Implementation of complex symbolism:
cos
A. Dermanis
ei cos i sin
ei cos i sin
1 i
(e ei )
2
i
sin (ei ei )
2
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series of a real function using complex notation
cos
f (t ) a0 [ak cos k t bk sin k t ] a0
k 1
1 i
(e ei )
2
[ a (e
2
1
k 1
ik t
k
a0
A. Dermanis
ei cos i sin
ei cos i sin
Implementation of complex symbolism:
1
2
e
ik t
) i bk (e
(ak ibk )e
k 1
i
sin (ei ei )
2
ik t
ik t
1
2
e
ik t
)]
(ak ibk )e
ik t
k 1
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series of a real function using complex notation
cos
f (t ) a0 [ak cos k t bk sin k t ] a0
k 1
c0 a0
ei cos i sin
ei cos i sin
Implementation of complex symbolism:
1 i
(e ei )
2
[ a (e
2
1
k 1
ik t
k
a0
1
2
e
ik t
) i bk (e
(ak ibk )e
k 1
i
sin (ei ei )
2
ik t
ik t
1
2
e
ik t
)]
(ak ibk )e
ik t
k 1
k 0:
k kT k
ck 12 (ak ibk )
c k 12 (ak ibk )
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series of a real function using complex notation
cos
f (t ) a0 [ak cos k t bk sin k t ] a0
k 1
c0 a0
ei cos i sin
ei cos i sin
Implementation of complex symbolism:
1 i
(e ei )
2
[ a (e
2
1
k 1
ik t
k
a0
1
2
e
ik t
i
sin (ei ei )
2
) i bk (e
(ak ibk )e
ik t
k 1
ik t
1
2
e
ik t
)]
(ak ibk )e
ik t
k 1
k 0:
k kT k
ck 12 (ak ibk )
f (t ) c0 ck e
k 1
ik t
c k e
i k t
k 1
c k 12 (ak ibk )
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series of a real function using complex notation
cos
f (t ) a0 [ak cos k t bk sin k t ] a0
k 1
c0 a0
ei cos i sin
ei cos i sin
Implementation of complex symbolism:
1 i
(e ei )
2
[ a (e
2
1
k 1
ik t
k
a0
1
2
e
ik t
i
sin (ei ei )
2
) i bk (e
(ak ibk )e
ik t
k 1
ik t
1
2
e
ik t
)]
(ak ibk )e
ik t
k 1
k 0:
k kT k
ck 12 (ak ibk )
f (t ) c0 ck e
ik t
k 1
c k 12 (ak ibk )
f (t )
c k e
i k t
k 1
i k t
c
e
k
k
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series of a real function using complex notation
f f1 i f 2 f1
1
f1 f
a1k ak
f2 0
a b 0
2
k
2
k
bk1 bk
ck (ak ibk )
2
c0 a0
1
c k (ak ibk ) ck
2
f (t )
i k t
c
e
k
k
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series of a real function using complex notation
f f1 i f 2 f1
1
f1 f
a1k ak
f2 0
a b 0
2
k
ck (ak ibk )
2
bk1 bk
c0 a0
2
k
1
c k (ak ibk ) ck
2
f (t )
i k t
c
e
k
k
A. Dermanis
f (t) = real function
c k ck*
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series of a real function using complex notation
f f1 i f 2 f1
1
f1 f
a1k ak
f2 0
a b 0
2
k
ck (ak ibk )
2
bk1 bk
c0 a0
2
k
1
c k (ak ibk ) ck
2
f (t )
i k t
c
e
k
k
ik t
]k 0 c0e
ik t
c k e
[ck e
ck e
A. Dermanis
i0t
ik t
f (t) = real function
c k ck*
c0e0 c0 a0
1
1
2
2
(ak ibk )(cos k t i sin k t ) (ak ibk )(cos k t i sin k t )
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series of a real function using complex notation
f f1 i f 2 f1
1
f1 f
a1k ak
f2 0
a b 0
2
k
ck (ak ibk )
2
bk1 bk
c0 a0
2
k
1
c k (ak ibk ) ck
2
f (t )
i k t
c
e
k
k
ik t
]k 0 c0e
ik t
c k e
[ck e
ck e
i0t
ik t
c k ck*
f (t) = real function
c0e0 c0 a0
1
1
2
2
(ak ibk )(cos k t i sin k t ) (ak ibk )(cos k t i sin k t )
