Harmonic Analysis
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The Hilbert Transform
(February 14, 2017) The Hilbert transform Paul Garrett [email protected] http:=/www.math.umn.edu/egarrett/ [This document is http:=/www.math.umn.edu/egarrett/m/fun/notes 2016-17/hilbert transform.pdf] 1. The principal-value functional 2. Other descriptions of the principal-value functional 3. Uniqueness of odd/even homogeneous distributions 4. Hilbert transforms 5. Examples 6. ... 7. Appendix: uniqueness of equivariant functionals 8. Appendix: distributions supported at f0g 9. Appendix: the snake lemma Formulaically, the Cauchy principal-value functional η is Z 1 f(x) Z f(x) ηf = principal-value functional of f = P:V: dx = lim dx −∞ x "!0+ jxj>" x This is a somewhat fragile presentation. In particular, the apparent integral is not a literal integral! The uniqueness proven below helps prove plausible properties like the Sokhotski-Plemelj theorem from [Sokhotski 1871], [Plemelji 1908], with a possibly unexpected leading term: Z 1 f(x) Z 1 f(x) lim dx = −iπ f(0) + P:V: dx "!0+ −∞ x + i" −∞ x See also [Gelfand-Silov 1964]. Other plausible identities are best certified using uniqueness, such as Z f(x) − f(−x) ηf = 1 dx (for f 2 C1( ) \ L1( )) 2 x R R R f(x)−f(−x) using the canonical continuous extension of x at 0. Also, 2 Z f(x) − f(0) · e−x ηf = dx (for f 2 Co( ) \ L1( )) x R R R The Hilbert transform of a function f on R is awkwardly described as a principal-value integral 1 Z 1 f(t) 1 Z f(t) (Hf)(x) = P:V: dt = lim dt π −∞ x − t π "!0+ jt−xj>" x − t with the leading constant 1/π understandable with sufficient hindsight: we will see that this adjustment makes H extend to a unitary operator on L2(R). -
The Heisenberg Group Fourier Transform
THE HEISENBERG GROUP FOURIER TRANSFORM NEIL LYALL Contents 1. Fourier transform on Rn 1 2. Fourier analysis on the Heisenberg group 2 2.1. Representations of the Heisenberg group 2 2.2. Group Fourier transform 3 2.3. Convolution and twisted convolution 5 3. Hermite and Laguerre functions 6 3.1. Hermite polynomials 6 3.2. Laguerre polynomials 9 3.3. Special Hermite functions 9 4. Group Fourier transform of radial functions on the Heisenberg group 12 References 13 1. Fourier transform on Rn We start by presenting some standard properties of the Euclidean Fourier transform; see for example [6] and [4]. Given f ∈ L1(Rn), we define its Fourier transform by setting Z fb(ξ) = e−ix·ξf(x)dx. Rn n ih·ξ If for h ∈ R we let (τhf)(x) = f(x + h), then it follows that τdhf(ξ) = e fb(ξ). Now for suitable f the inversion formula Z f(x) = (2π)−n eix·ξfb(ξ)dξ, Rn holds and we see that the Fourier transform decomposes a function into a continuous sum of characters (eigenfunctions for translations). If A is an orthogonal matrix and ξ is a column vector then f[◦ A(ξ) = fb(Aξ) and from this it follows that the Fourier transform of a radial function is again radial. In particular the Fourier transform −|x|2/2 n of Gaussians take a particularly nice form; if G(x) = e , then Gb(ξ) = (2π) 2 G(ξ). In general the Fourier transform of a radial function can always be explicitly expressed in terms of a Bessel 1 2 NEIL LYALL transform; if g(x) = g0(|x|) for some function g0, then Z ∞ n 2−n n−1 gb(ξ) = (2π) 2 g0(r)(r|ξ|) 2 J n−2 (r|ξ|)r dr, 0 2 where J n−2 is a Bessel function. -
Design and Application of a Hilbert Transformer in a Digital Receiver
Proceedings of the SDR 11 Technical Conference and Product Exposition, Copyright © 2011 Wireless Innovation Forum All Rights Reserved DESIGN AND APPLICATION OF A HILBERT TRANSFORMER IN A DIGITAL RECEIVER Matt Carrick (Northrop Grumman, Chantilly, VA, USA; [email protected]); Doug Jaeger (Northrop Grumman, Chantilly, VA, USA; [email protected]); fred harris (San Diego State University, San Diego, CA, USA; [email protected]) ABSTRACT A common method of down converting a signal from an intermediate frequency (IF) to baseband is using a quadrature down-converter. One problem with the quadrature down-converter is it requires two low pass filters; one for the real branch and one for the imaginary branch. A more efficient way is to transform the real signal to a complex signal and then complex heterodyne