On Instantaneous Frequency

By
Norden E. Huang
NASA Goddard Space Flight Center
Greenbelt, MD 20771 USA
Norden.E.Huang@nasa.gov
Zhaohua Wu
Center for Ocean-Land-Atmosphere Studies
Calverton, Maryland 20705-3106 USA
zhwu@cola.iges.org
Steven R. Long
NASA Goddard Space Flight Center
Wallops Flight Facility
Wallops Island, VA 23337
Steven.R.Long@nasa.gov

March 2006

Abstract
Instantaneous Frequency (IF) is the necessary quantity for understanding fully the
detailed mechanisms involved in nonlinear and nonstationary processes. Historically, IF
was computed from the Analytic Signal (AS) through the Hilbert transform. Although
the Hilbert transform exists for any L2 class function, computing IF using the AS
generated from the Hilbert transform is not straightforward. It is well known that for IF
to make physical sense, the function has to be mono-component. Furthermore, there are
two theoretical limitations on computing a physically meaningful IF through the Hilbert
transform: the Bedrosian and Nuttall theorems: Bedrosian set the limit on clean
separation of AM and FM; Nuttall gives necessary condition on phase function fidelity.
A new empirical FM and AM (frequency and amplitude modulation) demodulation was
proposed to satisfy these limitations. Then IF can be computed exactly by Driect
Quadrature (with quadrature defined here as a simple 90 shift of phase angle) on the FM
signal. Alternatively IF can be computed through AS from the empirical FM signal.
The results thus obtained indicate that the various problems that have been associated
with instantaneous frequency determination are now fully resolved, and that a true timefrequency analysis method has taken another step towards maturity.

1. Introduction
The term Instantaneous Frequency (IF) has always elicited strong opinions in the data
analysis and communication engineering communities, with comments covering the
range from banishing it forever from the dictionary of the communication engineer
(Shekel, 1953), to being a conceptual innovation in assigning physical significance to the
nonlinearly distorted waveforms (Huang et al. 1998). Between these two extremes,
there are many more moderate opinions stressing the need for and also airing the
frustration over finding an acceptable definition and workable way to compute its values.
Before discussing any methods for computing IF, the concept of an instantaneous value
for the frequency must be justified. After all, the traditional definition of frequency is the
inverse of period, and the analysis methods are mostly based on the Fourier transform,
which give time invariant amplitude and frequency values. Furthermore, the inherited
uncertainty principle associated with the Fourier transform pair has prompted Grchenig
(2001) to say, The uncertainty principle makes the concept of an Instantaneous
Frequency impossible. Fourier analysis is, however, only one of the mathematic
methods; to find a solution to this controversy over IF, methods beyond the Fourier
techniques must be considered. Indeed, the need and the fact that the frequency should
have instantaneous values can be justified from both mathematical and physical grounds.
Mathematically, the commonly accepted definition of frequency in classical wave theory
is based on the existence (see, for example, Whitham, 1974; or Infeld and Rowlands,
1990) of slowly varying amplitude a(x, t) and phase (x, t) functions, such that the
wave profile is the real part of the complex valued function,

( x ,t ) = R ( a( x ,t )e i ( x ,t ) ) .

(1)

Then it follows that the frequency, , and the wave number, k, are defined as

and k =
.
t
x

(2)

By cross-differentiating the frequency and wave number, the wave conservation equation
immediately follows ,

k
+
=0.
t
x

(3)

This is one of the fundamental laws governing all wave motion. The assumption of the
classic wave theory is very general: that the wave motion is given by Equation (1). If
frequency and wave number can be defined as in Equation (2), then they have to be
differentiable functions of the temporal and the spatial variables for Equation (3) to hold.
Thus, for any wave motion, other than the trivial kind of constant frequency sinusoidal
motion, the frequency representation should have instantaneous values. Therefore, there