1
(ak cos k t ibk cos k t iak sin k t bk sin k t
2
ak cos k t ibk cos k t iak sin k t bk sin k t )
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series of a real function using complex notation
f f1 i f 2 f1
1
f1 f
a1k ak
f2 0
a b 0
2
k
ck (ak ibk )
2
bk1 bk
c0 a0
2
k
1
c k (ak ibk ) ck
2
f (t )
i k t
c
e
k
k
ik t
]k 0 c0e
ik t
c k e
[ck e
ck e
i0t
ik t
c k ck*
f (t) = real function
c0e0 c0 a0
1
1
2
2
(ak ibk )(cos k t i sin k t ) (ak ibk )(cos k t i sin k t )
1
(ak cos k t ibk cos k t iak sin k t bk sin k t
2
ak cos k t ibk cos k t iak sin k t bk sin k t )
ak cos k t bk sin k t
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series of a real function using complex notation
f f1 i f 2 f1
1
f1 f
a1k ak
f2 0
a b 0
2
k
ck (ak ibk )
2
bk1 bk
c0 a0
2
k
1
c k (ak ibk ) ck
2
f (t )
i k t
c
e
k
k
ik t
]k 0 c0e
ik t
c k e
[ck e
ck e
i0t
ik t
c k ck*
f (t) = real function
c0e0 c0 a0
1
1
2
2
(ak ibk )(cos k t i sin k t ) (ak ibk )(cos k t i sin k t )
1
(ak cos k t ibk cos k t iak sin k t bk sin k t
2
ak cos k t ibk cos k t iak sin k t bk sin k t )
ak cos k t bk sin k t
A. Dermanis
The imaginary part disappears !
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series of a real function: Real and complex form
a0
2 kt
2 kt
f (t ) [ak cos
bk sin
]
2 k 1
T
T
2
2 kt
ak f (t ) cos
dt
T 0
T
T
2
2 kt
bk f (t ) sin
dt
T 0
T
T
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series of a real function: Real and complex form
a0
2 kt
2 kt
f (t ) [ak cos
bk sin
]
2 k 1
T
T
2
2 kt
ak f (t ) cos
dt
T 0
T
T
1
ck (ak ibk )
2
2
2 kt
bk f (t ) sin
dt
T 0
T
T
1
c k (ak ibk ) ck
2
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series of a real function: Real and complex form
a0
2 kt
2 kt
f (t ) [ak cos
bk sin
]
2 k 1
T
T
2
2 kt
ak f (t ) cos
dt
T 0
T
T
1
ck (ak ibk )
2
2
2 kt
bk f (t ) sin
dt
T 0
T
T
1
c k (ak ibk ) ck
2
e
A. Dermanis
ik t
e
ik
2 t
T
2 t
2 t
cos k
i sin k
T
T
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series of a real function: Real and complex form
a0
2 kt
2 kt
f (t ) [ak cos
bk sin
]
2 k 1
T
T
2
2 kt
ak f (t ) cos
dt
T 0
T
T
1
ck (ak ibk )
2
2
2 kt
bk f (t ) sin
dt
T 0
T
T
1
c k (ak ibk ) ck
2
e
f (t )
ik t
k
A. Dermanis
e
ik
2 t
T
2 t
2 t
cos k
i sin k
T
T
ck eik t
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series of a real function: Real and complex form
a0
2 kt
2 kt
f (t ) [ak cos
bk sin
]
2 k 1
T
T
2
2 kt
ak f (t ) cos
dt
T 0
T
T
1
ck (ak ibk )
2
2
2 kt
bk f (t ) sin
dt
T 0
T
T
1
c k (ak ibk ) ck
2
e
f (t )
ik t
k
A. Dermanis
e
ik
2 t
T
2 t
2 t
cos k
i sin k
T
T
T
ck eik t
1
ck f (t ) e ik t dt
T 0
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Extension of the function
f (t )
ik t
ck e
k
f (t) outside the interval [0, T ]
1 T
i t
i
f ( )e k d e k
k T 0
f (t ) f (t )
t [0, T ]
f (t ) f (t )
t [0, T ]
f (t )
f (t )
–2T
–T
0
T
2T
3T
The extension f (t ) is a periodic function, with period Τ
f (t nT ) f (t ) t [0, T ]
for every integer n
CAUSE OF USUAL MISCONCEPTION:
A. Dermanis
“Fourier series expansion
