H: The Hilbert-transformation

Description Usage Arguments Value

Description

The Hilbert-transform is a phase shifter, which represents the complex complement to a real vauled signal. It is calculated in the complex frequency space of the signal by using the Fourier transform. Finally, calculating f = y + i*H(y) gives the analytic signal, with a one sided spectrum. (See analyticFunction)

Usage

1
H(x)

Arguments

x

real valued time series

Value

A numeric real valued vector is returned



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