should not be any doubt about the mathematical meaning nor the necessity of the
existence of IF. The classical wave theory was founded on rigorous mathematical
grounds, with many of the theoretical results confirmed by observations (Infeld and
Rowlands, 1990). This model can be generalized to all types of wave phenomena, such
as surface water waves, acoustics and optics. The pressing questions are how to define
the phase function and IF for any given wave data set.
Physically, there is also a real need for IF in a faithful representation of underlying
mechanisms for data from nonlinear processes. Obviously, the non-stationarity is also
one of the key features here, but as explained by Huang et al. (1998), the concept of IF is
essential for a physically meaningful interpretation of nonlinear processes. For a nonstationary process, the frequency should be an ever changing measure. Consequently, a
time-frequency representation for the data is needed, or in other words, the frequency
value has to be a function of time. For nonlinear processes, the frequency variation as a
function of time is even more drastic. To illustrate the need for IF in the nonlinear cases,
consider the Duffing model,

d2 x
+ x + x 3 = cos t ,
dt 2

(4)

in which is a parameter not necessarily small, and the right hand term is the forcing
function of magnitude and frequency . This cubic nonlinear equation can be rewritten as
d2 x
+ x ( 1 + x 2 ) = cos t ,
2
dt

(5)

where the term in the parenthesis can be regarded as a single quantity representing the
spring constant of the nonlinear oscillator, or the pendulum length of a nonlinearly
constructed pendulum. As this quantity is a function of position, the frequency of this
oscillator is ever changing, even within one oscillation. This intra-wave frequency
modulation is the singular most unique characteristics of a nonlinear oscillator, as
proposed by Huang et al. (1998, 1999). The geometric consequence of this intra-wave
frequency modulation is the observed waveform distortion. Traditionally, such nonlinear
phenomena are represented by of the fundamental wave and its harmonics in Fourier
analysis, and it is thus viewed as harmonic distortion. This traditional view, however, is
the consequence of imposing a linear structure on a nonlinear system: the superposition
of simple harmonic functions with each as a solution for a linear oscillator. One can
only assume that the sum and total of the linear superposition would give an accurate
representation of the fully nonlinear system; all of the individual harmonic terms,
however, are mathematical artifacts and have no physical meaning. For example, in the
case of water surface waves, such harmonics are not free physical waves satisfying the
dispersive relationship (Huang et al., 1999). Although, this perturbation approach seems
to have worked well for systems with infinitesimal nonlinearity, the approach fails when
the nonlinearity is finite and the motion becomes chaotic (see, for example, Kantz and
Schreiber, 1997). A natural and logical approach should be one that can capture the
4

essence, such as being able to describe the nonlinear system as behaving like an oscillator
with variable frequency, assuming different values at different times, even within one
single period. To describe such a motion, IF is essential.
In the real world of experimental and theoretical studies, the conditions of ever changing
frequency are common, if not actually prevailing. A chirp signal is one class of these
signals, used by bats as well as in radar. The frequency content in speech, though not
exactly chip, is also ever changing. And many of the consonants used in spoken
language are produced through highly nonlinear but natural mechanisms, such as
explosion or friction. Furthermore, for any nonlinear system, the frequency is definitely
modulating not only among different oscillation periods, but also within one period as
discussed above. The true physical processes must be examined through IF from nonFourier based methods.
There are copious publications in the past on IF, for example: Boashash (1992 a, b, c),
Kootsookos et al (1992), Lovell et al. (1993), Cohen (1995), Flandrin (1995), Loughlin
and Tracer (1996) and Picinbono (1997). Most of these publications, however, were
concentrated on the Wigner-Ville Distribution (WVD) and it variations, where IF is
defined through the mean moment of different components at a given time. But there are
no a priori reasons to assume that the multi-component signal should have a singlevalued instantaneous frequency at any given time while still retaining full physical
significance. Other than the Wigner-Ville distribution, instantaneous frequency through
the Analytic Signal (AS) produced by the Hilbert transform has also received much
attention. These points will be discussed in more detail later.
One of the most basic, yet confusing, points concerning Instantaneous Frequency is the
erroneous idea that for each instantaneous frequency value there must be a corresponding
frequency in the Fourier Spectrum of the signal. In fact, instantaneous frequency of a
signal when properly defined should have very different meanings compared with the
frequency in the Fourier spectrum, as discussed in Huang et al. (1998). But the divergent
and confused viewpoints on IF indicate that the erroneous view is a deeply rooted one,
associated with and responsible for some of the current misconceptions and fundamental
difficulties in computing IF. Some of the traditional objections on IF can actually be
traced to the mistaken assumption that a single-valued IF exists for any function at any
given instant.
Instantaneous frequency witnessed two major advances recently through the introduction
of the Empirical Mode Decomposition (EMD) method and the Intrinsic Mode Function
(IMF) introduced by Huang et al. (1998) for data from nonlinear and nonstationary
processes, and alternatives by Wavelet based decomposition and more generalized
demodulation introduced by Olhede and Walden (2004 and 2005) for data from linear
nonstationary processes. Huang et al. (1999) have also introduced the Hilbert view on
nonlinearly distorted waveforms, which provided explanations to many of the paradoxes
raised by Cohen (1995) on the validity of the IF, which will also be discussed in details
later. Indeed, the introduction of EMD or the generalized demodulation method resolved
one key obstacle for computing a meaningful IF from a multi-component signal by