deals with periodic functions»
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series on the circle
(naturally periodic domain)
θ
T 2
k
2 k 2 k
k
T
2
t
k 1
k 1
(angle)
f ( ) a0 [ak cos k bk sin k ] a0 [ak cos(k ) bk sin(k )]
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series on the circle
(naturally periodic domain)
θ
T 2
k
2 k 2 k
k
T
2
t
k 1
k 1
(angle)
f ( ) a0 [ak cos k bk sin k ] a0 [ak cos(k ) bk sin(k )]
f ( ) ao [ak cos(k ) bk sin(k )]
k 1
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series on the circle
(naturally periodic domain)
θ
T 2
k
2 k 2 k
k
T
2
t
k 1
k 1
(angle)
f ( ) a0 [ak cos k bk sin k ] a0 [ak cos(k ) bk sin(k )]
ao
f ( ) ao [ak cos(k ) bk sin(k )]
k 1
ak
bk
A. Dermanis
1
1
1
2
2
2
f ( )d
0
f ( ) cos(k )d
0
2
f ( ) sin(k )d
0
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series on the plane
Expansion of function
f (x,y)
inside an orthogonal parallelogram (0 x Tx, 0
ka ( x, y) cos
Base functions:
y Ty)
2 k
2 k
x cos
y cos(xk x) cos( yk y)
Tx
Ty
Ty
0
0
A. Dermanis
Tx
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series on the plane
Expansion of function
f (x,y)
inside an orthogonal parallelogram (0 x Tx, 0
ka ( x, y) cos
Base functions:
xk uk
2 k
Tx
yk vk
y Ty)
2 k
2 k
x cos
y cos(xk x) cos( yk y)
Tx
Ty
2 k
Ty
(angular frequencies along x and y )
Ty
0
0
A. Dermanis
Tx
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series on the plane
Expansion of function
f (x,y)
inside an orthogonal parallelogram (0 x Tx, 0
ka ( x, y) cos
Base functions:
xk uk
2 k
Tx
Ty
0
0
A. Dermanis
Tx
yk vk
y Ty)
2 k
2 k
x cos
y cos(xk x) cos( yk y)
Tx
Ty
2 k
Ty
(angular frequencies along x and y )
a
km
( x, y ) cos(uk x) cos(vm y )
akm
b
km
( x, y ) cos(uk x) sin(vm y )
bkm
c
km
( x, y ) sin(uk x) cos(vm y )
ckm
d
km
( x, y ) sin(uk x)sin(vm y)
d km
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series on the plane
Expansion of function
f (x,y)
inside an orthogonal parallelogram (0 x Tx, 0
ka ( x, y) cos
Base functions:
xk uk
2 k
Tx
Ty
0
Tx
0
f ( x, y )
[a
k 0 m 0
A. Dermanis
yk vk
y Ty)
2 k
2 k
x cos
y cos(xk x) cos( yk y)
Tx
Ty
2 k
Ty
(angular frequencies along x and y )
a
km
( x, y ) cos(uk x) cos(vm y )
akm
b
km
( x, y ) cos(uk x) sin(vm y )
bkm
c
km
( x, y ) sin(uk x) cos(vm y )
ckm
d
km
( x, y ) sin(uk x)sin(vm y)
d km
b
c
d
( x, y ) bkmkm
( x, y ) ckmkm
( x, y ) d kmkm
( x, y )]
a
km km
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series on the plane
Expansion of function
f ( x, y )
f (x,y)
[a
k 0 m 0
A. Dermanis
inside an orthogonal parallelogram (0 x Tx, 0
y Ty)
b
c
d
( x, y ) bkmkm
( x, y ) ckmkm
( x, y ) d kmkm
( x, y )]
a
km km
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series on the plane
Expansion of function
f ( x, y )
f (x,y)
[a
inside an orthogonal parallelogram (0 x Tx, 0
y Ty)
b
c
d
( x, y ) bkmkm
( x, y ) ckmkm
( x, y ) d kmkm
( x, y )]
a
km km
k 0 m 0
Equivalent to double Fourier series: First along x and then along y (or vice-versa)
