The complex exponential form of Fourier series is a representation of a periodic function (which is usually a signal) with period \( 2\ell \) as infinite series:
\[ f(x) \,\sim\, \sum_{k=-\infty}^{\infty} \alpha_k e^{k{\bf j} \pi x/\ell} \]
where a signal's complex Fourier spectrum is
\[ \alpha_k = \frac{1}{2\ell} \int_{-\ell}^{\ell} f(x)\, e^{-k{\bf j} \pi x/\ell} \,{\text d} x , \qquad k=0, \pm 1, \pm 2, \ldots ; \]
provided that this series converges in some sense. The above formula is based on the orthogonality property of exponential functions:
\[ \int_0^T e^{{\bf j}2\pi kt/T} \,e^{-{\bf j}2\pi nt/T} \,{\text d}t = \left\{ \begin{array}{ll} T, & \ \mbox{if $k=n$}, \\ 0 , & \ \mbox{if } k\ne n . \end{array} \right. \]
Conversion of complex Fourier series into standard trigonometric Fourier series is based on Euler's formulas:

\[ \sin \theta = \frac{1}{2{\bf j}} \,e^{{\bf j}\theta} - \frac{1}{2{\bf j}} \,e^{-{\bf j}\theta} = \Im \,e^{{\bf j}\theta} = \mbox{Im} \,e^{{\bf j}\theta}, \qquad \cos \theta = \frac{1}{2} \,e^{{\bf j}\theta} - \frac{1}{2} \,e^{-{\bf j}\theta} = \Re \,e^{{\bf j}\theta} = \mbox{Re} \,e^{{\bf j}\theta}. \]

Here, j is the unit vector in positive vertical direction on the complex plane, so \( {\bf j}^2 =-1. \) Mathematica has a default command to calculate complex Fourier series:

Fourier series[ expr, t, n]        (* gives the n-order (complex) Fourier series expansion of expr in t *)

Mathematica has a special command to find complex Fourier coefficent and to determine its numerical approximation:

FourierCoefficient[ expr, t, n]        (* gives the nth coefficient in the exponential Fourier series expansion of expr in t *)

NFourierCoefficient[ expr, t, n]        (* gives a numerical approximation to the nth coefficient in the Fourier exponential series expansion of expr in t *)

One can easily transfer complex form into trigonomtric form vice versa using formulas:

\[ \alpha_k = \begin{cases} \frac{a_0}{2} , & \quad k=0, \\ \frac{1}{2} \left( a_k - {\bf j} b_k \right) , & \quad k=1,2,3,\ldots , \\ \frac{1}{2} \left( a_{-k} + {\bf j} b_{-k} \right) , & \quad k=-1,-2,-3,\ldots \end{cases} \]
and
\[ a_0 = 2\,\alpha_0 , \quad a_k = 2\,\Re \alpha_k = 2\,\mbox{Re} \,\alpha_k , \quad b_k = -2\,\Im \alpha_k = -2\,\mbox{Im} \,\alpha_k , \quad k=1,2,\ldots . \]
Note that \( a_{-n} \quad\mbox{and}\quad b_{-n} \) are only defined when n is negative. Then we get
\[ f(x) \,\sim\, \sum_{k=-\infty}^{\infty} \alpha_k e^{k{\bf j} \pi x/\ell} = \frac{a_0}{2} + \sum_{n\ge 1} \left[ a_n \cos \frac{n\pi x}{\ell} + b_n \sin \frac{n\pi x}{\ell} \right] . \]

The Fourier series command has an option FourierParameters that involves two parameters and when applied, it looks as FourierParameters->{a,b}
This means that complex Fourier coefficient is evaluated according to the formula:

\[ \left\vert \frac{b}{2\,\pi} \right\vert^{(a+1)/2} \, \int_{-\pi/|b|}^{\pi/|b|} f(t)\,e^{-{\bf j}bnt} \,{\text d}t . \]
The complex exponential Fourier form has the following advantages compaired to traditional trigonometric form: A signal's Fourier series spectrum \( \alpha_k \) has interesting properties.

