In this paper, the structure of analytic signals is investigated by means of the relation between analytic signals and functions in the Hardy space. It is shown that an analytic signal is made up of two parts, one dep...In this paper, the structure of analytic signals is investigated by means of the relation between analytic signals and functions in the Hardy space. It is shown that an analytic signal is made up of two parts, one depending on the amplitude of the signal and another on the boundary value of an inner function. Based on this result, properties of the instantaneous frequencies of these two parts are studied, and it is found that negative instantaneous frequencies are caused by the amplitude of a signal. Finally, such conditions that an analytic signal is of positive instantaneous frequency are presented.展开更多
Any analytic signal fa(e^(it)) can be written as a product of its minimum-phase signal part(the outer function part) and its all-phase signal part(the inner function part). Due to the importance of such decomposition,...Any analytic signal fa(e^(it)) can be written as a product of its minimum-phase signal part(the outer function part) and its all-phase signal part(the inner function part). Due to the importance of such decomposition, Kumarasan and Rao(1999), implementing the idea of the Szeg?o limit theorem(see below),proposed an algorithm to obtain approximations of the minimum-phase signal of a polynomial analytic signal fa(e^(it)) = e^(iN0t)M∑k=0a_k^(eikt),(0.1)where a_0≠ 0, a_M≠ 0. Their method involves minimizing the energy E(f_a, h_1, h_2,..., h_H) =1/(2π)∫_0^(2π)|1+H∑k=1h_k^(eikt)|~2|fa(e^(it))|~2dt(0.2) with the undetermined complex numbers hk's by the least mean square error method. In the limiting procedure H →∞, one obtains approximate solutions of the minimum-phase signal. What is achieved in the present paper is two-fold. On one hand, we rigorously prove that, if fa(e^(it)) is a polynomial analytic signal as given in(0.1),then for any integer H≥M, and with |fa(e^(it))|~2 in the integrand part of(0.2) being replaced with 1/|fa(e^(it))|~2,the exact solution of the minimum-phase signal of fa(e^(it)) can be extracted out. On the other hand, we show that the Fourier system e^(ikt) used in the above process may be replaced with the Takenaka-Malmquist(TM) system, r_k(e^(it)) :=((1-|α_k|~2e^(it))/(1-α_ke^(it))^(1/2)∏_(j=1)^(k-1)(e^(it)-α_j/(1-α_je^(it))^(1/2), k = 1, 2,..., r_0(e^(it)) = 1, i.e., the least mean square error method based on the TM system can also be used to extract out approximate solutions of minimum-phase signals for any functions f_a in the Hardy space. The advantage of the TM system method is that the parameters α_1,..., α_n,...determining the system can be adaptively selected in order to increase computational efficiency. In particular,adopting the n-best rational(Blaschke form) approximation selection for the n-tuple {α_1,..., α_n}, n≥N, where N is the degree of the given rational analytic signal, the minimum-phase part of a rational analytic signal can be accurately and efficiently extracted out.展开更多
基金National Natural Science Foundation of China (Grant Nos.10631080, 60873088, 10810301059)
文摘In this paper, the structure of analytic signals is investigated by means of the relation between analytic signals and functions in the Hardy space. It is shown that an analytic signal is made up of two parts, one depending on the amplitude of the signal and another on the boundary value of an inner function. Based on this result, properties of the instantaneous frequencies of these two parts are studied, and it is found that negative instantaneous frequencies are caused by the amplitude of a signal. Finally, such conditions that an analytic signal is of positive instantaneous frequency are presented.
基金supported by Cultivation Program for Oustanding Young Teachers of Guangdong Province (Grant No. Yq2014060)Macao Science Technology Fund (Grant No. FDCT/099/ 2014/A2)
文摘Any analytic signal fa(e^(it)) can be written as a product of its minimum-phase signal part(the outer function part) and its all-phase signal part(the inner function part). Due to the importance of such decomposition, Kumarasan and Rao(1999), implementing the idea of the Szeg?o limit theorem(see below),proposed an algorithm to obtain approximations of the minimum-phase signal of a polynomial analytic signal fa(e^(it)) = e^(iN0t)M∑k=0a_k^(eikt),(0.1)where a_0≠ 0, a_M≠ 0. Their method involves minimizing the energy E(f_a, h_1, h_2,..., h_H) =1/(2π)∫_0^(2π)|1+H∑k=1h_k^(eikt)|~2|fa(e^(it))|~2dt(0.2) with the undetermined complex numbers hk's by the least mean square error method. In the limiting procedure H →∞, one obtains approximate solutions of the minimum-phase signal. What is achieved in the present paper is two-fold. On one hand, we rigorously prove that, if fa(e^(it)) is a polynomial analytic signal as given in(0.1),then for any integer H≥M, and with |fa(e^(it))|~2 in the integrand part of(0.2) being replaced with 1/|fa(e^(it))|~2,the exact solution of the minimum-phase signal of fa(e^(it)) can be extracted out. On the other hand, we show that the Fourier system e^(ikt) used in the above process may be replaced with the Takenaka-Malmquist(TM) system, r_k(e^(it)) :=((1-|α_k|~2e^(it))/(1-α_ke^(it))^(1/2)∏_(j=1)^(k-1)(e^(it)-α_j/(1-α_je^(it))^(1/2), k = 1, 2,..., r_0(e^(it)) = 1, i.e., the least mean square error method based on the TM system can also be used to extract out approximate solutions of minimum-phase signals for any functions f_a in the Hardy space. The advantage of the TM system method is that the parameters α_1,..., α_n,...determining the system can be adaptively selected in order to increase computational efficiency. In particular,adopting the n-best rational(Blaschke form) approximation selection for the n-tuple {α_1,..., α_n}, n≥N, where N is the degree of the given rational analytic signal, the minimum-phase part of a rational analytic signal can be accurately and efficiently extracted out.
