Analytic signal explained

In mathematics and signal processing, an analytic signal is a complex-valued function that has no negative frequency components.^[1] The real and imaginary parts of an analytic signal are real-valued functions related to each other by the Hilbert transform.

The analytic representation of a real-valued function is an analytic signal, comprising the original function and its Hilbert transform. This representation facilitates many mathematical manipulations. The basic idea is that the negative frequency components of the Fourier transform (or spectrum) of a real-valued function are superfluous, due to the Hermitian symmetry of such a spectrum. These negative frequency components can be discarded with no loss of information, provided one is willing to deal with a complex-valued function instead. That makes certain attributes of the function more accessible and facilitates the derivation of modulation and demodulation techniques, such as single-sideband.

As long as the manipulated function has no negative frequency components (that is, it is still analytic), the conversion from complex back to real is just a matter of discarding the imaginary part. The analytic representation is a generalization of the phasor concept:^[2] while the phasor is restricted to time-invariant amplitude, phase, and frequency, the analytic signal allows for time-variable parameters.

Definition

s(t)

is a real-valued function with Fourier transform

S(f)

(where

is the real value denoting frequency), then the transform has Hermitian symmetry about the

f=0

axis:

S(-f)=S(f)^*,

where

S(f)^*

is the complex conjugate of

S(f)

.The function:

\begin{align} S_a(f)&\triangleq \begin{cases} 2S(f),&for f>0,\\ S(f),&for f=0,\\ 0,&for f<0 \end{cases}\\ &=\underbrace{2\operatorname{u}(f)}₁S(f)=S(f)+sgn(f)S(f), \end{align}

where

\operatorname{u}(f)

is the Heaviside step function,

sgn(f)

is the sign function,

contains only the non-negative frequency components of

S(f)

. And the operation is reversible, due to the Hermitian symmetry of

S(f)

\begin{align} S(f)&= \begin{cases}

	1
	2

S_a(f),&for f>0,\\ S_a(f),&for f=0,\\

	1
	2

	*,
S
	a(-f)

&for f<0 (Hermitiansymmetry) \end{cases}\\ &=

	1
	2

[S_a(f)+

	*]. \end{align}
S
	a(-f)

The analytic signal of

s(t)

is the inverse Fourier transform of

S_a(f)

\begin{align} s_a(t)&\triangleql{F}^-1[S_a(f)]\\
&=l{F}^-1[S(f)+sgn(f) ⋅ S(f)]\\ &=\underbrace{l{F}^-1\{S(f)\}}_s(t)+\overbrace{ \underbrace{l{F}^-1

\{sgn(f)\}}

j	1
	\pit

*\underbrace{l{F}^-1\{S(f)\}}_s(t)}^{convolution\\
&=}s(t)+j\underbrace{\left[{1\over\pit}*s(t)\right]}_{\operatorname{l{H}

}[s(t)]}\\&= s(t) + j\hat(t),\endwhere

\hat{s}(t)\triangleq\operatorname{l{H}}[s(t)]

is the Hilbert transform of

s(t)

;

is the binary convolution operator;

is the imaginary unit.

Noting that

s(t)=s(t)*\delta(t),

this can also be expressed as a filtering operation that directly removes negative frequency components:

s_a(t)=s(t)*\underbrace{\left[\delta(t)+j{1\over\pi

	-1
t}\right]}
	l{F

\{2u(f)\}}.

Negative frequency components

Since

s(t)=\operatorname{Re}[s_a(t)]

, restoring the negative frequency components is a simple matter of discarding

\operatorname{Im}[s_a(t)]

which may seem counter-intuitive. The complex conjugate

	*(t)
s
	a

comprises only the negative frequency components. And therefore

s(t)=

	*(t)]
\operatorname{Re}[s
	a

restores the suppressed positive frequency components. Another viewpoint is that the imaginary component in either case is a term that subtracts frequency components from

s(t).

The

\operatorname{Re}

operator removes the subtraction, giving the appearance of adding new components.

Examples

Example 1

s(t)=\cos(\omegat),

where

\omega>0.

