希尔伯特变换

首先看看matlab中希尔伯特变换的函数hilbert：

HILBERT  Discrete-time analytic signal via Hilbert transform.
    X = HILBERT(Xr) computes the so-called discrete-time analytic signal
    X = Xr + i*Xi such that Xi is the Hilbert transform of real vector Xr.
    If the input Xr is complex, then only the real part is used: Xr=real(Xr).
    If Xr is a matrix, then HILBERT operates along the columns of Xr.
 
    HILBERT(Xr,N) computes the N-point Hilbert transform.  Xr is padded with
    zeros if it has less than N points, and truncated if it has more. 
 
    For a discrete-time analytic signal X, the last half of fft(X) is zero,
    and the first (DC) and center (Nyquist) elements of fft(X) are purely real.
 
    Example:
      Xr = [1 2 3 4];
      X = hilbert(Xr)
    produces X=[1+1i 2-1i 3-1i 4+1i] such that Xi=imag(X)=[1 -1 -1 1] is the
    Hilbert transform of Xr, and Xr=real(X)=[1 2 3 4].  Note that the last half
    of fft(X)=[10 -4+4i -2 0] is zero (in this example, the last half is just
    the last element).  Also note that the DC and Nyquist elements of fft(X)
    (10 and -2) are purely real.

 

 

e.g:

Xr=[12 2 3 2 1]; fft(Xr)=[20.0000             8.8820 - 1.5388i  11.1180 + 0.3633i  11.1180 - 0.3633i   8.8820 + 1.5388i]

X = hilbert(Xr); X=[12.0000 - 0.4702i   2.0000 + 5.6851i   3.0000 - 1.5984i   2.0000 + 2.6842i   1.0000 - 6.3007i]

fft(X)=[20.0000            17.7639 - 3.0777i       22.2361 + 0.7265i        0            -0.0000 ]

 

高频分量为零，低频分量加倍。