Fourier Series — Question 10

PDF ↗

Question 10

Two periodic signals are f(x)=cos⁡x+cos⁡2xf(x)=\cos x+\cos 2x and g(x)=sin⁡x+cos⁡2xg(x)=\sin x+\cos 2x. To align them by one delay, minimize D(δ)=∫02π[f(x−δ)−g(x)]2dx,δ∈ℝ/(2πℤ).D(\delta)=\int_0^{2\pi}[f(x-\delta)-g(x)]^2\,dx, \qquad \delta\in\mathbb R/(2\pi\mathbb Z).

Tasks

  1. Use orthogonality to derive D(δ)D(\delta) without expanding a long pointwise square.

  2. Determine all globally optimal delays and the exact minimum error. Prove global optimality.

  3. Compare delays 00 and π/2\pi/2. Explain why exactly aligning the first harmonic need not give the best alignment of the full signal.

  4. Decide whether any delay makes the two functions identical. Sketch D(δ)/πD(\delta)/\pi over one period, marking every minimizer, and explain the nonuniqueness of the best delay.

Original worksheet page 1: question and worked solution for 8-6-010
Show solutionHide solution

Question 10 – Solution

Strategy. One delay rotates each harmonic by a different multiple of the same angle, creating a coupled optimization.

Step 1: Compute distance through correlation. Both signals have squared norm 2π2\pi. Angle addition and orthogonality give ∫02πf(x−δ)g(x)dx=π(sin⁡δ+cos⁡2δ).\int_0^{2\pi} f(x-\delta)g(x)\,dx =\pi(\sin\delta+\cos 2\delta). Therefore D(δ)π=4−2(sin⁡δ+cos⁡2δ).\boxed{\frac{D(\delta)}\pi=4-2(\sin\delta+\cos 2\delta).} The sine sign follows from cos⁡(x−δ)=cos⁡xcos⁡δ+sin⁡xsin⁡δ\cos(x-\delta)=\cos x\cos\delta+\sin x\sin\delta.

Step 2: Optimize over the whole circle. Put t=sin⁡δ∈[−1,1]t=\sin\delta\in[-1,1]. Since cos⁡2δ=1−2t2\cos 2\delta=1-2t^2, D(δ)π=74+4(t−14)2.\boxed{\frac{D(\delta)}\pi=\frac 74+4\left(t-\frac 14\right)^2.} The feasible value t=1/4t=1/4 is the unique minimizing sine value. Consequently Dmin=7π4,δ=arcsin⁡(1/4)orπ−arcsin⁡(1/4)(mod⁡2π).\boxed{D_{\min}=\frac{7\pi}{4},\qquad \delta=\arcsin(1/4)\ \text{or}\ \pi-\arcsin(1/4)\pmod{2\pi}.} Completing the square proves these are all global minimizers.

Step 3: Compare two tempting alignments. At δ=0\delta=0, the second harmonics agree and D=2πD=2\pi. At δ=π/2\delta=\pi/2, the first harmonic matches sin⁡x\sin x, but the second becomes −cos⁡2x-\cos 2x, so D=4πD=4\pi. Exactly matching one harmonic can worsen the full error. The optimum balances their contributions and improves on both choices.

Step 4: Interpret the two minima. The minimum is strictly positive, so no delay makes the signals identical. The objective depends only on sin⁡δ\sin\delta; the two distinct delays with sine 1/41/4 give the same compromise. They do not produce the same shifted function: their first cosine coefficients are opposite and nonzero. Thus nonuniqueness of the best delay does not imply exact agreement or identical aligned waveforms. The graph shows both minima in [0,2π)[0,2\pi).

See the diagram in the original worksheet below.

Original worksheet page 2: question and worked solution for 8-6-010

Original worksheet layout. Use Enlarge or open the PDF for a closer view.