# [wiley series in probability and statistics] random data (analysis and measurement procedures) ||...

Post on 14-Dec-2016

214 views

Embed Size (px)

TRANSCRIPT

C H A P T E R 13

The Hilbert Transform

The Hilbert transform of a real-valued time-domain signal x(t) is another real-valued time-domain signal, denoted by x(t), such that z(t) = x{t) + jx(t) is an analytic signal. The Fourier transform of x(t) is a complex-valued frequency domain signal X(f), which is clearly quite different from the Hilbert transform x(t) or the quantity z(t). From z(t), one can define a magnitude function A(t) and a phase function #(/), where A{t) describes the envelope of the original function x{t) versus time, and 0(r) describes the instantaneous phase of x{t) versus time. Section 13.1 gives three equivalent mathematical definitions for the Hilbert transform, followed by examples and basic properties. The intrinsic nature of the Hilbert transform to causal functions and physically realizable systems is also shown. Section 13.2 derives special formulas for the Hilbert transform of correlation functions and their envelopes. Applications are outlined for both nondispersive and dispersive propagation problems. Section 13.3 discusses the computation of two envelope signals followed by correlation of the envelope signals. Further material on the Hilbert transform and its applications appears in Refs 1-5.

13.1 HILBERT TRANSFORMS FOR GENERAL RECORDS

The Hilbert transform for general records can be defined in three ways as follows, where all integrals shown will exist in practice:

1. Definition as Convolution Integral. The Hilbert transform of a real-valued function x(t) extending over the range oo < t < oo is a real-valued function x(t) defined by

Random Data: Analysis and Measurement Procedures, Fourth Edition. By Julius S. Bendat and Allan G. Piersol Copyright 2010 John Wiley & Sons, Inc.

473

474 THE HILBERT TRANSFORM

JE(f) = Jt[x(t)] X [ U ) -du (13.1) "('-")

Thus x(t) is the convolution integral of x(t) and (l/pi), written as

(=(*(1/pi (13.2)

Like Fourier transforms, Hilbert transforms are linear operators where

3tf[alx\{t)+a2x2{t)]=altf[xl{t)}+a2je{x2{t)} (13.3)

for any constants a.\, a2 and any functions X](r), x2(f).

2. Definition as (pi/2) Phase Shift System. Let X(f) be the Fourier transform of x(r), namely,

x(f) = &[Ht)\ = x(t)e-j2nftdt (13.4)

Then, from Equation (13.2), it follows that X[f) is the Fourier transform X(f) of x(t), multiplied by the Fourier transform of (l /pi). The Fourier transform of (l/pi) is given by

J ^ / n / ] = - y s g n / = j " / ^ f

f> 0 (13.5)

A t / = 0 , the function s g n / = 0 . Hence, Equation (13.2) is equivalent to the passage of x(t) through a system defined by (j sgn/) to yield

X(f) = (-jsgnf)X(f) (13.6)

This complex-valued quantity X(f) is not the Hilbert transform of the complex-valued quantity X(f). Its relation to x(t) is

x(t) = Xify^df (13.7) J o o

In words, x(r) is the inverse Fourier transform of X(f). The Fourier transform of ( j sgn f) can be represented by

fi(f) = - 7 S g n / = | e , W 2 ) ^ < Q (13.8)

with 5(0) = 0. Also,

Bif) = \B{f)\e-*M (13.9)

Hence, B(f) is a (pi/2) phase shift system where

\B(f)\ = 1 fox all f 0 (13.10)

pi / 2 f o r / > 0

l - pi / 2 f o r / < 0 v ;

HILBERT TRANSFORMS FOR GENERAL RECORDS 475

If one lets

Xif) = \X(f)\e~M (13.12)

pi/2 pi/2

0 *

-it/2

0 *

-it/2

It follows that

X(f)=X(f)e -]() \X(f)\e -,(/)+)\ (13.13)

Thus, the Hubert transform consists of passing x(t) through a system which leaves the magnitude of X(f) unchanged, but changes the phase from

476 THE HILBERT TRANSFORM

The "instantaneous frequency" /n is given by

, 1 \ de(t)

/o=Ur (13-19) K2nJ dt

Let Z(/) be the Fourier transform of z(t), namely,

Z(f) = 3F\z(t)\ = P[x(t) +jx(t)} = ^[x(t)]+j^[x(t)}=X(f) +jX(f)

(13.20)

The inverse Fourier transform of Z(f) yields

z(t) = [Z(f)] = x(t) +jx(t) (13.21)

where

x(t) = Jf[x(t)} = lm[z(t)} (13.22)

13.1.1 Computation of Hubert Transforms

To compute Z(f), note from Equation (13.6) that

X(f) = (-jsgnf)X(f)

Hence, Equation (13.20) becomes

Z{f) = [1 + sgn/]X(f) = fl, (f)X(f) (13.23)

where, as shown in the sketch, B](0) = 1 and

* "3'24

This is a very simple transformation to obtain Z(f) from X(f). One should compute X(f) for all/and then define Z(/) by Z(0) =X(0) and

z ( f ) = { 0 ^ > rj/ v*>

The inverse Fourier transform of Z(/) then gives z(f) with x(t) = Im[z(r)]. This is the recommended way to compute the Hilbert transform. From Equation (13.25),

H I L B E R T T R A N S F O R M S F O R G E N E R A L R E C O R D S 477

x(t) = Re^2 X(fy2"fidf

jc(i) = Im^2 J X(f)e>2nftdf

(13.26)