the resultant signal to baseband. The transformation of a real signal to a complex signal can be done using a Hilbert transform. Building a Hilbert transform directly from its sampled data sequence produces suboptimal results due to time series truncation; another method is building a Hilbert transformer by synthesizing the filter coefficients from half Figure 1: A quadrature down-converter band filter coefficients. Designing the Hilbert transform filter using a half band filter allows for a much more Another way of viewing the problem is that the structured design process as well as greatly improved quadrature down-converter not only extracts the desired results. segment of the spectrum it rejects the undesired spectral image, the spectral replica present in the Hermetian 1. INTRODUCTION symmetric spectra of a real signal. Removing this image would result in a single sided spectrum which being non- The digital portion of a receiver is typically designed to Hermetian symmetric is the transform of a complex signal. -
Communication Theory II Slides 04
Communication Theory II Lecture 4: Review on Fourier analysis and probabilty theory Ahmed Elnakib, PhD Assistant Professor, Mansoura University, Egypt Febraury 19th, 2015 1 Course Website o http://lms.mans.edu.eg/eng/ o The site contains the lectures, quizzes, homework, and open forums for feedback and questions o Log in using your name and password o Password for quizzes: third o One page quiz: for less download time 2 Lecture Outlines o Review on Fourier analysis of signals and systems . The Dirac delta function . Fourier transform of periodic signals . Transmission of signals through LTI systems . Hilbert transform o Review on probability theory . Deterministic vs. probabilistic mathematical models . Probability theory, random variables, and the distribution functions . The concept of expectation and second order statistics . Characteristic function, the center limit theory and the Bayesian interface 3 The Dirac Delta Function (Unit Impulse) δ(t) t 0 o An even function of time t, centered at the origin t = 0 o Sifting property: sifts out the value g(t0) of the function g(t) at time t = t0, where o Replication property: convolution of any function with the delta function leaves that function unchanged 4 The Dirac Delta Function (cont’d) W=1 Amplitude W=2 Amplitude W=5 f(t)=δ(t) F(f)=1 1 t Amplitude 0 0 f5 The Dirac Delta Function (cont’d) T→0 The delta function may be viewed Rectangular impulse as the limiting form of a pulse of unit area (symmetric with respect to the origin) as the duration of the pulse approaches zero Sinc impulse T=1/2W 6 Existence of Fourier Transform o Physical realizability is a sufficient condition for the existence of a Fourier transform (e.g., all energy signals are Fourier transformable ). -
On Some Integral Operators Appearing in Scattering Theory, And
On some integral operators appearing in scattering theory, and their resolutions S. Richard,∗ T. Umeda† Graduate school of mathematics, Nagoya University, Chikusa-ku, Nagoya 464-8602, Japan Department of Mathematical Sciences, University of Hyogo, Shosha, Himeji 671-2201, Japan E-mail: [email protected], [email protected] Abstract We discuss a few integral operators and provide expressions for them in terms of smooth functions of some natural self-adjoint operators. These operators appear in the context of scattering theory, but are independent of any perturbation theory. The Hilbert transform, the Hankel transform, and the finite interval Hilbert transform are among the operators considered. 2010 Mathematics Subject Classification: 47G10 Keywords: integral operators, Hilbert transform, Hankel transform, dilation operator, scattering theory 1 Introduction Investigations on the wave operators in the context of scattering theory have a long history, and several powerful technics have been developed for the proof of their existence and of their completeness. More recently, properties of these operators in various spaces have been studied, and the importance of these operators for non-linear problems has also been acknowledged. A quick search on MathSciNet shows that the terms wave operator(s) appear in the title of numerous papers, confirming their importance in various fields of mathematics. For the last decade, the wave operators have also played a key role for the arXiv:1909.01712v1 [math-ph] 4 Sep 2019 search of index theorems in scattering theory, as a tool linking the scattering part of a physical system to its bound states. For such investigations, a very detailed ∗Supported by the grantTopological invariants through scattering theory and noncommuta- tive geometry from Nagoya University, and by JSPS Grant-in-Aid for scientific research (C) no 18K03328, and on leave of absence from Univ. -
