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Analyse et synthèse harmoniques

This is the material for two lectures given at Ecole Polytechnique in May 2011 for the math teachers of "classes préparatoires"(parallel to the undergraduate classes in universities). The introduction is a personal overview on Fourier analysis, its history, the terms in use and a few references. The first part is also an overview but on a restricted subject : the link between statistics and Fourier, from Legendre and the role of l^2 to Donoho and the role of l^1. The third part starts from a theorem of Candès, Romberg and Tao on compressive sampling and applies the basic idea to a quite different question : the reconstruction of a function whose unknown spectrum has large gaps from Its restriction to an interval. The description and extention of the method of Candès, Romberg and Tao in Appendix 2 was developed later in a note aux Comptes rendus and an article submitted to Annales de l'Institut Fourier.