Then:

\begin{align} \hat{s}(t)&=\cos\left(\omegat-

	\pi
	2

\right)=\sin(\omegat),\\ s_a(t)&=s(t)+j\hat{s}(t)=\cos(\omegat)+j\sin(\omegat)=e^j\omega. \end{align}

The last equality is Euler's formula, of which a corollary is $\cos(\omega t) = \frac \left(e^ + e^\right).$ In general, the analytic representation of a simple sinusoid is obtained by expressing it in terms of complex-exponentials, discarding the negative frequency component, and doubling the positive frequency component. And the analytic representation of a sum of sinusoids is the sum of the analytic representations of the individual sinusoids.

Example 2

Here we use Euler's formula to identify and discard the negative frequency.

s(t)=\cos(\omegat+\theta)=

	1
	2

\left(e^j+e^-j\right)

Then:

s_a(t)=\begin{cases} e^j(\omega = e^j ⋅ e^j\theta,&if \omega>0,\\ e^-j(\omega= e^j ⋅ e^-j\theta,&if \omega<0. \end{cases}

Example 3

This is another example of using the Hilbert transform method to remove negative frequency components. Nothing prevents us from computing

s_a(t)

for a complex-valued

s(t)

. But it might not be a reversible representation, because the original spectrum is not symmetrical in general. So except for this example, the general discussion assumes real-valued

s(t)

s(t)=e^-j\omega

, where

\omega>0

Then:

\begin{align} \hat{s}(t)&=je^-j\omega,\\ s_a(t)&=e^-j\omega+j²e^-j\omega=e^-j\omega-e^-j\omega=0. \end{align}

Properties

Instantaneous amplitude and phase

An analytic signal can also be expressed in polar coordinates:

s_a(t)=

	j\phi(t)
s
	m(t)e

where the following time-variant quantities are introduced:

s_m(t)\triangleq|s_a(t)|

is called the instantaneous amplitude or the envelope;

\phi(t)\triangleq\arg\left[s_a(t)\right]

is called the instantaneous phase or phase angle.

In the accompanying diagram, the blue curve depicts

s(t)

and the red curve depicts the corresponding

s_m(t)

The time derivative of the unwrapped instantaneous phase has units of radians/second, and is called the instantaneous angular frequency:

\omega(t)\triangleq

	d\phi
	dt

(t).

The instantaneous frequency (in hertz) is therefore:

f(t)\triangleq

	1
	2\pi

\omega(t).

^[3]

The instantaneous amplitude, and the instantaneous phase and frequency are in some applications used to measure and detect local features of the signal. Another application of the analytic representation of a signal relates to demodulation of modulated signals. The polar coordinates conveniently separate the effects of amplitude modulation and phase (or frequency) modulation, and effectively demodulates certain kinds of signals.

Complex envelope/baseband

Analytic signals are often shifted in frequency (down-converted) toward 0 Hz, possibly creating [non-symmetrical] negative frequency components: $_(t) \triangleq s_\mathrm(t)e^ = s_\mathrm(t)e^,$ where

\omega₀

is an arbitrary reference angular frequency.^[2]

This function goes by various names, such as complex envelope and complex baseband. The complex envelope is not unique; it is determined by the choice of

\omega₀

. This concept is often used when dealing with passband signals. If

s(t)

is a modulated signal,

\omega₀

might be equated to its carrier frequency.

In other cases,

\omega₀

is selected to be somewhere in the middle of the desired passband. Then a simple low-pass filter with real coefficients can excise the portion of interest. Another motive is to reduce the highest frequency, which reduces the minimum rate for alias-free sampling. A frequency shift does not undermine the mathematical tractability of the complex signal representation. So in that sense, the down-converted signal is still analytic. However, restoring the real-valued representation is no longer a simple matter of just extracting the real component. Up-conversion may be required, and if the signal has been sampled (discrete-time), interpolation (upsampling) might also be necessary to avoid aliasing.