Arxiv:1611.05269V3 [Cs.IT] 29 Jan 2018 Graph Analytic Signal, and Associated Amplitude and Frequency Modulations Reveal Com
On Hilbert Transform, Analytic Signal, and Modulation Analysis for Signals over Graphs Arun Venkitaraman, Saikat Chatterjee, Peter Handel¨ Department of Information Science and Engineering, School of Electrical Engineering and ACCESS Linnaeus Center KTH Royal Institute of Technology, SE-100 44 Stockholm, Sweden . Abstract We propose Hilbert transform and analytic signal construction for signals over graphs. This is motivated by the popularity of Hilbert transform, analytic signal, and mod- ulation analysis in conventional signal processing, and the observation that comple- mentary insight is often obtained by viewing conventional signals in the graph setting. Our definitions of Hilbert transform and analytic signal use a conjugate-symmetry-like property exhibited by the graph Fourier transform (GFT), resulting in a ’one-sided’ spectrum for the graph analytic signal. The resulting graph Hilbert transform is shown to possess many interesting mathematical properties and also exhibit the ability to high- light anomalies/discontinuities in the graph signal and the nodes across which signal discontinuities occur. Using the graph analytic signal, we further define amplitude, phase, and frequency modulations for a graph signal. We illustrate the proposed con- cepts by showing applications to synthesized and real-world signals. For example, we show that the graph Hilbert transform can indicate presence of anomalies and that arXiv:1611.05269v3 [cs.IT] 29 Jan 2018 graph analytic signal, and associated amplitude and frequency modulations reveal com- plementary information in speech signals. Keywords: Graph signal, analytic signal, Hilbert transform, demodulation, anomaly detection. Email addresses: [email protected] (Arun Venkitaraman), [email protected] (Saikat Chatterjee), [email protected] (Peter Handel)¨ Preprint submitted to Signal Processing 1 1 0.8 0.8 0.6 0.6 0.4 0.4 0.2 0.2 0 0 (a) (b) Figure 1: Anomaly highlighting behavior of the graph Hilbert transform for 2D image signal graph. -
Hilbert Transform and Singular Integrals on the Spaces of Tempered Ultradistributions
ALGEBRAIC ANALYSIS AND RELATED TOPICS BANACH CENTER PUBLICATIONS, VOLUME 53 INSTITUTE OF MATHEMATICS POLISH ACADEMY OF SCIENCES WARSZAWA 2000 HILBERT TRANSFORM AND SINGULAR INTEGRALS ON THE SPACES OF TEMPERED ULTRADISTRIBUTIONS ANDRZEJKAMINSKI´ Institute of Mathematics, University of Rzesz´ow Rejtana 16 C, 35-310 Rzesz´ow,Poland E-mail: [email protected] DUSANKAPERIˇ SIˇ C´ Institute of Mathematics, University of Novi Sad Trg Dositeja Obradovi´ca4, 21000 Novi Sad, Yugoslavia E-mail: [email protected] STEVANPILIPOVIC´ Institute of Mathematics, University of Novi Sad Trg Dositeja Obradovi´ca4, 21000 Novi Sad, Yugoslavia E-mail: [email protected] Abstract. The Hilbert transform on the spaces S0∗(Rd) of tempered ultradistributions is defined, uniquely in the sense of hyperfunctions, as the composition of the classical Hilbert transform with the operators of multiplying and dividing a function by a certain elliptic ultra- polynomial. We show that the Hilbert transform of tempered ultradistributions defined in this way preserves important properties of the classical Hilbert transform. We also give definitions and prove properties of singular integral operators with odd and even kernels on the spaces S0∗(Rd), whose special cases are the Hilbert transform and Riesz operators. 1. Introduction. The Hilbert transform on distribution and ultradistribution spaces has been studied by many mathematicians, see e.g. Tillmann [17], Beltrami and Wohlers [1], Vladimirov [18], Singh and Pandey [15], Ishikawa [2], Ziemian [20] and Pilipovi´c[11]. In all these papers the Hilbert transform is defined by one of the two methods: by the method of adjoints or by considering a generalized function on the kernel which belongs to the corresponding test function space. -
