SIGNALPROCESSING&SIMULATIONNEWSLETTER

Note:Thisisnotaparticularlyinterestingtopicforanyoneotherthanthosewhoareinvolvedinsimulation.Soifyouhavedifficultywiththisissue,you
maysafelystopreadingafterpage5withoutfeelingguilty.

HilbertTransform,AnalyticSignalandtheComplexEnvelope

InDigitalSignalProcessingweoftenneedtolookatrelationshipsbetweenrealandimaginarypartsofacomplex
signal.TheserelationshipsaregenerallydescribedbyHilberttransforms.Hilberttransformnotonlyhelpsusrelate
theIandQcomponentsbutitisalsousedtocreateaspecialclassofcausalsignalscalledanalyticwhichare
especiallyimportantinsimulation.Theanalyticsignalshelpustorepresentbandpasssignalsascomplexsignals
whichhavespeciallyattractivepropertiesforsignalprocessing.

HilbertTransformisnotaparticularlycomplexconceptandcanbemuchbetterunderstoodifwetakeanintuitive
approachfirstbeforedelvingintoitsformulawhichisrelatedtoconvolutionandishardtograsp.Thefollowing
diagramthatisoftenseenintextbooksdescribingmodulationgivesusaclueastowhataHilbertTransformdoes.

Figure1RoleofHilbertTransforminmodulation

TheroleofHilberttransformaswecanguesshereistotakethecarrierwhichisacosinewaveandcreateasine
waveoutofit.SoletstakeacloserlookatacosinewavetoseehowthisisdonebytheHilberttransformer.Figure
2ashowstheamplitudeandthephasespectrumofacosinewave.NowrecallthattheFourierSeriesiswrittenas

where
and

andAn andBn arethespectralamplitudesofcosineandsinewaves.Nowtakealookatthephasespectrum.The

phasespectrumiscomputedby

 Cosinewavehasnosinespectralcontent,soBn iszero.Thephasecalculatedis90forbothpositiveand
negativefrequencyfromaboveformula.Thewavehastwospectralcomponentseachofmagnitude1/2A,both
positiveandlyingintherealplane.(therealplaneisdescribedasthatpassingvertically(RVplane)andthe
Imaginaryplaneasonehorizontally(RIplane)throughtheImaginaryaxis)

Figure2bshowsthesametwospectrumsforasinewave.Thesinewavephaseisnotsymmetricbecausethe
amplitudespectrumisnotsymmetric.ThequantityAn iszeroandBn haseitherapositiveornegativevalue.The
phaseis+90forthepositivefrequencyand90forthenegativefrequency.

Nowwewishtoconvertthecosinewavetoasinewave.Therearetwowaysofdoingthat,oneintimedomainand
theotherinfrequencydomain.

HilbertTransforminFrequencyDomain

NowcompareFigure2aand2b,inparticularthespectralamplitudes.Thecosinespectralamplitudesareboth
positiveandlieintherealplane.ThesinewavehasspectralcomponentsthatlieintheImaginaryplaneandareof
oppositesign.

Toturncosineintosine,asshowninFigure3below,weneedtorotatethenegativefrequencycomponentofthe
cosineby+90andthepositivefrequencycomponentby90.Wewillneedtorotatethe+Qphasorby90orin
otherwordsmultiplyitbyj.WealsoneedtorotatetheQphasorby+90ormultiplyitbyj.

 Figure3Rotatingphasorstocreateasinewaveoutofacosine


WecandescribethistransformationprocesscalledtheHilbertTransformasfollows:
Allnegativefrequenciesofasignalgeta+90phaseshiftandallpositivefrequenciesgeta90phaseshift.

Ifweputacosinewavethroughthistransformer,wegetasinewave.Thisphaserotationprocessistrueforall
signalsputthroughtheHilberttransformandnotjustthecosine.

Foranysignalg(t),itsHilbertTransformhasthefollowingproperty

(PuttingalittlehatoverthecapitalletterrepresentingthetimedomainsignalisthetypicalwayaHilbertTransformiswritten.)