Example: Consider a piecewise constant function on the interval [-2 , 2]:

\[ f(x) = \left\{ \begin{array}{ll} 1, & \ \mbox{on the interval $(-2 , -1)$}, \\ 0 , & \ \mbox{on the interval } (-1, 0) , \\ 2, & \ \mbox{on the interval } (0, 2). \end{array} \right. \]
There is no need to define the function at the points of discontinuity \( x=-2, -1, 0, 2 \) because the corresponding Fourier series will specify the values at these points to be the averages of left and right limit values. Therefore, \( f(-2) = 3/2, \ f(-1) = 1/2, \ f(0) = 1, \ f(2) =3/2 . \) We can find the Fourier coefficients either by evaluating integrals
\[ \alpha_0 = \frac{1}{4} \,\int_{-2}^2 f(x)\,{\text d}x = \frac{5}{4} , \qquad \alpha_k = \frac{1}{4} \,\int_{-2}^2 f(x)\,e^{-k{\bf j} \pi x/2} \,{\text d}x = \frac{\bf j}{2k\pi} \left[ (-1)^k + \cos \frac{k\pi}{2} -2 \right] - \frac{1}{2k\pi} \,\sin \frac{k\pi}{2} , \quad k = \pm 1, \pm 2, \ldots . \]
f[t_] = Piecewise[{{1, -2 < t < -1}, {0, -1 < t < 0}, {2, 0 < t < 2}}]
Integrate[f[t]*Exp[-k*I*Pi*t/2], {t, -2, 2}]/4 // ComplexExpand
Simplify[%]
Out[5]= (I (Cos[(k \[Pi])/2] + Cos[k \[Pi]] + I (2 I + Sin[(k \[Pi])/2] - 3 Sin[k \[Pi]])))/(2 k \[Pi])
or using standard comamnd:
FourierSeries[f[x], x, 20, FourierParameters -> {1, Pi/2}] // ComplexExpand
The corresponding real trigonometric series is
\[ f(t) = \frac{5}{4} - \frac{1}{\pi} \,\sum_{k\ge 1} \frac{1}{k}\,\sin \frac{k\pi}{2}\, \cos \frac{k\pi t}{2} - \frac{1}{\pi} \,\sum_{k\ge 1} \frac{1}{k}\left[ \cos \frac{k\pi}{2} + (-1)^k -2 \right] \sin \frac{k\pi t}{2} . \]
Correctness of calculations could be checked numerically:
NFourierCoefficient[f[t], t, 5, FourierParameters -> {1, Pi/2}]
Out[12]= -0.031831 - 0.095493 I
NFourierCoefficient[f[t], t, -5, FourierParameters -> {1, Pi/2}]
Out[13]= -0.031831 + 0.095493 I
N[Sin[5*Pi/2]/10/Pi]
Out[14]= 0.031831
N[3/10/Pi]
Out[15]= 0.095493
because \( (-1)^5 + \cos \frac{5\pi}{2} -2 = -3 . \)

We plot partial sums with 10 and 50 terms, respectively:

curve = 5/4 - (1/Pi)* Sum[Sin[k*Pi/2]*Cos[k*Pi*x/2]/k, {k, 1, 10}] - (1/Pi)* Sum[(Cos[k*Pi/2] + (-1)^k - 2)*Sin[k*Pi*x/2]/k, {k, 1, 10}]
Plot[curve, {x, -3.5, 3.5}, PlotStyle -> Thick]
   
When the complex Fourier series is used to represent a periodic function, then the amplitude spectrum, sketched below, is two-sided. It consists of the points \( \left( \frac{k\pi}{\ell} , \left\vert \alpha_k \right\vert \right) , \quad k= 0, \pm 1, \pm 2, \ldots \) that in our case become
\[ \left( 0, \frac{5}{4} \right) , \quad \left( \frac{k\pi}{2}, \frac{1}{2k\pi} \,\sqrt{\left( (-1)^k + \cos \frac{k\pi}{2} -2 \right)^2 + \sin^2 \frac{k\pi}{2}} \right) , \quad k=\pm 1, \pm 2, \ldots . \]
a[k_] = (-1)^k + Cos[k*Pi/2] - 2
b[k_] = Sin[k*Pi/2]
p0 = Line[{{0, 0}, {0, 5/4}}]; q0 = Graphics[{Thick, p0}]
pm1 = Line[{{-1*Pi/2, 0}, {-1*Pi/2, Sqrt[(a[-1])^2 + (b[-1])^2]/2/Pi}}]
qm1 = Graphics[{Thick, pm1}]
p1 = Line[{{1*Pi/2, 0}, {1*Pi/2, Sqrt[(a[1])^2 + (b[1])^2]/2/Pi}}]
q1 = Graphics[{Thick, p1}]
a = Graphics[Arrow[{{-3*N[Pi]/1.9, 0}, {3*N[Pi]/1.7, 0}}]]
Show[a, q0, q1, q2, q3, qm1, qm2, qm3]
The two-sided amplitude spectrum of the function.

