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信号与系统:希尔伯特变换
2022-07-24 05:20:00 【喵喵锤锤你小可爱】

令 f ( t ) = A m cos ( ω m t ) , 那 么 y ( t ) = h ( t ) ∗ f ( t ) = H [ f ( t ) ] 令f(t) =A_{m} \cos \left(\omega_{m} t\right),那么y(t) = h(t)*f(t) = H[f(t)] 令f(t)=Amcos(ωmt),那么y(t)=h(t)∗f(t)=H[f(t)]
所 以 y ( t ) = A m sin ( ω m t ) 所以y(t) = A_{m} \sin \left(\omega_{m} t\right) 所以y(t)=Amsin(ωmt)
对于一个实信号x(t),其希尔伯特变换为:
x ~ ( t ) = x ( t ) ∗ 1 π t \tilde{x}(t)=x(t) * \frac{1}{\pi t} x~(t)=x(t)∗πt1
性质:
相移 − π 2 r a d - \frac{\pi}{2} rad −2πrad,幅度不变。即理想 − π 2 r a d - \frac{\pi}{2} rad −2πrad全通相移器的频率响应特性定义为
1 π t \frac{1}{\pi t} πt1傅里叶变换
这里需要修改 一下,因为引用的文章好像有点点问题:
考虑符号函数的傅里叶变换:
sign ( t ) ⇔ 2 j ω \operatorname{sign}(t) \Leftrightarrow \frac{2}{j \omega} sign(t)⇔jω2
利用傅里叶变换的性质得:
2 j t ⇔ 2 π ⋅ sign ( − ω ) \frac{2}{j t} \Leftrightarrow 2 \pi \cdot \operatorname{sign}(- \omega) jt2⇔2π⋅sign(−ω)
运用线性性质,于是有:
1 π t ⇔ − j ⋅ sign ( ω ) \frac{1}{\pi t} \Leftrightarrow -j \cdot \operatorname{sign}(\omega) πt1⇔−j⋅sign(ω)
希尔伯特变换性质
x ^ ( t ) = x ( t ) ∗ 1 π t \hat{x}(t) = x(t) * \frac{1}{\pi t} \\[10pt] x^(t)=x(t)∗πt1
正变换
x ^ ( t ) = ∫ − ∞ ∞ x ( τ ) h ( t − τ ) d τ = 1 π ∫ − ∞ ∞ x ( τ ) t − τ d τ \hat{x}(t) =\int_{-\infty}^{\infty} x(\tau) h(t-\tau) d \tau=\frac{1}{\pi} \int_{-\infty}^{\infty} \frac{x(\tau)}{t-\tau} d \tau x^(t)=∫−∞∞x(τ)h(t−τ)dτ=π1∫−∞∞t−τx(τ)dτ
反变换
x ( t ) = H − 1 [ x ^ ( t ) ] = − 1 π ∫ − ∞ ∞ x ^ ( τ ) t − τ d τ x(t)=\mathrm{H}^{-1}[\hat{x}(t)]=-\frac{1}{\pi} \int_{-\infty}^{\infty} \frac{\hat{x}(\tau)}{t- \tau} d \tau x(t)=H−1[x^(t)]=−π1∫−∞∞t−τx^(τ)dτ
H [ H [ x ( t ) ] ] = − x ( t ) H − 1 [ x ( t ) ] = − H [ x ( t ) ] H [ c o s ( ω 0 t ) ] = s i n ( ω 0 t ) H [ s i n ( ω 0 t ) ] = − c o s ( ω 0 t ) H [ x ( t ) ∗ c o s ( ω 0 t ) ] = x ( t ) ∗ s i n ( ω 0 t ) H [ x ( t ) ∗ s i n ( ω 0 t ) ] = − x ( t ) ∗ c o s ( ω 0 t ) H [ 奇 函 数 ] = 偶 函 数 H [ 偶 函 数 ] = 奇 函 数 − j ⋅ sign ( ω ) ⋅ − j ⋅ sign ( ω ) = − 1 H[{H[x(t)]}] = -x(t) \\[4pt] H^{-1}[x(t)] = -H[x(t)] \\[4pt] H[cos(\omega_0 t)] = sin(\omega_0 t) \\[4pt] H[sin(\omega_0 t)] = -cos(\omega_0 t) \\[4pt] H[x(t)*cos(\omega_0 t)] = x(t)*sin(\omega_0 t) \\[4pt] H[x(t)*sin(\omega_0 t)] = -x(t)*cos(\omega_0 t) \\[4pt] H[奇函数] = 偶函数 \\[4pt] H[偶函数] = 奇函数 \\[4pt] -j \cdot \operatorname{sign}(\omega) \cdot -j \cdot \operatorname{sign}(\omega) = -1 H[H[x(t)]]=−x(t)H−1[x(t)]=−H[x(t)]H[cos(ω0t)]=sin(ω0t)H[sin(ω0t)]=−cos(ω0t)H[x(t)∗cos(ω0t)]=x(t)∗sin(ω0t)H[x(t)∗sin(ω0t)]=−x(t)∗cos(ω0t)H[奇函数]=偶函数H[偶函数]=奇函数−j⋅sign(ω)⋅−j⋅sign(ω)=−1
常用希尔伯特变换对:
f ( t ) f ^ ( t ) cos ω 0 t sin ω 0 t sin ω 0 t − cos ω 0 t e j ω 0 t − j e j ω 0 t m ( t ) e j ω 0 t − j m ( t ) e j ω 0 t \begin{array}{|l|l|} \hline \boldsymbol{f}(\boldsymbol{t}) & \hat{\boldsymbol{f}}(\boldsymbol{t}) \\ \hline \cos \omega_{0} t & \sin \omega_{0} t \\ \hline \sin \omega_{0} t & -\cos \omega_{0} t \\ \hline \mathrm{e}^{\mathrm{j} \omega_{0} t} & -\mathrm{j} \mathrm{e}^{\mathrm{j} \omega_{0} t} \\ \hline m(t) \mathrm{e}^{\mathrm{j} \omega_{0} t} & -\mathrm{j} m(t) \mathrm{e}^{\mathrm{j} \omega_{0} t} \\ \hline \end{array} f(t)cosω0tsinω0tejω0tm(t)ejω0tf^(t)sinω0t−cosω0t−jejω0t−jm(t)ejω0t
参考:
[1] https://blog.csdn.net/qq_37083038/article/details/108308162
[2] https://www.cnblogs.com/xingshansi/p/6498913.html
[3] https://www.cnblogs.com/xingshansi/p/6904215.html
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