AsinewavethroughaHilbertTransformerwillcomeoutasanegativecosine.Anegativecosinewillcomeouta
negativesinewaveandonemoretransformationwillreturnittotheoriginalcosinewave,eachtimeitsphasebeing
changedby90.

ForthisreasonHilberttransformisalsocalledaquadraturefilter.Wecandrawthisfilterasshownbelowin
Figure4.

Figure4HilbertTransformshiftsthephaseofpositivefrequenciesby90andnegativefrequenciesby+90.

SoherearetwothingswecansayabouttheHilbertTransform.

1.Itisapeculiarsortoffilterthatchangesthephaseofthespectralcomponentsdependingonthesignoftheir
frequency.
2.Itonlyeffectsthephaseofthesignal.Ithasnoeffectontheamplitudeatall.

HilberttransforminTimeDomain

Nowlookatthesignalintimedomain.Givenasignalg(t),HilbertTransformofthissignalisdefinedas

(1)
AnotherwaytowritethisdefinitionistorecognizethatHilbertTransformisalsotheconvolutionoffunction
1/ptwiththesignalg(t).Sowecanwritetheaboveequationas

(2)

AchievingaHilbertTransformintimedomainmeansconvolvingthesignalwiththefunction1/pt.Whythe
function1/pt,whatisitssignificance?LetslookattheFourierTransformofthisfunction.Whatdoesthattellus?
GiveninEq3,thetransformlooksalotliketheHilberttransformwetalkedaboutbefore.

(3)

ThetermsgninEq3above,calledsignumissimplerthanitseems.Hereisthewaywecouldhavewritten
itwhichwouldhavebeenmoreunderstandable.

(4)

InFigure5weshowthesignumfunctionanditsdecompositionintotwofamiliarfunctions.

Figure5SignumFunctiondecomposedintoaunitfunctionandaconstant

Forshortcut,writingsgnisusefulbutitisbetterifitisunderstoodasasumoftheabovetwomuchsimpler
functions.(Wewillusethisrelationshiplater.)

(5)

Weseein6figurethatalthough1/ptisarealfunction,ishasaFouriertransformthatliesstrictlyinthe
imaginaryplane.DoyourecallwhatthismeansintermsofFourierSeriescoefficients?Whatdoesittellusabouta
functionifithasnorealcomponentsinitsFouriertransform?Itsaysthatthisfunctioncanberepresentedcompletely
byasumofsinewaves.Ithasnocosinecomponentatall.


InFigure7,weseeafunctioncomposedofasumof50sinewaves.Weseethesimilarityofthisfunction
withthatof1/pt.Nowyoucanseethatalthoughthefunction1/ptlooksnothingatallasinusoid,wecanstill
approximateitwithasumofsinusoids.

Thefunctionf(t)=1/ptgivesusaspectrumthatexplainstheHilbertTransformintimedomain,albeitthis
wayoflookingattheHilbertTransformisindeedveryhardtograsp.

WelimitourdiscussionofHilberttransformtoFrequencydomainduetothisdifficulty.

Figure7Approximatingfunctionf(t)=1/ptwithasumof50sinewave

WecanaddthefollowingtoourlistofobservationsabouttheHilbertTransform.

3.ThesignalanditsHilbertTransformareorthogonal.Thisisbecausebyrotatingthesignal90wehavenow
madeitorthogonaltotheoriginalsignal,thatbeingthedefinitionoforthogonality.
4.ThesignalanditsHilbertTransformhaveidenticalenergybecausephaseshiftdonotchangetheenergyofthe
signalonlyamplitudechangescandothat.

AnalyticSignal

HilbertTransformhasotherinterestingproperties.OneofthesecomesinhandyintheformulationofanAnalytic
signal.AnalyticsignalsareusedinDoubleandSinglesidebandprocessing(aboutSSBandDSBlater)aswellas
increatingtheIandQcomponentsofarealsignal.

Ananalyticsignalisdefinedasfollows.

