HILB

Purpose:

Calculates a simple Hilbert transform of a real series.

Syntax:

HILB(series)

series

-

A real input series.

Returns:

A complex series or array.

Example:

W1: gnorm(1000, 0.1)

W2: hilb(W1)

W3: real(W2)

W4: imag(W2)

 

The real part of HILB is the same as the input series. The imaginary part of HILB is the Hilbert Transform.

Remarks:

HILB uses the FFT and IFFT to calculate the Hilbert transform.

See Also:

DEMODFM