Article series of the Signals Research Laboratory, April 28, 2006

Hilbert transform: A simple, signal-theoretic formulation

G. Abhilash

Introduction

Signal separation schemes base on two aspects - one bases on the magnitude spectrum and the other bases on the phase spectrum of the signal. Fourier transform is useful when the signal separation bases on the magnitude spectrum whereas Hilbert transform is more useful when the signal separation bases on the phase spectrum. The central theme of the Hilbert transform is to alter the phase spectrum without altering the magnitude spectrum or without changing the energy content of the given signal. This points to the need for constructing an all-pass lter with the required phase characteristics, which when operates on the given signal yields its Hilbert transform. Specically, the formulation of the Hilbert transform aims at an all-pass network that shifts the phase of the positive frequency components by radians 2 and the phase of the negative frequency components by + radians. 2

Fourier transform of a real valued causal exponential pulse

V0 e 0

Consider a real valued causal exponential pulse v(t) = f or t 0 f or t < 0 (1)

where is the time constant. The Fourier transform of v(t) is V () =

0

V0 e(j+ )t dt

(2) (3)

V0 . + j
1

Rationalizing, (i.e., multiply the numerator and denominator by V () = V0 1 j 1 + ( )2 .

j), (4)

Figure 1 shows the graphs of v(t) and V (). We shall rewrite (4) in terms of the real and imaginary parts of V () as V () = Vreal () + jVimag (), (5) where Vreal () =

V0 ; 1 + ( )2

Vimag () =

V0 2 1 + ( )2

(6)

This article has been prepared as part of the Signals Research Laboratory activity at NIT Calicut. Assistant Professor, Department of Electronics and Communication Engineering, NIT Calicut.

Article series of the Signals Research Laboratory, April 28, 2006

v(t)

V ( ) , arg (V ( ))
V0

V0

v (t ) = V 0 e - t / u (t )

0.707 V0

/4
0 t
-1/ 1/

/4

Figure 1: The causal exponential pulse and its Fourier transform

Fourier transform of a signal of the form w(t) = 1 v(t) + 2 v(t)

Now consider a real, arbitrary energy signal v(t), i.e., v(t) L2 (R). Construct a new signal w(t) as w(t) = 1 v(t) + 2 v(t), where 1 and 2 are real valued constants. Clearly, w(t) L2 (R). The Fourier transform of w(t) is

(7)

W () =

1 v(t)ejt dt +

2 v(t)ejt dt

(8) (9)

= 1 V () + 2 V (),

where V () is the conjugate of V () with V () = V () which is true because v(t) is real. Substituting for V () from (5) we can rewrite (9) as W () = (1 + 2 )Vreal () + j(1 2 )Vimag (). (10)

Fourier transform of the signum function

sgn t = +1 f or t > 0 1 f or t < 0
sgn t

Consider the signum function (11)

This function is odd symmetric. This is shown in gure 2. We shall perceive the construction of this

+1 t 1

Figure 2: The signum function

Article series of the Signals Research Laboratory, April 28, 2006 function as the limiting case of the combination of v(t) and v(t) as w(t) = v(t) v(t) where, v(t) = e u(t); v(t) = e u(t), and sgn t = lim w(t)

t t

(12) (13) (14)

Figure 3 shows w(t) of (12). Substituting 1 = 1 and 2 = 1 in (10), we get

w(t )

+1 0
- v(-t ) u (-t )

v(t ) = e-t / u (t )

t 1

Figure 3: The graph of w(t) as a combination of causal and anticausal exponential pulses W () = 2jVimag () = 2j + 2

1 2

(15)

Let F stand for Fourier transform operator. Thus, using (14) and (15) we write F(sgn t) = F

lim w(t) = lim (F (w(t)))

2j = lim W () = 1 = jf where = 2f and we have sgn t

F

(16) (17)

1 jf

(18)

Quadrature lter and its impulse response

The imposition of a phase shift of radians to the frequency components of a signal is equivalent to 2 multiplying the signal spectrum by ej 2 which is simply a multiplication by j. We call a network that carries out this phase shift as the quadrature lter. Thus, according to our basic requirement, we dene the transfer function of the quadrature lter as HQ (f ) = j sgn f = j f or f > 0 +j f or f < 0 (19) (20)

Article series of the Signals Research Laboratory, April 28, 2006

But, what is the impulse response of this lter? We can answer this question by invoking the duality F principle of the Fourier transform. Suppose that x(t) X(f ). Let g(t) = X(t) Note that g(t) is the result of changing f to t in X(f ). Now, F(g(t)) = F (X(t)) = x(f ) (22) (21)

Note that F(g(t)) is the same as x(t) with t replaced by f . Equations (21) and (22) form the duality principle of the Fourier transform. We shall apply this principle in the present context. We have F(sgn t) =
1 jf

from equation (18). Let g(t) = 1 . jt (23)

