Hilbert transform

In mathematics and in signal processing, the Hilbert transform is a linear operator that takes a function, u(t) of a real variable and produces another function of a real variable H(u)(t).

The Hilbert transform is important in signal processing, where it derives the analytic representation of a signal u(t). This means that the real signal u(t) is extended into the complex plane such that it satisfies the Cauchy–Riemann equations. For example, the Hilbert transform leads to the harmonic conjugate of a given function in Fourier analysis, aka harmonic analysis. Equivalently, it is an example of a singular integral operator and of a Fourier multiplier.

The Hilbert transform was originally defined for periodic functions, or equivalently for functions on the circle, in which case it is given by convolution with the Hilbert kernel. More commonly, however, the Hilbert transform refers to a convolution with the Cauchy kernel, for functions defined on the real line R (the boundary of the upper half-plane). The Hilbert transform is closely related to the Paley–Wiener theorem, another result relating holomorphic functions in the upper half-plane and Fourier transforms of functions on the real line.

The Hilbert transform is named after David Hilbert, who first introduced the operator to solve a special case of the Riemann–Hilbert problem for holomorphic functions.

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