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Hilbert Properties

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33 views2 pages

Hilbert Properties

Uploaded by

nagarjunks13
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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PROPERTIES OF HILBERT TRANSFORM WITH PROOF

Property 1
The signal g(t) and its Hilbert transform ̂(t) have the same amplitude spectrum.

Proof
The Fourier transform of ̂ is equal to -jsgn(f) times the Fourier transform of g(t),

i.e. F[ ̂(t)]= ̂ (f) = -j sgn(f).G(f)

| ̂ (f)| = |-j sgn(f)|.|G(f)| = |G(f)| , ⸪ |-j sgn(f)| = 1

Since the magnitude of -sgn(f) is equal to one for all f, the g(t) and ̂(t) will both have
the same amplitude spectrum.

Property 2
If ̂(t) is the Hilbert transform of g(t), then the Hilbert transform of ̂(t) is -g(t).

Proof:
The process of Hilbert transformation is equivalent to passing g(t) through a two-port
device with a transfer function equal to -jsgn(f).

A double Hilbert transformation is therefore equivalent to passing g(t) through a


cascade of two such devices.

The overall transfer function of such a cascade is equal to


H(f).H(f) = [-j sgn(f)]2 = (-j)2 = -1 for all f.

The resulting output is thus -g(t); that is, the Hilbert transform of ̂(t) is equal to -g(t).

This result is subject to the requirement that G(0) = 0, where G(0) is the Fourier
transform of g(t) evaluated at f = 0.
Property 3
A signal g(t) and its Hilbert transform ̂(t) are orthogonal.

Proof:
To prove this property, we use a special case of the multiplication theorem or the
Parseval’s theorem
∫ ∫ .

In particular, for a signal g(t) multiplied by its Hilbert transform ̂(t) we may write
∫ ̂ = ∫ ̂ (1)
which can be rewritten as:
∫ ̂ = ∫

= ∫ (2)

= ∫ | |

For a real-valued signal .

The integrand in the right-hand side of (2) is an odd function of f, being the product of
the odd function sgn(f) and the even function | | . Hence, the integral is zero,
yielding the final result

∫ ̂

This shows that the energy signal g(t) and its Hilbert transform ̂(t) are orthogonal over
the entire interval .

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