reducing it to a collection of mono-component functions. Once the mono-component

functions are obtained, there are still limitations on applying the AS for physically
meaningful instantaneous frequency as stipulated by the well-known Bedrosian (1963)
and Nuttall (1966) theorems. Some of the mathematical problems associated with the
Hilbert transform of IMFs have also been addressed by Vatchev (2004).
In this paper, an empirical AM and FM demodulation (Huang, 2003) is proposed based
on a spline fitted normalization scheme to produce a unique and smooth empirical
envelope (AM) and a unity valued carrier (FM). Experience indicates that the empirical
envelope so produced is identical to the theoretical one when explicit expressions exist,
and it provides a smoother envelope than any other method including the AS approach
when there are no explicit expressions for the data. The spline based empirical AM and
FM demodulation will not only remove most of the difficulties associated with the AS,
but also enables the quadrature (defined as 90 phase shift) to be directly computed. It
follows that the IF can then be computed through the direct quadrature function (DQ)
without any approximation. The normalization also resolves many of the traditional
difficulties associated with an IF computed through the AS: It makes the AS satisfy the
limitation imposed by the Bedrosian theorem (Bedrosian, 1963) so that the IF is not
influened by the AM variations. At the same time, it provides a sharper and more easily
computable error index than the one proposed by the Nuttall theorem (Nuttall, 1966),
which gives the error bound when the Hilbert transform of a function is different from its
quadrature. Additionally, alternative methods based on a generalized zero-crossing and
an energy operator will be introduced to define frequency locally for cross comparisons.

2. Definitions of Frequency
Frequency is an essential quantity in the study of any oscillatory motion. The most
fundamental and direct definition of frequency, , is simply the inverse of period, T; that
is

1
.
T

(6)

Following this definition, the frequency exists only if there is a whole cycle of wave
motion. And the frequency would be constant over this length, with no finer temporal
resolution. In fact, a substantial number of investigators still hold the view that frequency
cannot be defined without a whole wave profile.
Equation (6) suggests that the way of determining the frequency is to measure the time
intervals between consecutive zero-crossings or the corresponding points of the phase on
successive waves. This is very easily implemented for a mono-component wave train,
where the period is well-defined. However for real data, this restrictive view presents
several difficulties: To begin with, the fundamental wave conservation law requires the
wave number and frequency to be differentiable. How can the frequency be
differentiable if its value is constant over a whole wavelength? Secondly, this view