Lecture Notes: Harmonic Analysis
Lecture notes: harmonic analysis Russell Brown Department of mathematics University of Kentucky Lexington, KY 40506-0027 August 14, 2009 ii Contents Preface vii 1 The Fourier transform on L1 1 1.1 Definition and symmetry properties . 1 1.2 The Fourier inversion theorem . 9 2 Tempered distributions 11 2.1 Test functions . 11 2.2 Tempered distributions . 15 2.3 Operations on tempered distributions . 17 2.4 The Fourier transform . 20 2.5 More distributions . 22 3 The Fourier transform on L2. 25 3.1 Plancherel's theorem . 25 3.2 Multiplier operators . 27 3.3 Sobolev spaces . 28 4 Interpolation of operators 31 4.1 The Riesz-Thorin theorem . 31 4.2 Interpolation for analytic families of operators . 36 4.3 Real methods . 37 5 The Hardy-Littlewood maximal function 41 5.1 The Lp-inequalities . 41 5.2 Differentiation theorems . 45 iii iv CONTENTS 6 Singular integrals 49 6.1 Calder´on-Zygmund kernels . 49 6.2 Some multiplier operators . 55 7 Littlewood-Paley theory 61 7.1 A square function that characterizes Lp ................... 61 7.2 Variations . 63 8 Fractional integration 65 8.1 The Hardy-Littlewood-Sobolev theorem . 66 8.2 A Sobolev inequality . 72 9 Singular multipliers 77 9.1 Estimates for an operator with a singular symbol . 77 9.2 A trace theorem. 87 10 The Dirichlet problem for elliptic equations. 91 10.1 Domains in Rn ................................ 91 10.2 The weak Dirichlet problem . 99 11 Inverse Problems: Boundary identifiability 103 11.1 The Dirichlet to Neumann map . 103 11.2 Identifiability . 107 12 Inverse problem: Global uniqueness 117 12.1 A Schr¨odingerequation . -
CONVERGENCE of FOURIER SERIES in Lp SPACE Contents 1. Fourier Series, Partial Sums, and Dirichlet Kernel 1 2. Convolution 4 3. F
CONVERGENCE OF FOURIER SERIES IN Lp SPACE JING MIAO Abstract. The convergence of Fourier series of trigonometric functions is easy to see, but the same question for general functions is not simple to answer. We study the convergence of Fourier series in Lp spaces. This result gives us a criterion that determines whether certain partial differential equations have solutions or not.We will follow closely the ideas from Schlag and Muscalu's Classical and Multilinear Harmonic Analysis. Contents 1. Fourier Series, Partial Sums, and Dirichlet Kernel 1 2. Convolution 4 3. Fej´erkernel and Approximate identity 6 4. Lp convergence of partial sums 9 Appendix A. Proofs of Theorems and Lemma 16 Acknowledgments 18 References 18 1. Fourier Series, Partial Sums, and Dirichlet Kernel Let T = R=Z be the one-dimensional torus (in other words, the circle). We consider various function spaces on the torus T, namely the space of continuous functions C(T), the space of H¨oldercontinuous functions Cα(T) where 0 < α ≤ 1, and the Lebesgue spaces Lp(T) where 1 ≤ p ≤ 1. Let f be an L1 function. Then the associated Fourier series of f is 1 X (1.1) f(x) ∼ f^(n)e2πinx n=−∞ and Z 1 (1.2) f^(n) = f(x)e−2πinx dx: 0 The symbol ∼ in (1.1) is formal, and simply means that the series on the right-hand side is associated with f. One interesting and important question is when f equals the right-hand side in (1.1). Note that if we start from a trigonometric polynomial 1 X 2πinx (1.3) f(x) = ane ; n=−∞ Date: DEADLINES: Draft AUGUST 18 and Final version AUGUST 29, 2013. -
The Hilbert Transform
