Bessel functions play a crucial role in frequency modulation (FM) and phase modulation (PM) theory by helping to describe the output of these systems when subjected to sinusoidal input. The output function is essentially a sinusoid with the input function influencing its phase, particularly in FM where the phase is the time integral of the input function. When analyzing the Fourier series of this output, one encounters integrals that lead to the Bessel functions of the first kind. These functions are integral in determining the coefficients of the Fourier series for sinusoidal excitation. Understanding this relationship is essential for grasping the mathematical foundations of FM and PM systems.