The power spectrum for f is also two-sided, consisting of the points \( \left( \frac{k\pi}{\ell} , \left\vert \alpha_k \right\vert^2 \right) , \quad k= 0, \pm 1, \pm 2, \ldots \) that in our case become
\[ \left( 0, \frac{5}{4} \right) , \quad \left( \frac{k\pi}{2}, \frac{1}{4k^2\pi^2} \,\left[ \left( (-1)^k + \cos \frac{k\pi}{2} -2 \right)^2 + \sin^2 \frac{k\pi}{2} \right] \right) , \quad k=\pm 1, \pm 2, \ldots . \]
f[t_] = Piecewise[{{1, -2 < t < -1}, {0, -1 < t < 0}, {2, 0 < t < 2}}]
DiscretePlot[ Abs[FourierCoefficient[f[x], x, k, FourierParameters -> {1, Pi/2}]]^2, {k, -7, 7}, PlotRange -> All]
Note that here we used Mathematica's command FourierCoefficient that gives the kth coefficient in the Fourier series expansion of f.
The two-sided power spectrum of the function.

Example: Find complex and regular Fourier series expansion of the function \( f(x) = \frac{1-a\,\cos x}{1- 2a\,\cos x + a^2} , \) where real number a has absolute value less than 1: \( |a| <1 . \)

First, we substitute instead of \( \cos x \) its Euler representation: \( \cos x = \frac{1}{2}\,e^{{\bf j}x} + \frac{1}{2}\,e^{-{\bf j}x} . \) Then

\[ f(x) = \frac{1 - \frac{a}{2} \left( e^{{\bf j}x} + e^{-{\bf j}x} \right)}{1 - a \left( e^{{\bf j}x} + e^{-{\bf j}x} \right) + a^2} = \frac{1}{2}\,\frac{2- a\, e^{{\bf j}x} - a\,e^{-{\bf j}x}}{\left( 1-a\,e^{{\bf j}x} \right) \left( 1-a\,e^{-{\bf j}x} \right)} . \]
Since the numerator can be written as
\[ 2- a\, e^{{\bf j}x} - a\,e^{-{\bf j}x} = 1- a\, e^{{\bf j}x} + 1 - a\, e^{-{\bf j}x} , \]
we simplify the given function as
\[ f(x) = \frac{1}{2}\,\frac{1- a\, e^{{\bf j}x} + 1 - a\, e^{-{\bf j}x}}{\left( 1-a\,e^{{\bf j}x} \right) \left( 1-a\,e^{-{\bf j}x} \right)} = \frac{1}{2}\,\frac{1}{1-a\,e^{-{\bf j}x}} + \frac{1}{2}\,\frac{1}{1-a\,e^{{\bf j}x}} \]
Using geometric series formula \( \frac{1}{1-q} = \sum_{n\ge 0} q^n \) twice, first time with \( q= a\,e^{-{\bf j}x} \) and second time with \( q= a\,e^{{\bf j}x} , \) we obtain the required complex Fourier series:
\[ f(x) = \frac{1}{2}\,\sum_{n\ge 0} \left( a\,e^{-{\bf j}x} \right)^n + \frac{1}{2}\,\sum_{n\ge 0} \left( a\,e^{{\bf j}x} \right)^n = \frac{1}{2}\,\sum_{n\ge 0} a^n \, e^{-n{\bf j}x} + \frac{1}{2}\,\sum_{n\ge 0} a^n \, e^{n{\bf j}x} , \]
which we rewrite in symmetric way
\[ f(x) = 1+ \frac{1}{2}\,\sum_{n\ge 1} a^n \, e^{n{\bf j}x} + \frac{1}{2}\,\sum_{n=-\infty}^{-1} a^{-n} \, e^{n{\bf j}x} . \]
Next, we unite these two sums into one to obtain real trigonometric series:
\[ \frac{1-a\,\cos x}{1- 2a\,\cos x + a^2} = \sum_{n\ge 0} a^n \cos nx . \]

