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1 oscillate with numerical frequency of k =2 . Signals are often corrupted by noise, which usually involves the high-frequency components (when k is large). Noise can sometimes be filtered out by setting the high-frequency coefficients (the ak and bk when k is large) equal to zero. Data compression is another increasingly important problem. One way to ac- complish data compression uses Fourier series. Here the goal is to be able to store or transmit the essential parts of a signal using as few bits of information as possible. The Fourier series approach to the problem is to store (or transmit) only those ak and bk that are larger than some specified tolerance and discard the rest. Fortunately, an important theorem (the Riemann–Lebesgue Lemma, which is our Theorem 2.10) as- suresusthatonly a small numberofFouriercoefficientsare significant, and therefore the aforementioned approach can lead to significant data compression.
12.1 Computation of Fourier Series »
The problem that we wish to address is the one faced by Fourier. Suppose that f º x
; Í is a given function on the interval Ì . Can we find coefficients, an and bn, so
that ½
a0
» D C C ; f º x [a cos nx b sin nx] for x ? (1.1) 2 n n
n D1
Notice that, except for the term a0 =2, the seriesis aninfinite linear combinationofthe
basic terms sin nx and cos nx for n a positive integer. These functions are periodic
Ì ; Í with period 2 = n, so their graphs trace through n periods over the interval . Figure 1 shows the graphs of cos x and cos5x, and Figure 2 shows the graphs of sin x and sin5x. Notice how the functions become more oscillatory as n increases.
1 1
x x −π π −π π
−1 −1
Figure 1 The graphs of cos x Figure 2 The graphs of sin x and cos 5x. and sin 5x.
The orthogonality relations
Our task of finding the coefficients an and bn for which (1.1) is true is facilitated by the following lemma. These orthogonality relations are one of the keys to the whole theory of Fourier series.
1 Be sure you know the difference between angular frequency, k in this case, and numerical frequency. It is explained in Section 4.1. 714 Chapter 12 Fourier Series
LEMMA 1.2 Let p and q be positive integers. Then we have the following orthogonality relations.