週期函式的傅立葉級數

feiyangyy94發表於2024-04-12

1. 三角函式基本性質

本文主要用於複習一下傅立葉級數、傅立葉變換的基礎
基本定理

  1. 三角函式的正交性: 頻率不同的三角函式乘積在一個週期內的積分是0,即:

\[\int_{-\pi}^{\pi}sin(mx\pm\frac{\pi}{2})cos(nx\pm\frac{\pi}{2})dx = 0 \quad m \neq n \quad\quad (0) \\ \int_{0}^T{sin(x\pm\frac{\pi}{2})}dt = 0 \]

對於任意\(m n \quad m \geq 1 \quad n \geq 1\),

\[\int_{-\pi}^{\pi}sin(mx)cos(nx)dx = 0 \quad\quad(1) \]

  1. 和差化積、積化和差 公式
    根據尤拉公式:

\[e^{i\theta} = cos(\theta) + isin(\theta) \\ e^{i(\theta+\alpha)} = cos(\theta + \alpha) + isin(\theta + \alpha) = e^{i\alpha}e^{i\alpha} = \\ [cos(\theta) + isin(\theta)][cos(\alpha) + isin(\alpha)] = \\ cos(\theta)cos(\alpha) - sin(\theta)sin(\alpha) +i[cos(\theta)sin(\alpha) + sin(\theta)cos(\alpha)] \rightarrow\\ cos(\theta + \alpha) = cos(\theta)cos(\alpha) - sin(\theta)sin(\alpha) \\ sin(\theta + \alpha) = cos(\theta)sin(\alpha) + sin(\theta)cos(\alpha) \\ cos(2x) = cos(x)^2 - sin(x)^2 \]

由和差化積可以得到 積化和差公式:

\[sin(\theta)sin(\alpha) = \frac{sin(\theta + \alpha) - cos(\theta + \alpha)}{2}\\ .... \]

2. 實數域傅立葉級數

滿足狄利克雷條件週期函式,可以展開成傅立葉級數,傅立葉級數表示為:

\[f(t) = c_0 + \sum_{n=1}^{\infty}{c_ncos(n\omega t + \phi)} = \\ c_0 + \sum_{n=1}^{\infty}{c_ncos(\phi)cos(n\omega t) - c_nsin(\phi)sin(n\omega t)} \]

\(c_0\) 是其中的直流分量, 令\(a_n=c_ncos(\phi), b_n=-c_nsin(\phi)\), 上式寫作:

\[f(t) = c_0 + \sum_{n=1}^{\infty}{[a_ncos(n\omega t) + b_nsin(n\omega t)]} \]

對上述級數的係數求解方式如下
\(K(t) = f(t)sin(k\omega t)\), 則:

\[\int_{0}^{T}K(t)dt = \\ \int_{0}^{T}c_0sin(k\omega t)dt + \int_{0}^{T}{sin(k\omega t) \sum_{n=1}^{\infty}[a_ncos(\omega t) + b_nsin(\omega t)]}dt \]

根據第一節的定理,可以得知:
\(\int_{0}^{T}c_0sin(k\omega t)dt = 0\)

\[\int_{0}^{T}{sin(k\omega t) \sum_{n=1}^{\infty}[a_ncos(n\omega t) + b_nsin(n\omega t)]}dt = \\ \int_{0}^{T}{\sum_0^{\infty}[sin(k\omega t)a_ncos(n\omega t)]}dt + \int_{0}^{T}{\sum_0^{\infty}[sin(k\omega t)b_nsin(n\omega t)]}dt = \\ \sum_{n=1}^{\infty}{\int_0^{T}[sin(k\omega t)a_ncos(n\omega t)]dt} + \sum_{n=1}^{\infty}{\int_0^{T}[sin(k\omega t)b_nsin(n\omega t)]dt} = \\ a(t) + b(t) \]

根據(1),\(a(t) = 0\), 根據(0), 當\(k=n,b(t) \neq 0\),此時繼續推導:

\[\sum_{n=1}^{\infty}{\int_0^{T}[sin(k\omega t)b_nsin(n\omega t)]dt} = b_n\int {sin(\omega t)}^2 dt \]

根據:

\[sin(x)^2 + cos(x)^2 = 1\\ cos(2x) = cos(x)^2 - sin(x)^2 = (1-sin(x)^2) - sin(x)^2 \\ sin^2(x) = \frac{1-cos(2x)}{2} \\ b_n\int {sin(\omega t)}^2 dt = b_n \int{ \frac{1-cos(2t)}{2}}dt=\frac{b_nT}{2} \\ b_n = \frac{2}{T}\int{f(t)sin(n\omega t)}dt \]

類似的,求出\(a_n\)

\[a_n = \frac{2}{T}\int{f(t)cos(n\omega t)}dt \]

對於傅立葉級數的第n項,其能量和相位分別是:

\[c_n^2 = a_n^2 + b_n^2 \\ \Phi = arctan(-\frac{b_n}{a_n}) \]

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