A novel method for computing the Hilbert transform with Haar multiresolution approximation

Authors:
Chaoying Zhou;Lihua Yang;Yingjun Liu;Zhihua Yang
Affiliations:
School of Mathematics and Computing Science, Sun Yat-sen University, Guangzhou city, 501275, PR China;School of Mathematics and Computing Science, Sun Yat-sen University, Guangzhou city, 501275, PR China;School of Mathematics and Computing Science, Sun Yat-sen University, Guangzhou city, 501275, PR China;Information Science and Technology School, Guangdong University of Business Studies, Guangzhou, 510320, PR China
Venue:
Journal of Computational and Applied Mathematics
Year:
2009

Citing 4
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Abstract

In this paper, an algorithm for computing the Hilbert transform based on the Haar multiresolution approximation is proposed and the L^2-error is estimated. Experimental results show that it outperforms the library function 'hilbert' in Matlab (The MathWorks, Inc. 1994-2007). Finally it is applied to compute the instantaneous phase of signals approximately and is compared with three existing methods.