Calculating the Hilbert Transform on Spaces With Energy Concentration: Convergence and Divergence Regions

Abstract

In many different applications, it is important to determine the Hilbert transform of a given function. However, it is generally impossible to calculate it in closed form. Therefore Hilbert transform approximations are used. This paper studies the convergence and divergence behavior of general classes of such approximation methods. These classes are characterized by two very natural axioms and they include basically all known traditional numerical algorithms. The convergence of these methods is investigated on a family of signal spaces of continuous functions with finite energy. These spaces are parametrized by a number which measures the energy concentration in the low frequency components of the signal. It is shown that stable methods only exist on signal spaces with a sufficient energy concentration and this paper gives some explicit examples of convergent methods. On all other spaces in the family of signal spaces, every sampling-based Hilbert transform approximation shows a blowup behavior of its peak value, i.e., on these spaces, every sampling-based Hilbert transform approximation diverges.