File:Discrete Hilbert transforms of a cosine function, using piecewise convolution.svg

Original file(SVG file, nominally 1,385 × 720 pixels, file size: 388 KB)

Summary

Description
English: The blue graph shows a sine function that was created by computing the Discrete Hilbert transform of a cosine function. The cosine function was divided into 4 overlapping segments, which were individually convolved with an FIR Hilbert transform filter, and the 4 output segments were seamlessly pieced together. If the DFT of the FIR filter is replaced by the trivial samples of the DTFT of an IIR Hilbert transform filter, the cosine function segments are effectively convolved with a periodic summation of the IIR filter. That results in some frequency-dependent amplitude distortion and discontinuities at the segment boundaries. Examples of these effects are shown in the red graph.
Date
Source Own work
Author Bob K
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(Reusing this file)
I, the copyright holder of this work, hereby publish it under the following license:
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The person who associated a work with this deed has dedicated the work to the public domain by waiving all of their rights to the work worldwide under copyright law, including all related and neighboring rights, to the extent allowed by law. You can copy, modify, distribute and perform the work, even for commercial purposes, all without asking permission.

Other versions This file was derived from: Discrete Hilbert transforms of a cosine function, using piecewise convolution.jpg
SVG development
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Octave/gnuplot source
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This graphic was created with the help of the following Octave script:

graphics_toolkit gnuplot
pkg load signal
clear all; close all; clc

hfig = figure("position",[100 200 1108 576]);

x1 = .06;               % left margin for label
x2 = .02;               % right margin
y1 = .08;               % bottom margin for annotation
y2 = .08;               % top margin for title

width = 1-x1-x2;
height= 1-y1-y2;
%=======================================================
subplot("position",[x1 y1 width height])
hold on
box on
set(gca, "xaxislocation","origin")

title("Discrete Hilbert transforms of a cosine function, using Overlap-save algorithm",...
"fontsize",14);
xlabel("samples");
ylabel("amplitude");

% Create a 64th-order Hilbert transform filter.
M = 65;
h = zeros(1,M);
n = -31:2:31;
h(33+n) = (2/pi)./n;    % applies a rectangular window to the IIR function

% Derive overlap-save parameters.  Note that our choice of M causes the FFT size (N)
% to be a power-of-2, which is efficient, but not necessary.
overlap         = M-1;
N               = 4*overlap;                    % an efficient block-size
step_size       = N-overlap;
M2 = overlap/2; % length of the edge effects for a zero-phase (non-causal) filter
h = [h(1+M2:M) zeros(1,N-M) h(1:M2)];           % convert filter to zero-phase
H1 = fft(h);                                    % transfer function
H2 = i*[0 -ones(1,N/2-1) ones(1,N/2)];          % or just sample the DTFT

% Create an input function
num_steps = 4;                                  % signal length, in steps
n = (0 : num_steps*step_size+overlap)-M2;       % sample indices (minus filter delay)
cycles_per_step = 5/3;                          % just a non-integer
cycles_per_sample = cycles_per_step / step_size;
x = cos(2*pi*cycles_per_sample*n);             % transform a pure sinusoid

% Overlap-Save convolution
position = 0;
while position+N <= length(x)
        yt = real(ifft( fft(x(position+(1:N)) ).* H1 ));
        y1(position+(1:step_size)) = yt(1+M2 : N-M2);
% The next 2 lines are equivalent, so the 2nd one is commented out.
        yt = real(ifft( fft(x(position+(1:N)) ).* H2 ));
%       yt = imag(hilbert(x(position+(1:N))));
        y2(position+(1:step_size)) = yt(1+M2 : N-M2);
        position = position + step_size;
end

% Compare the results.
% Use unconnected dots for y2 to reveal the discontinuities at block boundaries.
y1 = y1 / max(abs(y1));
y2 = y2 / max(abs(y2));
plot(y1, "b");
plot(y2, "r.");               % unconnected dots

xlim([1 length(y1)])
ylim([-1 1])

% Calling function annotation() changes the gnuplot cursor units to a normalized ([0,1])
% coordinate system, which is then used to obtain the coordinates used below.

annotation("textbox", [.19 .025 0 0], "fitboxtotext","on", "string",...
      "Output of 65-tap FIR filter", "color","blue", "fontsize",12, "fontweight","bold")
annotation("textbox", [.67 .025 0 0], "fitboxtotext","on", "string",...
      "Output of sampled DTFT filter","color","red", "fontsize",12, "fontweight","bold")
annotation("arrow", [.237 .173], [.045 .104],...
      "headstyle","vback1", "headlength",5, "headwidth",5,...
      "linewidth",2, "color","blue")
annotation("arrow", [.379 .431], [.045 .104],...
      "headstyle","vback1", "headlength",5, "headwidth",5,...
      "linewidth",2, "color","blue")
annotation("arrow", [.817 .851], [.045 .132],...
      "headstyle","vback1", "headlength",5, "headwidth",5,...
      "linewidth",2, "color","red")
%annotation("arrow", [.734 .717], [.045 .095],...
%      "headstyle","vback1", "headlength",5, "headwidth",5,...
%      "linewidth",2, "color","red")

% Annotate the three block boundaries

text(394, .7,   {"discontinuity at";"block boundaries"})
text(110, -.67, {"discontinuity at";"block boundaries"})
annotation("line", [.222 .298], [.183 .183])
annotation("line", [.222 .298], [.122 .122])
annotation("doublearrow", [.253 .253], [.122 .183],...
      "head1style","vback1", "head2style","vback1",...
      "head1length",5, "head1width",5, "head2length",5, "head2width",5,...
      "linewidth",2, "color","red")
 
annotation("line", [.511 .592], [.885 .885])
annotation("line", [.511 .592], [.830 .830])
annotation("doublearrow", [.560 .560], [.830 .885],...
      "head1style","vback1", "head2style","vback1",...
      "head1length",5, "head1width",5, "head2length",5, "head2width",5,...
      "linewidth",2, "color","red")
 
annotation("line", [.722 .778], [.552 .552])
annotation("line", [.722 .778], [.425 .425])
annotation("doublearrow", [.729 .729], [.425 .552],...
      "head1style","vback1", "head2style","vback1",...
      "head1length",5, "head1width",5, "head2length",5, "head2width",5,...
      "linewidth",2, "color","red")

% Annotate the amplitude distortion

text(465, -.7, {"amplitude";"distortion"})
annotation("line", [.578 .662], [.126 .126])
annotation("line", [.620 .719], [.095 .095])
annotation("arrow", [.640 .640], [.168 .126],...
      "headstyle","vback1", "headlength",5, "headwidth",5,...
      "linewidth",2, "color",red")
annotation("arrow", [.640 .640], [.050 .095],...
      "headstyle","vback1", "headlength",5, "headwidth",5,...
      "linewidth",2, "color","red")

% I actually used the export function on the GNUPlot figure toolbar.
print(hfig,"-dsvg", "-S1108,576","-color",...
'C:\Users\BobK\Discrete Hilbert transforms of a cosine function, using piecewise convolution.svg')

Captions

Compare a simple FIR Hilbert transform filter to the IIR version provided by Matlab/Octave function hilbert().

Items portrayed in this file

depicts

27 May 2019

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Date/TimeThumbnailDimensionsUserComment
current12:20, 28 May 2019Thumbnail for version as of 12:20, 28 May 20191,385 × 720 (388 KB)Bob KAdd another text() function annotation.
03:46, 28 May 2019Thumbnail for version as of 03:46, 28 May 20191,385 × 720 (390 KB)Bob KUser created page with UploadWizard
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