Discrete Hilbert Transform

7th April 2007

Digital Signal Processing I
Islamic University of Gaza

1
Overview

 Hilbert Transforms
 Discrete Hilbert Transforms
 DHT in Periodic/Finite Length
sequences
 DHT in Band pass Sampling

2
Transforms
 Laplace Transforms
 Time domain  s-plane
 Fourier Transforms (FT/DTFT/DFT)
 Time domain  frequency domain
 Z- Transforms
 Time domain  Z domain ( delay domain )
 Hilbert Transforms
 For Causal sequences relates the Real Part of FT
to the Imaginary Part FT

3
Why Hilbert Transforms ?
 Fourier Transforms require complete knowledge of
both Real and Imaginary parts of the magnitude and
phase for all frequencies in the range –π < ω < π
 Hilbert Transforms applied to causal signals takes
advantage of the fact that Real sequences have
Symmetric Fourier transforms.

4
Analog Hilbert Transforms
The Hilbert Transform of the 
1 g (t )
function g(t) is defined as
H ( x)  
  x  t
dt

t 
Because of the possible singularity  1  g (t ) 1 g (t ) 
H ( x)  lim   dt   dt 
 0    
at x=t, the integral is considered  t  x t 
x t 
as a Cauchy Principal value

The forms of the 1 g(x  t) 
H ( x)   1 g (t )
  x  t
dt H ( x)  dt
Hilbert Transform are   t

So the Hilbert transform is a Convolution

1
1
H ( x)   g ( x) F H ( x)  F    F g ( x)
x  x 

1
F    i  sign ( w)
 x  5
A note on Symmetry
• Any complex signal can be decomposed into parts having
• Conjugate Symmetry ( even for real signals)
• Conjugate Anti-Symmetry (odd for real signals)
x(n)  xe (n)  xo (n) (1)
 For real signals we have
X (n)  X e (n)  X o (n) (2) the following Fourier
transforms relationships
xe (n) 
1
 x ( n)  x (  n)  (3)
2
f (n)  FR (e j )  jFI (e jw )
xo (n)  x(n)  x(n) 
1
(4)
2 f e (n)  FR (e j )
x(n)  2 xe (n)u (n)  xe (0) (n) (5)
x(n)  2 xo (n)u (n)  xo (0) (n) f o (n)  FI (e j )
(6)

6
 A note on Symmetry …

x[n]

x[-n]

xe[n]

xo[n]

7
 1) Find Xi(w)
Problem1 X R (e j )  1  cos(2 )

1  j 2  1  j 2
X R (e jw )  1  e  e
2 2
1 1
xe ( n)   ( n)   ( n  2)   ( n  2)
2 2
x ( n )   ( n )   ( n  2)
 X (e jw )  1  e  j 2  1  cos( 2 )  j sin( 2 )
 X I (e jw )   sin( 2 )
aliter
1 1
 xo ( n)   (n  2)   (n  2)
2 2
1 1
jX I ( )  e  j 2  e  j 2  j sin(  )
2 2
 X I (e jw )   sin( 2 )

8
 2) Find X(z)

Problem2 X R (e j ) 
1   cos( )
1  2 cos    2
 1

1   cos( )
X R ( e j )   1
1  2 cos    2
1  ( / 2)( e j  e  j )
j
X R (e )   1
1   ( e j   e  j )   2
1  ( / 2)( z  z 1 )
X R ( z) 
1   ( z  z 1 )   2
1  ( / 2)( z  z 1 )
X R ( z)  ROC between the 2 poles
(1  z 1 )(1  z )
1 1 1 
X R ( z)    
2  1  z 1
1  z 
1 1
xe ( n)   n u[ n]    n u[  n]
2 2
x ( n)   n u[ n]
1
 X ( z)  z  
1  z 1 9
Derivation of Hilbert Transform
Relationships

1

j j j ( w  )
X (e )  X ( e )U ( e )d  x[0]

R

K  
1
j
U (e )  
K  
 (  2k ) 
1  e j
K  
1 j  
j
U (e )  
K  
 (  2k )   cot  
2 2 2
 X (e j )  X R (e j )  jX I (e j )
 
