The French mathematician J. B. J. Fourier showed that arbitrary periodic functions could be represented by an infinite series of sinusoids of harmonically related frequencies. This chapter first defines periodic functions and orthogonal functions. A periodic function can be expanded in a Fourier series. The Fourier series of a periodic function is the sum of sinusoidal components of different frequencies. The chapter then illustrates the functions of odd or skew symmetry, even symmetry and half‐wave symmetry. The odd and even symmetry has been obtained with the triangular function by shifting the origin. Fourier analysis of a continuous periodic signal in the time domain gives a series of discrete frequency components in the frequency domain. The chapter describes Dirichlet conditions and notion of power spectrum. Finally, it explains the function of convolution, which is generally carried out in the frequency domain.