The Hilbert transform 1 Definition and properties 1 Recall the distribution pv( x ), defined by Z '(x) pv(1=x)(') := lim dx: !0 jx|≥ x The Hilbert transform is defined via the convolution with pv(1=x), namely 1 Z f(x − t) (Hf)(x) := lim dt: π !0 jt|≥ t The main theorem we are going to prove in this note is the following. Theorem 1.1. For any p 2 (1; +1), there exists a constant Cp such that kHfkp < Cpkfkp (1.1) for all f 2 S(R). Thus, H extends to a bounded linear operator on all of Lp(R). The first remark we make is that the above theorem is false when p = 1. To see this, note that for smooth f with compact support, when x is very large, the main contribution to the integral Z f(x − t) dt t comes from the values t which are not far away from x. This in general gives the decay 1 rate of order jxj , unless there is a magical cancellation due to the sign changes of f, in which case one can hope for a faster decay. Indeed, it is not hard to show that if f is continuous and has compact support with R f(t)dt = a, then a (Hf)(x) = + O(1=x2) πx 1 R for all large x. As a consequence, Hf 2 L (R) if and only if f = 0. The statement of 1 the above theorem is also not true for p = +1. The reason is that x is not integrable at infinity, so one can not bound on kHfk1 merely by using the maximum of f without any other information (e.g., the size of the support). -
Inner Product on Matrices), 41 a (Closure of A), 308 a ≼ B (Matrix Ordering
Index A : B (inner product on matrices), 41 K∞ (asymptotic cone), 19 A • B (inner product on matrices), 41 K ∗ (dual cone), 19 A (closure of A), 308 L(X,Y ) (linear maps X → Y ), 312 A . B (matrix ordering), 184 L∞(), 311 A∗(adjoint operator), 313 L p(), 311 BX (open unit ball), 17 λ (Lebesgue measure), 317 C(; X) (continuous maps → X), λmin(B) (minimum eigenvalue of B), 315 142, 184 ∞ Rd →∞ C0 ( ) (space of test functions), 316 liminfn xn (limit inferior), 309 co(A) (convex hull), 314 limsupn→∞ xn (limit superior), 309 cone(A) (cone generated by A), 337 M(A) (space of measures), 318 d D(R ) (space of distribution), 316 NK (x) (normal cone), 19 Dα (derivative with multi-index), 322 O(g(s)) (asymptotic “big Oh”), 204 dH (A, B) (Hausdorff metric), 21 ∂ f (subdifferential of f ), 340 δ (Dirac-δ function), 3, 80, 317 P(X) (power set; set of subsets of X), 20 + δH (A, B) (one-sided Hausdorff (U) (strong inverse), 22 − semimetric), 21 (U) (weak inverse), 22 diam F (diameter of set F), 319 K (projection map), 19, 329 n divσ (divergence of σ), 234 R+ (nonnegative orthant), 19 dµ/dν (Radon–Nikodym derivative), S(Rd ) (space of tempered test 320 functions), 317 domφ (domain of convex function), 54, σ (stress tensor), 233 327 σK (support function), 328 epi f (epigraph), 19, 327 sup(A) (supremum of A ⊆ R), 309 ε (strain tensor), 232 TK (x) (tangent cone), 19 −1 f (E) (inverse set), 308 (u, v)H (inner product), 17 f g (inf-convolution), 348 u, v (duality pairing), 17 graph (graph of ), 21 W m,p() (Sobolev space), 322 Hess f (Hessian matrix), 81 -
The Plancherel Formula for Parabolic Subgroups
ISRAEL JOURNAL OF MATHEMATICS, Vol. 28. Nos, 1-2, 1977 THE PLANCHEREL FORMULA FOR PARABOLIC SUBGROUPS BY FREDERICK W. KEENE, RONALD L. LIPSMAN* AND JOSEPH A. WOLF* ABSTRACT We prove an explicit Plancherel Formula for the parabolic subgroups of the simple Lie groups of real rank one. The key point of the formula is that the operator which compensates lack of unimodularity is given, not as a family of implicitly defined operators on the representation spaces, but rather as an explicit pseudo-differential operator on the group itself. That operator is a fractional power of the Laplacian of the center of the unipotent radical, and the proof of our formula is based on the study of its analytic properties and its interaction with the group operations. I. Introduction The Plancherel Theorem for non-unimodular groups has been developed and studied rather intensively during the past five years (see [7], [11], [8], [4]). Furthermore there has been significant progress in the computation of the ingredients of the theorem (see [5], [2])--at least in the case of solvable groups. In this paper we shall give a completely explicit description of these ingredients for an interesting family of non-solvable groups. The groups we consider are the parabolic subgroups MAN of the real rank 1 simple Lie groups. As an intermediate step we also obtain the Plancherel formula for the exponential solvable groups AN (see also [6]). In that case our results are more extensive than those of [5] since in addition to the "infinitesimal" unbounded operators we also obtain explicitly the "global" unbounded operator on L2(AN).