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Hilbert spectral analysis is a signal analysis method applying the Hilbert transform to compute the instantaneous frequency of signals according to = (). After performing the Hilbert transform on each signal, we can express the data in the following form:
There have been three main ways to formulate spectral theory, each of which find use in different domains. After Hilbert's initial formulation, the later development of abstract Hilbert spaces and the spectral theory of single normal operators on them were well suited to the requirements of physics, exemplified by the work of von Neumann. [5]
In the theory of ordinary differential equations, spectral methods on a suitable Hilbert space are used to study the behavior of eigenvalues and eigenfunctions of differential equations. For example, the Sturm–Liouville problem arises in the study of the harmonics of waves in a violin string or a drum, and is a central problem in ordinary ...
The study of spectra and related properties is known as spectral theory, which has numerous applications, most notably the mathematical formulation of quantum mechanics. The spectrum of an operator on a finite-dimensional vector space is precisely the set of eigenvalues. However an operator on an infinite-dimensional space may have additional ...
In mathematics, a rigged Hilbert space (Gelfand triple, nested Hilbert space, equipped Hilbert space) is a construction designed to link the distribution and square-integrable aspects of functional analysis. Such spaces were introduced to study spectral theory.
Paul Richard Halmos (Hungarian: Halmos Pál; 3 March 3 1916 – 2 October 2006) was a Hungarian-born American mathematician and probabilist who made fundamental advances in the areas of mathematical logic, probability theory, operator theory, ergodic theory, and functional analysis (in particular, Hilbert spaces). He was also recognized as a ...
Throughout, is a fixed Hilbert space. A projection-valued measure on a measurable space (,), where is a σ-algebra of subsets of , is a mapping: such that for all , is a self-adjoint projection on (that is, () is a bounded linear operator (): that satisfies () = and () = ()) such that = (where is the identity operator of ) and for every ,, the function defined by (), is a complex measure on ...
The spectral theorem has many variants. A particularly powerful version is as follows: Theorem. For any Abelian von Neumann algebra A on a separable Hilbert space H, there is a standard Borel space X and a measure μ on X such that it is unitarily equivalent as an operator algebra to L ∞ μ (X) acting on a direct integral of Hilbert spaces