f ( x, y ) f ( x) [ak ( y ) cos(uk x) bk ( y ) sin(uk x)
y
k 0
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series on the plane
Expansion of function
f ( x, y )
f (x,y)
[a
inside an orthogonal parallelogram (0 x Tx, 0
y Ty)
b
c
d
( x, y ) bkmkm
( x, y ) ckmkm
( x, y ) d kmkm
( x, y )]
a
km km
k 0 m 0
Equivalent to double Fourier series: First along x and then along y (or vice-versa)
f ( x, y ) f ( x) [ak ( y ) cos(uk x) bk ( y ) sin(uk x)
y
k 0
ak ( y ) [akm cos(vm y ) bkm sin(vm y )]
m0
bk ( y ) [ckm cos(vm y ) d km sin(vm y )]
m0
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series on the plane
Expansion of function
f ( x, y )
f (x,y)
[a
inside an orthogonal parallelogram (0 x Tx, 0
y Ty)
b
c
d
( x, y ) bkmkm
( x, y ) ckmkm
( x, y ) d kmkm
( x, y )]
a
km km
k 0 m 0
Equivalent to double Fourier series: First along x and then along y (or vice-versa)
f ( x, y ) f ( x) [ak ( y ) cos(uk x) bk ( y ) sin(uk x)
y
k 0
ak ( y ) [akm cos(vm y ) bkm sin(vm y )]
m0
bk ( y ) [ckm cos(vm y ) d km sin(vm y )]
m0
f ( x, y ) f y ( x)
[akm cos(uk x) cos(vm y) bkm cos(uk x)sin(vm y) ckm sin(uk x) cos(vm y) d km sin(uk x)sin(vm y )]
k 0 m 0
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series on the plane
Tx
Inner product:
f , g
0
A. Dermanis
f ( x, y ) g ( x, y ) dx dy
0
A
B
km
, pq
0
m q for every Α = a,b,c,d
and B = a,b,c,d
T Ty
|| kka ||2 || kkb ||2 || kkc ||2 || kkd ||2 x
2 2
Orthogonal Fourier basis !
|| 00A ||2 TxTy
Ty
kp
ή
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series on the plane
Tx
f , g
Inner product:
0
f ( x, y ) g ( x, y ) dx dy
0
A
B
km
, pq
0
m q for every Α = a,b,c,d
and B = a,b,c,d
T Ty
|| kka ||2 || kkb ||2 || kkc ||2 || kkd ||2 x
2 2
Orthogonal Fourier basis !
|| 00A ||2 TxTy
Ty
kp
ή
Computation of coefficients:
2 2
4
a
akm
f , km
Tx Ty
TxTy
2 2
4
b
bkm
f , km
Tx Ty
TxTy
2 2
4
c
ckm
f , km
Tx Ty
TxTy
d km
A. Dermanis
2 2
4
d
f , km
Tx Ty
TxTy
Tx Ty
f ( x, y) cos(u x) cos(v
k
m
y ) dx dy
0 0
Tx Ty
f ( x, y) cos(u x)sin(v
k
m
y ) dx dy
0 0
Tx Ty
f ( x, y)sin(u x) cos(v
m
y ) dx dy
m
y ) dx dy
k
0 0
Tx Ty
f ( x, y)sin(u x)sin(v
k
0 0
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series on the plane
Complex form:
f ( x, y )
k
1 1
ckm
Tx Ty
A. Dermanis
m
ckm e
i (uk x vm y )
Tx Ty
0
f ( x, y ) e
i (uk x vm y )
uk
2 k
Tx
vm
2 m
Ty
dxdy
0
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series on the plane
f ( x, y )
Complex form:
k
1 1
ckm
Tx Ty
m
ckm e
i (uk x vm y )
Tx Ty
0
f ( x, y ) e
i (uk x vm y )
uk
2 k
Tx
vm
2 m
Ty
dxdy
0
Fourier series in n dimensions
, xn )
f ( x1 , x2 ,
ck k
1 2
A. Dermanis
kn
ck k
k1 k2
T1
1
TT
1 2
Tn
T2
0
0
kn
1 2
kn e
i (1x1 2 x2 n xn )
Tn
f ( x1 , x2 ,
, xn ) e
k
i (1x1 2 x2 n xn )
dx1dx2
2 k
Tk
dxn
0
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series in n dimensions
, xn )
f ( x1 , x2 ,
ck k
1 2
A. Dermanis
kn
k1 k2
T1
1
TT
1 2
Tn
T2
0
0
kn
ck k
1 2
kn e
i (1x1 2 x2 n xn )
Tn
f ( x1 , x2 ,
, xn ) e
k
i (1x1 2 x2 n xn )
dx1dx2
2 k
Tk
dxn
0
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series in n dimensions