Then, by the duality principle we get, F(g(t)) = F 1 jt = sgn(f ) = sgn f. (24)

Let us now formulate the inverse Fourier transform of sgn f . That is, F 1 (sgn f ) = and F 1 (j sgn f ) = That is, F 1 (HQ (f )) = Thus, 1 . (28) t This is the impulse response of the quadrature lter that we need. We must note that hQ (t) is not causal and hence, not physically realizable as such. Let us continue with our analysis. hQ (t) = 1 . t (27) 1 jt 1 . t (25)

(26)

Hilbert transform

Suppose that x(t) is the input to hQ (t). Then the output is the convolution of x(t) and hQ (t). That is, y(t) = hQ (t) x(t)

(29) (30) (31)

x()hQ (t ) d 1

x() d. t

Article series of the Signals Research Laboratory, April 28, 2006

Note that the integrand grows to innity at = t. Therefore, the integral is to be considered as the Cauchy principal value. That is, y(t) = 1 lim 0
t

x() d + t

t+

x() d . t

(32)

When this limit exists it is called the Cauchy principal value, around = t, of the integral. Let us replace y(t) with x(t). Thus, x(t) is the Hilbert transform of x(t). x(t) has its positive frequency spectrum phase shifted by 2 radians and the negative frequency spectrum phase shifted by + radians. We must note 2 that the Hilbert transform is basically the result of a convolution operation and hence does not change the domain; both x(t) and x(t) are functions of time.

Potpourri

Note that a complex signal p(t) can be represented as p(t) = s(t) + jq(t), (33)

where s(t) and q(t) are Hilbert transform pairs (prove it!). Now consider the special case of s(t) = cos t. Its Hilbert transform is sin t. So q(t) = sin t. Thus p(t) = cos t + j sin t. (34)

And Eulers formula shows that p(t) = ejt . Thus we write ejt = cos t + j sin t. Here the 90 degree phase shifter is a quadrature lter whose output (sin t) is the Hilbert transform of the input (cos t). The complex domain has two planes in phase quadrature. One of the planes (the horizontal one, called in-phase plane) carries real numbers. The other (the vertical one, called quadrature plane) also carries real numbers adorned with j. This j represents 1 and its need arises while computing the roots of quadratic equations. The function ejt is helical in t (time) in the complex domain 1 , with unit radius. The time evolution of the projection of this helix on the quadrature plane is sin t, and the time evolution of the projection on the in-phase plane is cos t. In particular, the projection on the quadrature plane is the Hilbert transform of the projection on the in-phase plane. That is, these projections form Hilbert transform pairs.

Conclusion

We have formulated the Hilbert transform from a signal-theoretic perspective. We have shown that the Hilbert transformer is basically an all-pass network called the quadrature lter that alters the phase of the positive frequency components of an input signal by radians and that of the negative frequency 2 components by + radians. We have formulated the impulse response of such an all-pass network (the 2 quadrature lter). The Hilbert transform of a signal is its convolution with the impulse response of the quadrature lter indicating that the Hilbert transform of a time signal is also a time signal.
Imagine a phasor of unit length that rotates at an angular frequency and moves uniformly along the time axis (imagine such an axis to depict evolution in time), pivoted on it, in the complex domain. The locus of the tip of this traveling phasor is a helix in the complex domain. This description is based on a personal communication with Deepthi P. Nandakumar.
1

Article series of the Signals Research Laboratory, April 28, 2006

Acknowledgement
This article is the result of the seless encouragement received from my students, especially, those belonging to the B.Tech(ECE) 2006 batch. I learned more from my students, by way of expressing ideas, than what I planned to teach them and I cherish the lively academic interactions I had with all of them. My students served as the main critiques and reviewers of this article. I express my aectionate gratitude to all of them; especially, Joseph P. Mathew (nal year), Deepthi P. Nandakumar (nal year) and Geetu B. George (pre-nal year). I happily acknowledge P. Beljith (Center for Biomechanics) for his skillful drawings and his joyful A A excitement in the use of L TEX. Most of my doubts in using L TEX for type-setting this article were cleared by the TEX Users Group India (TUG India). I gratefully acknowledge the invaluable help rendered by the group.

Suggested readings
1. W. H. Hayt Jr., J. E. Kemmerly, Engineering Circuit Analysis, McGraw-Hill International, 5th edition, New York, 1993. 2. A. B. Carlson, P. B. Crilly, J. C. Rutledge, Communication Systems: An introduction to Signals and Noise in Electrical Communication, McGraw-Hill International, 4th edition, New York, 2002. 3. A. Papoulis, Fourier Integral and its applications, McGraw-Hill International, New York, 1962. 4. A. Papoulis, Systems and transforms with applications in optics,McGraw-Hill International, New York, 1968.