1 j    
 X R (e )d  
j j j
 X R (e )  X ( e ) cot  d  x[0]
2 2 
R
  2 

1

j
x[0]  X ( e )d
2
R


1     
X I (e )    X R (e j ) cot  d
jw

2 
 2 
10
The Hilbert Transform Relationships
1     

j
X I (e jw )   X ( e ) cot  d
2
R
 2 
1     

j
X R (e jw )  x[0]  X ( e ) cot  d
2
I

 2 
The above equations are called discrete Hilbert Transform
Relationships hold for real and imaginary parts of the Fourier
transform of a causal stable real sequence.
1     
X I (e jw )     X R (e j ) cot d
2 
 2 
1     
X R (e )  x[0]    X I (e j ) cot
jw
d
2   2 

Where P is Cauchy principle value

1             
 
j j
X I (e jw )   lim  X ( e ) cot  d  X ( e ) cot  d 
2  0 
R R
  
 2  
 2  

11
Periodic Sequences
Definitions:

~ ~ ~
x[n]  x e [n]  x o [n] n  0,1,...( N  1)
~ 1~ ~

x e [ n]   e
x [ n ]  x o [ n]  n  0,1,...( N  1)
2 
~ 1~ ~

x o [ n]   x e [ n]  x o [ n]  n  0,1,...( N  1)
2 

 Note:
 A periodic sequence cannot be casual in the sense
used before, but we will define a “periodically causal”
sequence
 Henceforth we assume N is even

12
Periodic Sequences …

 ~
2 x e [ n ] n  1,2,...( N / 2)  1
~ ~
x[n]   x e [n] n  0, N / 2
0 n  ( N / 2)  1,..., N  1


 ~
2 x o [ n ]
~
x[n]   n  1,2,...( N / 2)  1

0 n  ( N / 2)  1,..., N  1
1 n  0, N / 2
~

u N [ n ]  2 n  1,2,...( N / 2)  1
0 n  ( N / 2)  1,..., N  1

~ ~ ~
x[n]  xe [n] u N [n]

13
 Periodic Sequences …

x~[n]

x~[-n]

x~e[n]

x~o[n]

n
14
Periodic Sequences …

1. Compute x~e[n] from X~R[k] using DFS synthesis equation

2. Compute x~[n] from x~e[n]
3. Compute X~[k] from x~[n] using DFS analysis equation
N 1 ~
~ ~ ~ 1 ~
X [k ]  X R [k ]  j X I [k ] 
N
X
m 0
R [m]U N [k  m]

N k 0
~

U N [k ]   j 2 cot(k / N ) k  odd
0 k  even

~  j 2 cot(k / N ) k  odd
V N [k ]  
0 k  even
~ ~ 1 N 1 ~ ~
X [k ]  X R [k ]   X R [m]V N [k  m]
N m 0
N 1 ~
~ 1 ~
j X I [k ] 
N
X
m 0
R [m]V N [k  m]
N 1
~ 1 ~ ~ ~ ~
Similarly X R [k ] 
N
jX
m 0
I [m]V N [k  m]  x[0]  (1) x[ N / 2]
k

15
Finite Length Sequences
 It is possible to apply the transformations derived if we
can visualize a finite length sequence as one period of a
periodic sequence.
 For all time domain equations replace x~(n) with x(n)
 For freq domain equations ---
 1 N 1
  X R [m]VN [k  m] 0  n  N 1
jX I [k ]   N m 0
0
 otherwise
 1 N 1
  jX I [m]VN [k  m]  x[0]  (1) x[ N / 2] 0  n  N  1
k

X R [k ]   N m 0
0
 otherwise

16
Problem 3

 N=4, XR[k]=[ 2 3 4 3 ], Find XI[k]

 Method 1
 V4[k]=[ … 0 -2j 0 2j … ]
 jXI[k]=[ 0 j 0 –j ]

 Method 2
 xe[n]=[ 3 -1/2 0 -1/2 ]
 xo[n]=[ 0 -1/2 0 -1/2 ]
 jXI[k]=[ 0 j 0 –j ]

