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+90 phaseshiftandallpositivefrequenciesgeta90 phaseshift. Ifweputacosinewavethroughthistransformer,wegetasinewave.Thisphaserotationprocessistrueforall signalsputthroughtheHilberttransformandnotjustthecosine. Foranysignalg(t),itsHilbertTransformhasthefollowingproperty

(PuttingalittlehatoverthecapitalletterrepresentingthetimedomainsignalisthetypicalwayaHilbertTransformiswritten.)

AsinewavethroughaHilbertTransformerwillcomeoutasanegativecosine.Anegativecosinewillcomeouta negativesinewaveandonemoretransformationwillreturnittotheoriginalcosinewave,eachtimeitsphasebeing changedby90. ForthisreasonHilberttransformisalsocalledaquadraturefilter.Wecandrawthisfilterasshownbelowin Figure4.

SoherearetwothingswecansayabouttheHilbertTransform. 1.Itisapeculiarsortoffilterthatchangesthephaseofthespectralcomponentsdependingonthesignoftheir frequency. 2.Itonlyeffectsthephaseofthesignal.Ithasnoeffectontheamplitudeatall.

Figure4HilbertTransformshiftsthephaseofpositivefrequenciesby90 andnegativefrequenciesby+90 .

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.
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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.

 Copyright1999CharanLangton,AllRightsReserved mntcastle@earthlink.net