Calculates a simple Hilbert transform of a real series.
HILB(series)
series |
- |
A real input series. |
A complex series or array.
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.
HILB uses the FFT and IFFT to calculate the Hilbert transform.