cannot reveal the detailed frequency modulations observed with ever changing frequency
in nonstationary and, especially, nonlinear processes with intra-wave frequency
modulations. And finally, in a complicated vibration, there might be multi-extrema
between two consecutive zero-crossings, a problem treated extensively by Rice (1944a,b
and 1945a,b), who restricted the application of the zero-crossing method to narrow band
signals, where the signal must have equal numbers of extrema and zero-crossings.
Therefore, without a procedure like the EMD to decompose the data into IMFs, this
simple zero-crossing method has only been used for band-passed data (see, for example,
Melville, 1983), or more recently by the sophisticated and generalized demodulation by
Olhede and Walden (2004, 2005). As the band-pass filters used all work in frequency
space, they tend to separate the fundamental from its harmonics; the filtered data will
thus loose most, if not all, of its nonlinear characteristics. With these difficulties, it
follows that the zero-crossing method has seldom been used in serious research work.
Another definition of frequency is through the dynamic system using the variation of the
Hamiltonian, H(q, p), where q is the generalized coordinate, and p, the generalized
momentum (see, for example, Goldstein, 1980; or Landau and Lifshitz, 1976) as,

( A) =

H( A )
,
A

(7)

in which A is the action variable defined as

A=

p dq ,

(8)

where the integration is over a complete period of a rotation. The frequency so defined is
varying with time, but the resolution is no finer than the averaging over one period, for
the action variable is an integrated quantity, as given in Equation (8). Thus the frequency
defined by Equation (7) is equivalent to the inverse of the period, which is the classical
definition of frequency. This method is elegant theoretically, but its utility is limited to
relatively simple low dimensional dynamic systems, linear or nonlinear, whenever
integrable solutions describing the full process exist. Consequently, it cannot be
routinely used for data analysis.
In practical data analysis, the data is a real variable, which may have multi-extrema
between consecutive zero-crossings. There can also be many coexisting frequency values
at any given time. Traditionally, the only way to define frequency is to find its content in
a data set that is computed through the Fourier transform. Thus, for a time series, x(t),
this is just
x( t ) = R

a
j =1

i jt

(9)

where

aj =

x( t ) e

i j t

(10)

dt ,

with R indicating the real part of the quantity. With classic Fourier analysis, the
frequency values are constant over the whole time span covering the range of the
integration. As the Fourier definition of frequency is not a function of time, it can easily
be seen that the frequency content would be physically meaningful only if the data
represent a linear (to allow superposition) and stationary (to allow a time independent
frequency representation) process.
A slight generalization of the classic Fourier transform is to break the data into short subspans. Thus the frequency value can still vary globally, but can then be assumed to be
constant locally within each sub-integral time span. Nevertheless, the integrating
operation leads to the uncertainty principle, which imposes the fundamental limitation on
this Fourier type of analysis.. At any rate, the uncertainty principle dictates that the
Fourier type methods can not possiblly resolve a signal with its frequency varying faster
than the integration time scale, certainly not within one period (Grchenig, 2001).
A further generation of the Fourier transform approach is Wavelet Analysis, a very
popular data analysis method (see, for example, Daubechies, 1992, and Percival and
Walden 2000), which is also extremely useful for data compression, and image edge
definitions, for example. True, wavelet analysis offers time-frequency information with
an adjustable window. The most serious weakness of wavelet analysis is again the
limitation of the uncertainty principle: To be local, a base wavelet cannot contain too
many waves; to have fine frequency resolution, a base wavelet will have to contain many
waves. The frequency resolution problem is mitigated greatly through the Hilbert
spectral representation (Olhede and Walden (2004, 2005). Nevertheless, these improved
methods are physically meaningful when the data are from nonstationary but linear
processes.
Yet another variation of the classical Fourier analysis can be found in the Wigner-Ville
distribution (see, for example, Cohen, 1995), which is defined as

V ( t , ) =

x t + 2 x

i
t 2 e d .

(11)

By construction, the marginal distribution (obtained by integrating out the time variable)
is identical to the Fourier power density spectrum. Even though the full distribution does
offer some time-frequency properties, it can only provide a center of gravity type of
weighted mean local frequency as

V ( t , )d

( t ) =

V ( t , )d

(12)

Here only a single value is the mean for all the different components. This mean value
lacks the necessary detail needed to describe the complexity imbedded in a multicomponent data set.
It should be noted that all the above methods work for any data, while the methods to be
discussed in the next section work only for mono-component functions.