Example: Our next example deals with the periodic pulse function shown below

\[ \Pi (t,h,T) = \left\{ \begin{array}{ll} 1 , & \ x\in (0, h) \\ 0 , & \ x\in (h,T) \end{array} \right. \qquad\mbox{on the interval } (0,T). \]
The function is a pulse function with amplitude 1, and pulse width h, and period T. Using Mathematica, we can define the pulse function in many ways; however, we demonstrate application of command Which. The Which command provides a logical expression that allows us to evaluate a function in only one statement like the one given in the equation, definding the pulse function. The "Which" command has the general form :
Which[condition1, value1, condition2, value2 ...]
The command will return the value that is true; let' s see how this works in practice in an example of the pulse function:
PI[x_, h_, T_] := Which[0 < x < h, 1, h < x < T, 1]
We expand the pulse function into exponential Fourier series:
\[ \Pi (t,h,T) = \sum_{k=-\infty}^{\infty} \alpha_k e^{{\bf j}k2\pi x/T}, \qquad \alpha_k = \frac{1}{T} \,\int_0^h e^{-{\bf j}k2\pi x/T} \,{\text d}x = \frac{\bf j}{2k\pi} \left[ e^{-{\bf j}k2\pi h/T} -1 \right] , \quad k=0, \pm 1, \pm 2, \ldots . \]
Note that the value of \( \alpha_0 = h/T \) does not follow from the general formula directly. The above Fourier series defines the pulse functions at the points of discontinuity as the mean values from left and right: \( \Pi (0,h,T) = \Pi (h,h,T) = 1/2 . \) We can also convert the complex Fourier form to a regular real trigonometric form:
\[ \Pi (t,h,T) = \frac{h}{T} + \sum_{k \ge 0} \frac{1}{k\pi} \left[ \sin \frac{2hk\pi}{T} \, \cos \frac{2\pi kx}{T} + 2\,\sin^2 \frac{k\pi h}{T} \,\sin \frac{2\pi kx}{T} \right] . \]
Then we plot partial sums with 10 and 50 terms for particular numerical values \( h=1 \quad\mbox{and}\quad T=3: \)
pulse10 = 1/3 + (1/Pi)*Sum[(1/k)*(Sin[2*k*Pi/3]*Cos[2*Pi*k*x/3] + 2*(Sin[k*Pi/3])^2 *Sin[2*Pi*k*x/3]), {k, 1, 10}]
Plot[pulse10, {x, -5, 5}, PlotStyle -> Thick]
   
We can calculate Fourier coefficients directly:
a0 = 2/3;
an = (2/3)* Integrate[Cos[n*x*2*Pi/3], {x, 0, 1}, Assumptions -> Element[n, Integers]];
bn = (2/3)* Integrate[Sin[n*x*2*Pi/3], {x, 0, 1}, Assumptions -> Element[n, Integers]];
Print[{a0, an, bn}]
fourier[m_] := a0/2 + Sum[an Cos[n x*2*Pi/3] + bn Sin[n x*2*Pi/3], {n, 1, m}]
Plot[fourier[30], {x, -Pi, 2*Pi}, Epilog -> {Red, PointSize[Large], Point[{{0, 0.5}, {1, 0.5}, {3, 0.5}, {-2, 0.5}, {4, 0.5}}]}, PlotStyle -> Thick]
Then we check numerical values of the partial sum with 30 terms at the points of discontinuity:
N[fourier[30] /. x -> 1]
Out[23]= 0.496939
which is closed to the true value \( \Pi (1,1,3)=1/2. \)

 

Examples of Fourier Series

Gibbs Phenomenon

Even and Odd Functions

Cesàro Approximation

Chebyshev expantion

Legendre expansion

Bessel--Fourier Series

Hermite Expansion

Laguerra Expansion

Motivated examples