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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:
If (X, M) is a standard Borel space, then for every projection-valued measure π on (X, M) taking values in the projections of a separable Hilbert space, there is a Borel measure μ and a μ-measurable family of Hilbert spaces {H x} x ∈ X, such that π is unitarily equivalent to multiplication by 1 E on the Hilbert space
The name spectral theory was introduced by David Hilbert in his original formulation of Hilbert space theory, which was cast in terms of quadratic forms in infinitely many variables. The original spectral theorem was therefore conceived as a version of the theorem on principal axes of an ellipsoid , in an infinite-dimensional setting.
Hilbert spectral analysis (HSA) is a method for examining each IMF's instantaneous frequency as functions of time. The final result is a frequency-time distribution of signal amplitude (or energy), designated as the Hilbert spectrum , which permits the identification of localized features.
The Hilbert spectrum (sometimes referred to as the Hilbert amplitude spectrum), named after David Hilbert, is a statistical tool that can help in distinguishing among a mixture of moving signals. The spectrum itself is decomposed into its component sources using independent component analysis .
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 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.