Far-infrared transmission measurements have been performed on a two-dimensional electron gas (2DEG) with a lateral modulation of its concentration induced using an electrostatic gating technique. A strong coupling of the plasmon with the cyclotron resonance harmonics (of index up to n=5), known as Bernstein modes, is observed when the photon energy is close to the plasmon energy of the modulated 2DEG. The behavior of these modes is studied as a function of magnetic held and modulation strength for lambda=163 and 229 mu m. A classical theory based on the Boltzmann kinetic equation [A. V. Chaplik and D. Heitmann, J. Phys. C 18, 3357 (1985)] gives a good account of the main experimental features.