(6)

AnanalyticsignalisacomplexsignalcreatedbytakingasignalandthenaddinginquadratureitsHilbert
Transform.Itisalsocalledthepreenvelopeoftherealsignal.

Sowhatistheanalyticsignalofacosine?

Substitutecoswtforg(t)inEq6,knowingthatitsHilberttransformisasine,weget

Theanalyticfunctionofacosineisthenowfamiliarphasororthecomplexexponential,ejwt.

Whatistheanalyticsignalofasine?

Nowsubstitutesinwtforg(t)inEq6,knowingthatitsHilberttransformisacos,wegetonceagainacomplex
exponential.

Doyourememberwhatthespectrumofacomplexexponentiallookslike?Toremindyou,Irepeatherethefigure
fromTutorial6.

Figure8Fouriertransformofacomplexexponential

Wecanseefromthefigureabove,thatwhereasthespectrumofasineandcosinespansboththenegativeand
positivefrequencies,thespectrumoftheanalyticsignal,inthiscasethecomplexexponential,isinfactpresentonly
inthepositivedomain.Thisistrueforbothsineandcosineandinfactforallrealsignals.

Restatingtheresults:theAnalyticsignalforbothandsineandcosineisthecomplexexponential.Even
thoughbothsineandcosinehaveatwosidedspectrumasweseeinfiguresabove,thecomplexexponential
whichistheanalyticsignalofasinusoidhasaonesidedspectrum.

Wecangeneralizefromthis:Ananalyticsignal(composedofarealsignalanditsHilberttransform)hasaspectrum
thatexistsonlyinthepositivefrequencydomain.

Letstakeatalookattheanalyticsignalagain.

(7)

Theconjugateofthissignalisalsoausefulquantity.

(8)

Thissignalhascomponentsonlyinthenegativefrequenciesandcanbeusedtoseparateoutthelowersidebands.

Nowbacktotheanalyticsignal.LetsextendourunderstandingbytakingFourierTransformofbothsidesofEq7.
Weget

(9)

ThefirsttermistheFouriertransformofthesignalg(t),andthesecondtermistheinverseHilbertTransform.We
canrewritebyuseofproperty Eq9as

(10)

Onemoresimplificationgivesus

(11)

Thisisaveryimportantresultandisapplicabletobothlowpassandmodulatedsignals.Formodulatedorbandpass
signals,itsneteffectistotranslatethesignaldowntobaseband,doublethespectralmagnitudesandthenchopoff
allnegativecomponents.

ComplexEnvelope

Wecannowdefineanewquantitybasedontheanalyticsignal,calledtheComplexEnvelope.TheComplex
Envelopeisdefinedas

Thepart iscalledtheComplexEnvelopeofthesignalg(t).

LetsrewriteitandtakeitsFourierTransform.

WenowseeclearlythattheComplexEnvelopeisjustthefrequencyshiftedversionoftheanalyticsignal.
Recognizingthatmultiplicationwiththecomplexexponentialintimedomainresultsinfrequencyshiftinthe
Frequencydomain,usingtheFourierTransformresultsfortheanalyticsignalabove,weget

(12)

Sohereiswhatwehavebeentryingtogetatallthistime.ThisresultsaysthattheFourierTransformoftheanalytic
signalisjusttheonesidedspectrum.Thecarriersignaldropsoutentirelyandthespectrumisnolongersymmetrical.

Thispropertyisveryvaluableinsimulation.Wenolongerhavetodosimulationatcarrierfrequenciesbutonlyat
thehighestfrequencyofthebasebandsignal.Theprocessappliesequallytoothertransformationsuchasfiltersetc.
whicharealsodownshifted.Itevenworkswhennonlinearitiesarepresentinthechannelandresultinadditional
frequencies.

Thereareotherusesofcomplexrepresentationwhichwewilldiscussasweexplorethesetopicshoweveritsmain
useisinsimulation.

