Spline approximation for Cauchy principal value integrals
Journal of Computational and Applied Mathematics
Spline product quadrature rules for Cauchy singular integrals
Journal of Computational and Applied Mathematics
Uniform convergence of optimal order quadrature rules for Cauchy principal value integrals
Journal of Computational and Applied Mathematics
Computing the Hilbert transform on the real line
Mathematics of Computation
Matrix computations (3rd ed.)
A new algorithm for Cauchy principal value and Hadamard finite-part integrals
Journal of Computational and Applied Mathematics
Uniform approximations to finite Hilbert transform and its derivative
Journal of Computational and Applied Mathematics - Special issue on proceedings of the international symposium on computational mathematics and applications
A novel method for computing the Hilbert transform with Haar multiresolution approximation
Journal of Computational and Applied Mathematics
Computing the discrete-time “analytic” signal via FFT
IEEE Transactions on Signal Processing
Hi-index | 0.00 |
We develop a fast algorithm for computing the Hilbert transform of a function from a data set consisting of n function values and prove that the complexity of the proposed algorithm is O(n log n). Our point of view is fundamentally based on a B-spline series approximation constructed from available data. In this regard, we obtain new formulas for the Hilbert transform of a B-spline as a divided difference. For theoretical simplicity and computational efficiency we give a detailed description of our algorithm, as well as provided optimal approximation order, only in the case of quadratic splines. However, if higher accuracy is required, extensions of our method to spline approximation of any prescribed degree readily follows the pattern of the quadratic case. Numerical experiments have confirmed that our algorithm has superior performance than previously available methods which we briefly survey in Section 2.