\omega₀

is chosen larger than the highest frequency of

s_a(t),

then

{s_a

}_(t) has no positive frequencies. In that case, extracting the real component restores them, but in reverse order; the low-frequency components are now high ones and vice versa. This can be used to demodulate a type of single-sideband signal called lower sideband or inverted sideband.

Other choices of reference frequency are sometimes considered:

Sometimes

\omega₀

is chosen to minimize

\int_0^(\omega - \omega_0)^2|S_\mathrm(\omega)|^2\, d\omega.

Alternatively,^[4]

\omega₀

can be chosen to minimize the mean square error in linearly approximating the unwrapped instantaneous phase

\phi(t)

\int_^[\omega(t) - \omega_0]^2 |s_\mathrm(t)|^2\, dt

or another alternative (for some optimum

\theta

\int_^[\phi(t) - (\omega_0 t + \theta)]^2\, dt.

In the field of time-frequency signal processing, it was shown that the analytic signal was needed in the definition of the Wigner–Ville distribution so that the method can have the desirable properties needed for practical applications.^[5]

Sometimes the phrase "complex envelope" is given the simpler meaning of the complex amplitude of a (constant-frequency) phasor;other times the complex envelope

s_m(t)

as defined above is interpreted as a time-dependent generalization of the complex amplitude. Their relationship is not unlike that in the real-valued case: varying envelope generalizing constant amplitude.

Extensions of the analytic signal to signals of multiple variables

The concept of analytic signal is well-defined for signals of a single variable which typically is time. For signals of two or more variables, an analytic signal can be defined in different ways, and two approaches are presented below.

Multi-dimensional analytic signal based on an ad hoc direction

\boldsymbol\hat{u}

in the Fourier domain and label any frequency vector

\boldsymbol\xi

as negative if

\boldsymbol\xi ⋅ \boldsymbol\hat{u}<0

. The analytic signal is then produced by removing all negative frequencies and multiply the result by 2, in accordance to the procedure described for the case of one-variable signals. However, there is no particular direction for

\boldsymbol\hat{u}

which must be chosen unless there are some additional constraints. Therefore, the choice of

\boldsymbol\hat{u}

is ad hoc, or application specific.

The monogenic signal

The real and imaginary parts of the analytic signal correspond to the two elements of the vector-valued monogenic signal, as it is defined for one-variable signals. However, the monogenic signal can be extended to arbitrary number of variables in a straightforward manner, producing an -dimensional vector-valued function for the case of n-variable signals.

External links

Analytic Signals and Hilbert Transform Filters

Notes and References

Smith, J.O. "Analytic Signals and Hilbert Transform Filters", in Mathematics of the Discrete Fourier Transform (DFT) with Audio Applications, Second Edition, https://ccrma.stanford.edu/~jos/r320/Analytic_Signals_Hilbert_Transform.html, or https://www.dsprelated.com/freebooks/mdft/Analytic_Signals_Hilbert_Transform.html, online book, 2007 edition, accessed 2021-04-29.
Bracewell, Ron. The Fourier Transform and Its Applications. McGraw-Hill, 2000. pp. 361-362
B. Boashash, "Estimating and Interpreting the Instantaneous Frequency of a Signal-Part I: Fundamentals", Proceedings of the IEEE, Vol. 80, No. 4, pp. 519–538, April 1992
Justice. J.. 1979-12-01. Analytic signal processing in music computation. IEEE Transactions on Acoustics, Speech, and Signal Processing. 27. 6. 670–684. 10.1109/TASSP.1979.1163321. 0096-3518.
B. Boashash, "Notes on the use of the Wigner distribution for time frequency signal analysis", IEEE Trans. on Acoustics, Speech, and Signal Processing, vol. 26, no. 9, 1987

Analytic signal explained

Definition

Negative frequency components

Examples

Example 1

Example 2

Example 3

Properties

Instantaneous amplitude and phase

Complex envelope/baseband

Extensions of the analytic signal to signals of multiple variables

Multi-dimensional analytic signal based on an ad hoc direction

The monogenic signal

See also

Applications

Further reading

External links

Notes and References