Okay, I'll try and explain it
Just say I have a vector [itex]\left( \begin{array}{ccc}<br />
a\\<br />
b\\<br />
c\end{array} \right)[/itex] and I want to expand it as a combination of [itex]\left( \begin{array}{ccc}<br />
1\\<br />
0\\<br />
0\end{array} \right)[/itex], [itex]\left( \begin{array}{ccc}<br />
0\\<br />
1\\<br />
0\end{array} \right)[/itex], [itex]\left( \begin{array}{ccc}<br />
0\\<br />
0\\<br />
1\end{array} \right)[/itex]
I should be able to do this pretty easily if I make use of the fact that the vectors I want to expand with are orthogonal.
I set [itex]\left( \begin{array}{ccc}<br />
a\\<br />
b\\<br />
c\end{array} \right) = <br />
c_1 \left( \begin{array}{ccc}<br />
1\\<br />
0\\<br />
0\end{array} \right)<br />
+<br />
c_2 \left( \begin{array}{ccc}<br />
0\\<br />
1\\<br />
0\end{array} \right)<br />
+<br />
c_3 \left( \begin{array}{ccc}<br />
0\\<br />
0\\<br />
1\end{array} \right)[/itex]
I can now take the inner product on both sides by each of my expansion vectors
[itex]
\left( \begin{array}{ccc}<br />
1 & 0 & 0 \end{array} \right) . \left( \begin{array}{ccc}<br />
a\\<br />
b\\<br />
c\end{array} \right) = \left( \begin{array}{ccc}<br />
1 & 0 & 0 \end{array} \right) . (c_1 \left( \begin{array}{ccc}<br />
1\\<br />
0\\<br />
0\end{array} \right)<br />
+<br />
c_2 \left( \begin{array}{ccc}<br />
0\\<br />
1\\<br />
0\end{array} \right)<br />
+<br />
c_3 \left( \begin{array}{ccc}<br />
0\\<br />
0\\<br />
1\end{array} \right) )[/itex]
Since my expansion vectors are both orthogonal and normal (of unit length, the inner product with itself is 1) there are no normalisation constants, and but calculating the prudcuts I find that [itex]c_1 = a[/itex]
Taking the inner product with the other expansion vectors I readily find that
[itex]c_2=b[/itex] and [itex]c_3=c[/itex]
Pretty simple right?
Well we're doing the exact same thing when we expand in terms of sin[n x] and cos[n x]. We're taking advantage of the fact that they are orthogonal, and using the inner product defined by [itex]f.g = \int f(x)g(x) dx[/itex] over whatever region we are working in. (You can compare this to what we did before where the functions f(x), g(x) are replaced by vectors in component form [itex]f_n[/itex] and [itex]g_n[/itex] so that the inner product is [itex]\vec{f}. \vec{g} = \sum_n f_n\ g_n[/itex])
Okay, so we have an f(x) and we want to expand it as a series of cos. We set
[itex]f(x) = \sum_n c_n Cos(n x)[/itex]
We take the inner product on both sides by Cos[m x]
[itex]\int Cos(m x) f(x) dx= \sum_n c_n \int Cos(n x) Cos(m x) dx[/itex]
Since cos(n x) and cos(m x) are orthogonal we end up with
[itex]\int cos(m x) f(x) dx= c_m \int cos(m x)^2 dx[/itex]
Or [itex]c_m = \frac{ \int Cos(m x)f(x) dx}{\int Cos(m x)^2 dx}[/itex]
It's pretty handy if the region you are working with is something like [0,2π] or [-π,π] because then the cos^2 integral will just turn into πThe Fourier series expansion is simply telling you 'how much' of each frequency of Cos (or Sin) there is in a function.
Do you understand what you're doing when you're taking a Fourier series?