Sinc SumFourier TransformHilbert TransformerFIR FilterAn application of the sinc sum function in Hilbert transformer (HT) is studied. The expression of the frequency re- sponse of HT is expressed with sinc sum functions. Some properties of sub-amplitude response of HT are proved by using the pro...
Sinc函数Sinc(f): 在信号处理中有广泛的应用,如著名的Shanoon采样定理[,该定理说明 Band—limited信号可以用Sinc函数整平移的线形组合表示,即Band—limited函数属于由Sinc函数生成 的平移不变子空间.Hilbert变换是非平稳信号时频分析的工具.对任何实信号厂(t),其Hilbert变换定 ...
the BFC’s frequency-bin correlations arise from the correlation structure inherent in its frequency-domain wavefunction from Eq. (1). Inasmuch as those wavefunctions comprise a Fourier-transform pair, we expect there will be time–frequency duality between HOM-interference...
TransformHilbertTransformerFIRFilterAn application of the sinc sum function in Hilbert transformer (HT) is studied. The expression of the frequency re- sponse of HT is expressed with sinc sum functions. Some properties of sub-amplitude response of HT are proved by using the properties of the ...
We show how spectral filters can improve the convergence of numerical schemes which use discrete Hilbert transforms based on a sinc function expansion, and thus ultimately on the fast Fourier transform. This is relevant, for example, for the computation of fluctuation identities, which give the ...
Z-TransformSinc FunctionWe show how spectral filtering techniques can improve the convergence of numerical schemes which use discrete Hilbert transforms based on a sinc function expansdoi:10.2139/ssrn.2995391Phelan, CarolynMarazzina, DanieleFusai, Gianluca...
We show how the convergence of numerical schemes which use discrete Hilbert聽transforms based on a sinc function expansion and thus ultimately on the fast Fourier transform can be improved with spectral filtering techniques. This is relevant e.g. in the computation of fluctuation identities, which ...
Sinc expansionThis paper presents a novel method to price discretely monitored single- and double-barrier options in Lévy process-based models. The method involves a sequential evaluation of Hilbert transforms of the product of the Fourier transform of the value function at the previous barrier ...