17
 Relationships between Magnitude and Phase

 We obtain a relationship between Magnitude and phase by

imposing causality on a sequence x^(n) derived from x(n)
F
j j j arg( X ( e j ))
x[n]  X (e )  X (e ) e
F
xˆ[n]  Xˆ (e j )
Xˆ (e j )  log X (e j )  j arg( X (e j )  Complex Cepstrum
The fact that the minimum phase condition ( X(z) has all poles and
zeros inside the unit circle) guarantees causality of the complex

cepstrum. 1    
j
arg( X (e )   P  log X (e j ) cot  d
2   2 

1    
log X (e j )  xˆ[0]  P  arg( X (e j ) cot  d
2   2 

1
 log X (e
j
xˆ[0]  ) d
2  18
Complex Sequences
 Useful in useful in representation of bandpass signals
 Fourier transform is zero in 2nd half of each period.
 Z-Transform is zero on the bottom half
 The signal called an analytic signal (as in continuous time signal
theory)
X (e )  0
jw
    0
x[n]  xr [n]  jxi [n]
1

X r (e )  X (e jw )  X * (e  jw )
jw

2

1
 
jX i (e jw )  X (e jw )  X * (e  jw )
2
2 X r (e jw ) 0    
X (e )  
jw

0     0
 2 jX ( e jw
) 0    
X (e jw )   i

0     0 19
 Complex Sequences …
 jX r (e jw ) 0    
X i (e )  
jw

 jX r (e jw )     0
X i (e jw )  H (e jw ) X r (e jw )
Hilbert Transformer
 j 0    
H (e jw )  
j     0
1
X r (e jw )  X i ( e jw
)   H ( e jw
) X i ( e jw
)
H (e jw )
Note:
Such a system is also called a 90º
phase shifter.
-xr[n] can also be obtained form a
xi[n] using a 90º phase shifter

20
Complex Sequences …

0  Xr[n] Xr[n]
1 1
h[n] 
2 

je jn d 
2 
0
je jn d
Xi[n]
 2 sin 2 (n / 2) Hilbert
 n0
h[n]   n Transformer
0 n0


xi [n]   h[n  m]x [m]
m  
r


xr [ n ]   h[n  m]x [m]
m  
i

21
 Representation of Bandpass Signals

x[n]  xr [n]  jxi [n]

X ( e j )  0     0
s[n]  x[n]e jc n  sr [n]  jsi [n]
S (e j )  X (e j ( c ) )
1
 
S r ( e j  )  S ( e j )  S * ( e  j  )
2
j 1

jSi (e )  S (e j )  S * (e  j )
2

S i ( e j )  H ( e j ) S r ( e j )

22
 Representation of Bandpass Signals …
x[n]  A[n]e jn

 
1
A[n]  x [n]  x [n]
2
r
2
i
2

 xr [ n ] 
[n]  arctan  
 i 
x [ n ]
s[n]   xr [n]  jxi [n]e jc n  A[n]e j c n n 
sr [n]  xr [n] cos(c n)  xi [n] sin( c n)  A[n] cos(c n  [n])
si [n]  xr [n] sin( c n)  xi [n] cos(c n)  A[n] sin( c n  [n])

cos(wcn) sin(wcn)

X X
+ s [n] x [n] +
r r s [n]
xr[n] + + i
Hilbert - Hilbert +
X X
Transformer Transformer
23
sin(wcn) cos(wcn)
 Bandpass Sampling
s[n]  sr [n]  jsi [n]
M 1
1
j
S d (e ) 
M
 S (e
k 0
j (  2k ) / M
)

Sc(t) Sr[n]=Sc[nT]
Srd[n]
C/D ↓M

T Hilbert Sid[n]
↓M
Transformer
Si[n]

24
Bandpass Sampling …

Reconstruction of the real bandpass signal involves

1. Expand the complex signal by a factor M

2. Filter the signal using an ideal bandpass filter
3. Obtain Sr[n]=Re{se[n]*h[n]}

25
Concluding Remarks
 Relations between Real and Imaginary part of Fourier
transforms for causal signal were investigated
 Hilbert transform relations for periodic sequences that
satisfy a modified causality constraint
 When minimum phase condition is satisfied logarithm of
magnitude and the phase of the Fourier transform are a
Hilbert transform pair
 Application of complex analytic signals to the efficient
sampling of bandpass signals were discussed

26
References
 Discrete Time Signal Processing, 2nd Edition. © 1999
Chapter 11 pages 755-800, Alan V Oppenheim, Ronald W
Schafer with John R Buck

27