Fast Algorithm for Hilbert Transform of a Signal by Using Cubic Splines Wavelets
Computation for the Hilbert transform of a given signal over a finite interval is an important problem in data analysis.In the existing method,the best algorithm has the computational complexity O(nlog n).In order to obtain a faster computational speed,this paper proposes a fast algorithm based upon cubic spline wavelets,which can reduces the computational complexity from O(nlog n)to O(n).Numerical results show that the proposed method does have faster computational speed,while keeping a comparable computational accuracy with the best existing method.
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