In the 16th to 17th centuries this was a very common way to end a piece in a minor key. This is because music in the minor sounds melancholy or disturbed in comparison to the major because the third note of the scale is flattened (lowered by a semitone). In the harmonic series this minor third is the 7th harmonic which sounds dissonant against the fundamental (first note of the scale). This means that ending in the major gives a sense of relief after the tension of the minor. In a piece in A minor, for example, where the third note of the scale is C natural, in a Tierce de Picardie the final chord will include a C sharp, changing the chord from A minor to A major.