An algorithm for fast Hilbert transform of real functions
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The authors propose an algorithm for the discretization of the Hilbert transform on the real line of the function \( f(x)\) \[ H_{R}f(x)=\frac{1}{\pi} p. v.\int^{\infty}_{- \infty}\frac{f(y)dy}{x-y}, \] using the linear interpolation. The complexity of this algorithm is reduced to \( O(N \log N)\) comparatively with other known methods of complexity \( O( N^{2})\), where \( N \) is a number of grid points.
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Cites work
- A novel method for computing the Hilbert transform with Haar multiresolution approximation
- Algorithms for estimating instantaneous frequency
- Computing the Hilbert Transform on the Real Line
- scientific article; zbMATH DE number 914800 (Why is no real title available?)
- scientific article; zbMATH DE number 274399 (Why is no real title available?)
- More efficient computation of the complex error function
- On computing with the Hilbert spline transform
- Optimal trigonometric preconditioners for nonsymmetric Toeplitz systems
- The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
Cited in
(20)- On computing with the Hilbert spline transform
- A method for the practical evaluation of the Hilbert transform on the real line
- Multi-domain spectral approach for the Hilbert transform on the real line
- The Hilbert transform of cubic splines
- On computing the analytic-signal backbone of the unforced harmonic oscillator
- A novel method for computing the Hilbert transform with Haar multiresolution approximation
- A fast Hermite transform
- Computing the Hilbert transform and its inverse
- A fast algorithm for computing the Hankel transform of order 1
- Hilbert transforms using fast Fourier transforms
- Fast Hankel transform algorithm
- Computing the Hilbert Transform on the Real Line
- On a 1D model with nonlocal interactions and mass concentrations: an analytical-numerical approach*
- Computing the Hilbert transform in wavelet bases on adaptive grids
- A stable and convergent algorithm to evaluate Hilbert transform
- Simultaneous approximation of Hilbert and Hadamard transforms on bounded intervals
- A numerical scheme for doubly nonlocal conservation laws
- Fast algorithms for computing the Hilbert transform of a given function with cubic splines
- Applications of AAA rational approximation
- A preconditioned boundary value method for advection-diffusion equations with half-Laplacian via spectrum doubling
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