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希尔伯特变换


希尔伯特变换(及其逆变换)是积分变换

g(y)=H[f(x)]=1/piPVint_(-infty)^infty(f(x)dx)/(x-y)
(1)
f(x)=H^(-1)[g(y)]=-1/piPVint_(-infty)^infty(g(y)dy)/(y-x),
(2)

其中每个积分都取柯西主值。 希尔伯特变换是反常积分

在下表中, Pi(x)矩形函数sinc(x)sinc 函数delta(x)delta 函数AdjustmentBox[I, BoxMargins -> {{0.13913, -0.13913}, {-0.5, 0.5}}]I(x)AdjustmentBox[I, BoxMargins -> {{0.101266, -0.101266}, {0.375, -0.375}}, BoxBaselineShift -> -0.375]AdjustmentBox[I, BoxMargins -> {{0, 0}, {-0.25, 0.25}}, BoxBaselineShift -> 0.25](x)冲激符号, 并且 _1F_1(a;b;x)第一类合流超几何函数

f(x)g(y)
sinxcosy
cosx-siny
(sinx)/x(cosy-1)/y
Pi(x)1/piln|(y-1/2)/(y+1/2)|
1/(1+x^2)-y/(1+y^2)
sinc^'(x)(1-cosy-ysiny)/(y^2)
delta(x)-1/(piy)
AdjustmentBox[I, BoxMargins -> {{0.13913, -0.13913}, {-0.5, 0.5}}]I(x)y/(pi(1/4-y^2))
AdjustmentBox[I, BoxMargins -> {{0.101266, -0.101266}, {0.375, -0.375}}, BoxBaselineShift -> -0.375]AdjustmentBox[I, BoxMargins -> {{0, 0}, {-0.25, 0.25}}, BoxBaselineShift -> 0.25](x)-1/(2pi(1/4-y^2))
e^(-x^2)-e^(-y^2)erfi(y)

另请参阅

阿贝尔变换, 傅里叶变换, 反常积分, 积分变换, Titchmarsh 定理, Wiener-Lee 变换

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参考文献

Bracewell, R. "The Hilbert Transform." The Fourier Transform and Its Applications, 3rd ed. New York: McGraw-Hill, pp. 267-272, 1999.Papoulis, A. "Hilbert Transforms." The Fourier Integral and Its Applications. New York: McGraw-Hill, pp. 198-201, 1962.

在 中被引用

希尔伯特变换

引用为

Weisstein, Eric W. "Hilbert Transform." 来自 Web 资源。 https://mathworld.net.cn/HilbertTransform.html

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