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

作者:Zhou, Chaoying; Yang, Lihua*; Liu, Yingjun; Yang, Zhihua
来源:Journal of Computational and Applied Mathematics, 2009, 223(2): 585-597.
DOI:10.1016/j.cam.2008.02.006

摘要

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.