Example 13.1. Digital Formulas for xit) and xit). For digital computations, from Equations (11.76) and (11.77), one obtains for = 0, 1, 2 , . . . , ( 1),

'N/2

x{nAt) = 2A/Re

x(nAt) = 2A/Im

Here, the factor Af= (l/NAt) with

*=1

'N/2

-X0Af

G X ( W ) e x p ( ^ )

N-l

X(kAf) = At y^x(wAf)exp( -j n=0

2nkn

~N~

Note that values of X(kAf) are needed only from k = 0 up to k = (N/2), where the Nyquist frequency occurs, to obtain the digitized values of x(nAt) and its Hilbert transform x(nAt). The envelope signal of x(t) is given by

() = [2 (nAt) + 2 ( ) ] 1/2

13.1.2 Examples of Hilbert Transforms

Table 13.1 gives several x(t) with their associated x(t) and envelopes A(t). Proofs of these results follow directly from previous definitions. These examples are plotted in Figure 13.1. The last result in Table 13.1 is a special case of a general theorem that

Jt[u(t) cos 2pi/ 0] = u(t) sin 2nf0t (13.27)

for any function u(t) which is an even function of t.

Table 13.1 Examples of Hilbert Transforms

x(t) x(t) AW

cos 2pi/0 sin 2pi/ 0 1

sin 2pi/ 0 cos 2pi/0 1 sinr 1cos t sin(r/2)

t t it/2) 1 t 1 1/2

1 + i 2 1+f 2

e"cl'lcos 2nf0t

478 THE HILBERT TRANSFORM

*(

-, 1/2

Figure 13.1 Examples of Hilbert transforms.

13.1.3 Properties of Hilbert Transforms

A number of properties will now be stated for Hilbert transforms, which follow readily from the basic definitions or are proved in the references. Let x(t) = J^[x(t)] and y(t) = Jf\y(t)] be Hilbert transforms of x{t) and y(r), with corresponding Fourier transforms X(f) and Y(f).

a. Linear Property

Jt[ax(t) + by(t)] = ax{t) + by(t)

for any functions x(t), y(t) and any constants a, b.

(13.28)

HILBERT TRANSFORMS FOR GENERAL RECORDS 479

b. Shift Property

3/e \x{t-a)] = Jt(f-fl) (13.29)

c. Hilbert Transform of Hilbert Transform

J f [jc(f)] = -x{t) (13.30)

In words, the application of two successive Hilbert transforms gives the negative of the original function.

d. Inverse Hilbert Transform ofx(t)

f 0 0 xiu) x(t) = Je-\x(t)\ = - ^ - r d u (13.31)

Thus x(t) is the convolution of x(t) with ( - l / pi ) . Alternatively, x(t) can be defined by

x(t) = &-l[(jsgnf)X(f)] (13.32)

where

X{f) = P[x(t)] (13.33)

e. Even and Odd Function Properties If x(t) is an even (odd) function of t, then x(t) is an odd (even) function of t:

x(t) even i(f) odd

x(t) odd x(t) even (13.34)

f. Similarity Property

g. Energy Property

je\x(at)\ = x(at) (13.35)

POO POO

x2(t)dt = x2(t)dt (13.36) J o o J o o

This follows from Parseval's theorem because

POO POO

x\t)dt= \X(f)\2df J o o J 0 0

l % ) l 2 #

(13.37)

and the fact that

\x(f)\2 = W)\2 (13.38)

480 THE HILBERT TRANSFORM

h. Orthogonal Property

1*00

x(t)x{t)dt = 0 (13.39) Joo

This follows from Parseval's theorem because

x(t)x(t) dt X*(f)X(f)df (13.40)

and the fact that

X* (f)X(f) = (-j sgn f)\X(f)\2 (13.41)

is an odd function of / s o that the right-hand side of Equation (13.40) is zero,

i. Modulation Property

JV[x{t) cos 2pi/ 0] = x(t) sin 2pi/ 0 (13.42)

if x(t) is a signal whose Fourier transform X(f) is bandwidth limited; that is,

X(,) = {X(f) M F (.3.43) [ 0 otherwise

provided t ha t / 0 is such t ha t / 0 > F. Also,

Xf[x(t) sin 2pi/ 0] = -x(t) cos 2pi/ 0 (13.44)

j . Convolution Property

jr\x(tyy(t)]=x(tyy(t) =x(tym (13.45)

This follows from the fact that

&[x(tyy(t)]=X(f)Y(f) (13.46)

and

[(-jSgnf)X(f)}Y(f)=X(f)Y(f)

= x(f)[(-Jwf)Y(f)]=x(f)Y(f) (13.47)

k. Lack of Commutation Property

^{J#>[x(t)}} 3f{&-[x{t)}} (13.48)

In words, Fourier transforms and Hilbert transforms do not commute.

13.1.4 Relation to Physically Realizable Systems

A physically realizable constant-parameter linear system is defined by a weighting function h(x) satisfying Equation (2.3), that is,

( ) = 0 f o r r < 0 (13.49)

HILBERT TRANSFORMS FOR GENERAL RECORDS 481

The corresponding frequency response function H(f) of Equation (2.13) is given by

f O O

H(f) = &\h(x)\ = h(x)e-j2nftdx Jo (13.50)

= HR(f)-jH,(f)

Here, HR(f) equals the real part of H(f) and Hj(f) equals the imaginary part of H(f)

as defined by

HR(f) =

H,(f) =

h(x)cos Infxdx

(13.51)

h () sin Infxdx

It will now be proved that for a system to be physically realizable, it is necessary and sufficient that / / / / ) be the Hilbert transform of HR(f).

This

Recommended