, xn )
f ( x1 , x2 ,
ck k
1 2
kn
k1 k2
T1
1
TT
1 2
Tn
T2
0
0
kn
ck k
1 2
kn e
i (1x1 2 x2 n xn )
Tn
f ( x1 , x2 ,
, xn ) e
2 k
Tk
k
i (1x1 2 x2 n xn )
dx1dx2
dxn
0
In matrix notation:
x [ x1 x2
dx dx1 dx2
xn ]T
dxn
ω [1 2
n ]T
c[ k ] ck k
1 2
kn
[k ]
domain of definition:
n {x | 0 x1 T1 ,0 x2 T2 ,
Vn | n | TT
1 2
A. Dermanis
Tn
,0 xn Tn }
k1 k2
kn
(orthogonal hyper-parallelepiped)
(parallelepiped volume)
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series in n dimensions
, xn )
f ( x1 , x2 ,
ck k
1 2
kn
k1 k2
T1
1
TT
1 2
Tn
T2
0
0
kn
ck k
1 2
kn e
i (1x1 2 x2 n xn )
Tn
f ( x1 , x2 ,
, xn ) e
2 k
Tk
k
i (1x1 2 x2 n xn )
dx1dx2
dxn
0
In matrix notation:
x [ x1 x2
dx dx1 dx2
xn ]T
dxn
ω [1 2
n ]T
c[ k ] ck k
1 2
kn
[k ]
domain of definition:
n {x | 0 x1 T1 ,0 x2 T2 ,
Vn | n | TT
1 2
,0 xn Tn }
Tn
k1 k2
kn
(orthogonal hyper-parallelepiped)
(parallelepiped volume)
f (x) c[ k ]e
i (ωT x)
[k ]
A. Dermanis
c[ k ]
1
Vn
f ( x )e i ( ω
T x)
dx
n
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Fourier series on any interval [Α, Β]
T B A
B AT
f (t ) ao [ak cos k t bk sin k t ]
k
k 1
B
1
a0
f (t ) dt
B A A
A 0, B 2
A , B
T 2 , k k
T 2 , k k
1
a0
2
B
2
ak
f (t ) cos k t dt
B A A
ak
B
2
bk
f (t )sin k t dt
B A A
A. Dermanis
bk
1
1
2
f (t ) dt
0
1
a0
2
2
f (t ) cos(kt ) dt
ak
0
2
0
f (t ) sin(kt ) dt
bk
1
f (t ) dt
1
2 k
T
f (t ) cos(kt ) dt
f (t ) sin(kt ) dt
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Approximating a function by a finite Fourier series expansion
f (t ) a0 [ak cos
k 1
2 kt
2 kt
bk sin
]
T
T
Question : What is the meaning of the symbol
in the Fourier series expansion?
k 1
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Approximating a function by a finite Fourier series expansion
f (t ) a0 [ak cos
k 1
2 kt
2 kt
bk sin
]
T
T
Question : What is the meaning of the symbol
in the Fourier series expansion?
k 1
Certainly not that infinite terms must be summed! This is impossible!
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Approximating a function by a finite Fourier series expansion
f (t ) a0 [ak cos
k 1
2 kt
2 kt
bk sin
]
T
T
Question : What is the meaning of the symbol
in the Fourier series expansion?
k 1
Certainly not that infinite terms must be summed! This is impossible!
In practice we can use only
a finite sum
N
f N (t ) a0 [ak cos
k 1
2 kt
2 kt
bk sin
]
T
T
with a «sufficiently large» integer Ν
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Approximating a function by a finite Fourier series expansion
Sufficiently large Ν means:
For whatever small ε > 0 there exists an integer Ν such that
|| f(t) – fN(t)|| < ε
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Approximating a function by a finite Fourier series expansion
Sufficiently large Ν means:
For whatever small ε > 0 there exists an integer Ν such that
|| f(t) – fN(t)|| < ε
Attention:
|| f(t) – fN(t)|| < ε does not necessarily mean that the
difference
A. Dermanis
| f(t) – fN(t)|
is small for every
t !!!