__________________________________

Example

Letsdoanexample.Hereisarealbasebandsignal.
(Ihaveleftoutthefactor2pforpurposesofsimplification)

Figure9ABasebandSignal

Thespectrumofthissignalisshownbelow,bothitsindividualspectralamplitudesanditsmagnitudespectrum.The
magnitudespectrumshowsonespectralcomponentofmagnitude2atf=2and2andananotheroneofmagnitude
3atf=3and3.

Figure10aSpectralamplitudesFigure10bTheMagnitudeSpectrum

Nowletsmultiplyitwithacarriersignalofcos(100t)tomodulateitandtocreateabandpasssignal,

 Figure11Themodulatedsignalanditsenvelope

LetstaketheHilbertTransformofthissignal.Butbeforewedothatweneedtosimplifytheabovesoweonlyhave
sinusoidsandnottheirproducts.ThisstepwillmakeiteasytocomputetheHilbertTransform.Byusingthese
trigonometricrelationships,

werewritetheabovesignalas

NowwetaketheHilbertTransformofeachtermandget

NowcreatetheanalyticsignalbyaddingtheoriginalsignalanditsHilbertTransform.

Letsonceagainrearrangethetermsintheabovesignal

RecognizingthateachpairoftermsistheEulersrepresentationofasinusoid,wecannowrewritetheanalytic
signalas

Butwaitaminute,isntthistheoriginalsignalandthecarrierwritteninthecomplexexponential?Sowhyallthe
calculationsjusttogettheoriginalsignalback?

NowletstaketheFourierTransformoftheanalyticsignalandthecomplexenvelopewehavecomputedto
showtherealadvantageofthecomplexenveloperepresentationofsignals.

SpectrumoftheComplexEnvelopeSpectrumoftheAnalyticSignal

Figure12TheMagnitudeSpectrumoftheComplexEnvelopevs.TheAnalyticSignal

Althoughthiswasapassbandsignal,weseethatitscomplexenvelopespectrumiscenteredaroundzeroandnotthe
carrierfrequency.Alsothespectralcomponentsaredoublethoseinfigure10bandtheyareonlyonthepositive
side.IfyouthinktheresultlookssuspiciouslylikeaonesidedFouriertransform,thenyouwouldberight.

WedoallthisbecauseofsomethingNyquistsaid.Hesaidthatinordertoproperlyreconstructasignal,anysignal,
basebandorpassband,needstobesampledatleasttwotimesitshighestspectralfrequency.Thatrequiresthatwe
sampleatfrequencyof200.

Butwejustshowedthatifwetakeamodulatedsignalandgothroughallthismathandcreateananalyticsignal
(whichbythewaydoesnotrequireanyknowledgeoftheoriginalsignal)wecanseparatetheinformationsignalthe
basebandsignals(t))fromthecarrier.Wedothisbydividingtheanalyticsignalbythecarrier.Nowallwehaveleft
isthebasebandsignal.Allprocessingcanbedoneatasamplingfrequencywhichis6(twotimesthemaximum
frequencyof3)insteadof200.

ThepointhereisthatthismathematicalconcepthelpusgetaroundthesignalprocessingrequirementsbyNyquist
forsamplingofbandpasssystems.

Thecomplexenvelopeisusefulprimarilyforpassbandsignals.Inalowpasssignalthecomplexenvelopeofthe
signalisthesignalitself.Butinpassbandsignal,thecomplexenveloperepresentationallowsustoeasilyseparate
outthecarrier.

Takealookatthecomplexenvelopeagainforthissignal

theanalyticsignal

thecomplexenvelope

Weseetheadvantageofthisformrightaway.Thecomplexenvelopeisjustthelowpasspartoftheanalyticsignal.
Theanalyticsignallowpasssignalhasbeenmultipliedbythecomplexexponentialatthecarrierfrequency.The
Fouriertransformofthisrepresentationwillleadtothesignaltranslatedbackdownthebaseband(anddoubledwith
nonegativefrequencycomponents)makingitpossibletogetaroundtheNyquistsamplingrequirementandreduce
computationalload.


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