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 .