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This lecture covers Fourier series, analysis, the heat equation, Gibbs phenomenon, Fourier transform, and properties of Fourier transform. It also delves into the discrete Fourier transform, spectral and cepstral analysis, and the Fast Fourier transform algorithm. Additionally, it explores signal analysis, filter design, and applications in spectroscopy. The instructor discusses the theory behind Fourier series, its applications in describing periodic functions, and the transition to Fourier transform for non-periodic functions.