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Simple real Fourier series approximation

version 1.0.0.1 (3.39 KB) by

Computes coefficients for the real Fourier series approximation to a data set.

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Updated

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Includes two functions: Fseries.m and Fseriesval.m
[a,b] = Fseries(X,Y,n) fits an nth-order Fourier expansion of the form
y = a_0/2 + Sum_k[ a_k cos(kx) + b_k sin(kx) ]
to the data in the vectors X & Y, using a least-squares fit.

Y = Fseriesval(a,b,X) evaluates the Fourier series defined by the coefficients a and b at the values in the vector X.

Extra arguments allow for rescaling of X data and sin-only or cosine-only expansions.

Example:
% Generate data
x = linspace(0,2,41)';
y = mod(2*x,1);
% Use FSERIES to fit
[a,b,yfit] = Fseries(x,y,10);
% Evaluate on finer grid
xfine = linspace(0,2)';
yfine = Fseriesval(a,b,xfine);
% Visualize results
plot(x,y,'x',x,yfit,'o',xfine,yfine)

This generates the attached image of a 10-term Fourier series approximation of a sawtooth wave.

Comments and Ratings (23)

goc3

goc3 (view profile)

Paul Barratt

Neil Fu

Teresa Lo

Thank you so much!!!!!!!!!!!!

Perfect code and very useful since already built-in functions of matlab do not allow fitting beyond eight terms. Thank you!

Zuowei Zhu

Very useful tool, thanks for your work!

Matt Tearle

Matt Tearle (view profile)

@Amir Zakaria: Thanks for the feedback. I just had a look at what the Curve Fitting app is doing at its "Fourier" option includes the fundamental frequency as one of the fit parameters. So it's fitting a_k cos(w*k*x), where the coefficients a_k *and* the frequency w are parameters. My function is intended for just plain Fourier series expansion (a_k cos(k*x)). If you call Fseries with the scaling option set to false, and run the Curve Fitting app with w forced to 1 (you can set bounds on the parameters with "Fit Options"), you get the same values. Hope that helps.

Amir Zakaria

I found this very useful, but when i compare the same number of coefficients for example 5 using this function and using cftool, i have different values. can someone explain why?

Zachary Hugo

ding

ding (view profile)

very good tool

Moisés

Chihan

Chihan (view profile)

Does anyone know if there is a way to extract a_o , a_n, and b_n from the command line or the script in the more general cos and sin terms?

Tillmann

Really great!
But, how can I visualize more than one period?

Miguel Angel

I have a question: I've used your code to fit a Fourier series to a set of data (t,x). However, when I apply the same found coefficients to a different vector of time t', I do not obtain the same function (I expected that were the case). What can be occuring? Thank you so much in advance.

Miguel Angel

Very fast and useful.
Thank you very much.

Miguel Angel

very helpful, thanks! I used it for my project

Matt Tearle

Matt Tearle (view profile)

The expansion is in terms of sin/cos(kx) for k = 0:n, so the frequencies are simply k/L (for k from 0 to n), where L = max(x) - min(x). The units would be in inverse units of x. In the example given in the description, you can see the dominant contribution from the 4th sine term, which corresponds to a frequency of 4/(2-0) = 2 Hz (if x represented time in seconds).

Matt Tearle

Matt Tearle (view profile)

Thanks for the feedback, too. Glad it could help.

Jong-Hwan Kim

Jong-Hwan Kim (view profile)

Could you explain how to produce frequency from your code?

Jong-Hwan Kim

Jong-Hwan Kim (view profile)

this is a very good tool. I really like it. It helps my project. Thanks

Updates

1.0.0.1

Updated license

MATLAB Release
MATLAB 7.11 (R2010b)
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