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Approximating a function by a finite Fourier series expansion
Sufficiently large Ν means:
For whatever small ε > 0 there exists an integer Ν such that
|| f(t) – fN(t)|| < ε
Attention:
|| f(t) – fN(t)|| < ε does not necessarily mean that the
difference
| f(t) – fN(t)|
is small for every
t !!!
It would be desirable (though not plausible) that
max | f(t) – fN(t)| < ε
A. Dermanis
in the interval [0,Τ]
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Characteristics of the Fourier series expansion
The coefficients ak, bk become generally smaller as k increases
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Characteristics of the Fourier series expansion
The coefficients ak, bk become generally smaller as k increases
The base functions cosωkt, sinωkt have larger frequency ωk = kωT
and smaller period Τk = T/k (i.e. more detail) as k increases
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Characteristics of the Fourier series expansion
The coefficients ak, bk become generally smaller as k increases
The base functions cosωkt, sinωkt have larger frequency ωk = kωT
and smaller period Τk = T/k (i.e. more detail) as k increases
The terms [ak cosωkt + bk sinωkt]
have a more detailed contribution to fN(t) a k increases
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Characteristics of the Fourier series expansion
The coefficients ak, bk become generally smaller as k increases
The base functions cosωkt, sinωkt have larger frequency ωk = kωT
and smaller period Τk = T/k (i.e. more detail) as k increases
The terms [ak cosωkt + bk sinωkt]
have a more detailed contribution to fN(t) a k increases
As Ν increases more details are added to the Fourier series expansion
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
Characteristics of the Fourier series expansion
The coefficients ak, bk become generally smaller as k increases
The base functions cosωkt, sinωkt have larger frequency ωk = kωT
and smaller period Τk = T/k (i.e. more detail) as k increases
The terms [ak cosωkt + bk sinωkt]
have a more detailed contribution to fN(t) a k increases
As Ν increases more details are added to the Fourier series expansion
For a sufficient large Ν (which?) fN(t) ia a satisfactory approximation
to f(t) within a particular application
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
The finite sum of the Fourier series expansion
as the best approximation of a function within an interval
Question : In an expansion with finite number of terms Ν, of the form
N
f N (t ) A0 [ Ak cos
k 1
2 kt
2 kt
Bk sin
]
T
T
which are the values of the coefficients Α0, Ak, Bk for which
the sum fN(t) best approximates f(t), in the sense that
T
|| f (t ) || || f (t ) f N (t ) || [ f (t ) f N (t )]2 dt min
2
2
0
A. Dermanis
A0 ,{ Ak , Bk }
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
The finite sum of the Fourier series expansion
as the best approximation of a function within an interval
Question : In an expansion with finite number of terms Ν, of the form
N
f N (t ) A0 [ Ak cos
k 1
2 kt
2 kt
Bk sin
]
T
T
which are the values of the coefficients Α0, Ak, Bk for which
the sum fN(t) best approximates f(t), in the sense that
T
|| f (t ) || || f (t ) f N (t ) || [ f (t ) f N (t )]2 dt min
2
2
0
Answer :
A. Dermanis
A0 ,{ Ak , Bk }
The Fourier coefficients a0, ak, bk
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
The finite sum of the Fourier series expansion
as the best approximation of a function within an interval
Question : What is the meaning of the symbol
in the Fourier series expansion?
k 1
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
The finite sum of the Fourier series expansion
as the best approximation of a function within an interval
Question : What is the meaning of the symbol
in the Fourier series expansion?
k 1
ANSWER : The symbol
means that we can choose
k 1
a sufficiently large Ν, so that we can make satisfactorily small
the error
δf(t) = f(t) – fN(t)
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
The finite sum of the Fourier series expansion
as the best approximation of a function within an interval
Question : What is the meaning of the symbol
in the Fourier series expansion?
k 1
ANSWER : The symbol
means that we can choose
k 1
a sufficiently large Ν, so that we can make satisfactorily small
the error
δf(t) = f(t) – fN(t)
Specifically:
For every small ε there exists a corresponding integer Ν = Ν(ε) such that
|| f (t ) || || f (t ) f N (t ) ||
T
2
[
f
(
t
)
f
(
t
)]
dt
N
0
small mean square error !
A. Dermanis
Signals and Spectral Methods in Geoinformatics
Aristotle University of Thessaloniki – Department of Geodesy and Surveying
END
A. Dermanis
Signals and Spectral Methods in Geoinformatics
© Copyright 2026 Paperzz