Hilbert Transforms
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Transcript Hilbert Transforms
Hilbert Transforms
Hilbert transforms are used to change the phase of
a signal by 90°. For example
H cos 0 t sin 0 t .
What is the process by which this operation is
performed?
Let us consider this operation in frequency domain.
We start with the Fourier transforms of cosine and
sine:
d(+0)
F {cos 0t}
d(-0)
j d(+0)
F {sin 0t}
-j d(-0)
What frequency operation is performed to go from
sine to cosine?
A useful function in formulating this operation is the
signum or sign function:
1 ( 0 ),
sgn( )
1 ( 0 ).
This function is like a unit step function with a nonzero negative part.
sgn ()
We readily see that, in frequency domain, the Hilbert
transform is equivalent to multiplication by
j sgn( )
as can be seen on the following slide.
F {cos 0t}
-j sgn ()
F {sin 0t}
j
-j
So, a Hilbert transform can be reduced to a filtering
operation, where
H ( ) j sgn( ).
We can design a digital filter with this frequency
response:
H d ( ) j sgn( ).
The coefficients cn for the digital filter can be found
using the Fourier series method:
cn
1
2
1
2
H d ( ) e
jn
j sgn( ) e
d
jn
j 0
jn
(1) e
d
2
d
0
( 1) e
jn
d
j 1
1
jn
jn
1 e
e
1
2 jn
jn
1
2 n
1
2 n
1
n
2 e
)
jn
2 2 cos
1 cos
n
e
n
)
jn
)
)
The plot of the magnitude and phase of this filter is
shown on the following slide.
Frequency Response
2
j
|H(e )|
1.5
r = 20
r = 50
1
r=5
0.5
0
-0.5
-1.5
-1
-0.5
-1
-0.5
0
0.5
1
1.5
0
0.5
1
1.5
, x
j
H(e ), x
1
0.5
0
-0.5
-1
-1.5
, x