Description Usage Arguments Details Value References

View source: R/analyticFunction.R

Normaly a causal real valued signal in time has negative frequencies, when a Fourier transform is applied. To overcome this, a complex complement can be calculated to compensate the negative frequency spectrum. This is called analytic signal or analytic function. The result is a one sided spectrum.

1 |

`x` |
real valued data vector |

An analytic function *xa* is composed of the real valued signal representation
*y* and its Hilber transform *H(y)* as the complex complement

*xa(t) = x(t)+i H(x(t)).*

In consequence, the analytic function has a one sided spectrum, which is more
natural. Calculating the discrete Fourier transform of such a signal will give a
complex vector, which is only non zero until the half of the length. Every component
higher than the half of the sampling frequency is zero. Still, the analytic signal
and its spectrum are a unique representation of the original signal *x(t)*.
The new properties enables us to do certain filtering and
calculations more easy in the spectral space, compared to the standard FFT
approach. Some examples are:

- Filtering
because the spectrum is one sided, the user must only modifiy values in the lower half of the vector. This strongly reduces mistakes in indexing. See

`filter.fft`

- Envelope functions
Since the Hilbert transform is a perfect phase shifter by pi/2, the envelope of a band limited signal can be calculated. See

`envelope`

- Calculations
Deriving and integrating on bandlimited discrete data becomes possible, without taking the symmetry of the discrete Fourier transform into account. The secound Example of the

`spec.fft`

function calculates the derivative as well, but plays with a certered spectrum and its corresponding "true" negative frequencies

A slightly different approach on the analytic signal can be found in R. Hoffmann
"Signalanalyse und -erkennung" (Chap. 6.1.2). Here the signal *x(t)* is split
into the even and odd part. According to Marko and Fritzsche this two parts can
be composed to the analytic signal, which lead to the definition with the Hilbert
transform above.

Complex valued analytic function

R. Hoffmann, Signalanalyse und -erkennung: eine Einfuehrung fuer Informationstechniker. Berlin; Heidelberg: Springer, 1998.

H. Marko, Systemtheorie: Methoden und Anwendungen fuer ein- und mehrdimensionale Systeme. 3. Aufl., Berlin: Springer, 1995.

G. Fritzsche, Signale und Funktionaltransformationen - Informationselektronik. Berlin: VEB Verlag Technik, 1985

spectral documentation built on May 19, 2017, 6:43 a.m.

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