3. Instantaneous Frequency
Ideally, IF for any mono-component data should be calculated through its quadrature,
defined as a simple 90o phase shift of the carrier phase function. Let the monocomponent data be expressed by its envelope, a(t), and carrier, cos ( t ) , as
x( t ) = a( t ) cos ( t ) ,

(13)

where ( t ) is the phase function. Its quadrature then is

xq( t ) = a( t ) sin ( t ) ,

(14)

no matter how complicated the amplitude and phase functions are. With these
expressions, IF can be computed as in the classical wave theory given in Equation (2).
These seemingly trivial steps have been impossible to implement in the past. To begin
with, not all the data from real processes are mono-component. Even though methods for
decomposing the data into a collection of mono-component functions are now available
(Olhede and Walden, 2004 and 2005), data from nonlinear processes should be
decomposed by the Empirical Mode Decomposition (Huang, et al., 1998.). Associated
with the EMD are other daunting difficulties: to find the unique pair of [a(t), ( t ) ]
representing the data, and to find a general method to compute the quadrature directly.
Traditionally, the accepted way is to use the AS through Hilbert transform (HT) as a
proxy for the quadrature. This has made the AS approach the most popular method to
define Instantaneous Frequency.
The most fundamental difficulty of the AS approach is that it offers only an
approximation to the quadrature, except for some very simple cases. Due to this and
other difficulties associated with this approach, it has also contributed to all the
controversies related to IF. To fully appreciate the subtlety of IF defined through HT, a
brief history of IF is necessary. A more detailed one can be found in Boashash (1992 a
and b), for example. For the sake of completeness and to facilitate the discussions,

certain essential historical milestones of the approach will be traced from its beginning to
its present state, as follows:
The first important step in defining instantaneous frequency was due to Van der Pol
(1946), a pioneer in nonlinear system studies, who first seriously explored the idea of
instantaneous frequency. He proposed the correct expression of the phase-angle as an
integral of IF. The next important step was made by Gabor (1946), who introduced the
Hilbert transform to generate a unique analytic signal (AS) from real data, thus removing
the ambiguity of the infinitely many possible amplitude and phase pair combinations to
represent the data. Gabors approach is summarized as follows: For the variable x(t), its
Hilbert transform, y(t), is defined as
y( t ) =

x( )

d ,

(15)

with P indicating the Cauchy principal value of the complex integral. The Hilbert
transform provides the complex conjugate, y(t), of the real data. Thus, a unique Analytic
Signal is given by

z( t ) = x( t ) + i y( t ) = A( t ) e i ( t ) ,

(16)

in which

A( t ) = x 2 ( t ) + y 2 ( t )

1/ 2

, and ( t ) = tan1

y( t )
,
x( t )

(17)

form the canonical pair, [A(t), (t)], associated with x(t). Gabor even proposed a direct
method to obtain the AS through two Fourier transforms:

z( t ) = 2 F ( ) e i t d ,

(18)

where, F() is the Fourier transform of x(t). In this representation, the original data x(t)
becomes

x( t ) = R

{ A( t )e } = A( t ) cos ( t ) .
i ( t )

(19)

It should be pointed out that this canonical pair, [A(t), (t)], is in general different form
the complex number defined by the quadrature, [a(t), ( t ) ], though their real parts are
identical. For the analytic pair, IF can be defined as the derivative of the phase function
of the complex pair given by

10

( t ) =

d( t )
1
= 2 ( x y' y x' ) .
dt
A

(20)

For stochastic data, the phase function in general is a function of time; therefore, IF is
also a function of time. This definition of frequency bears a striking similarity with that
of the classical wave theory.
As the Hilbert transform (HT) exists for any function of L2 class, there is a misconception
that one can put any function through the above operation and obtain a physically
meaningful instantaneous frequency as advocated by Hahn (1995). Such an approach has
instead created great confusion over the meaning of IF in general, and tarnished the
approach of using the Hilbert transform for computing IF in particular. The most obvious
fallacy of this approach is that the IF values from the multi-component data would have
scattered over a wide range. These values are not physically meaningful at all,
instantaneously or otherwise. The difficulties encountered here actually can be illustrated
by a much simpler example using the function employed by Huang et al. (1998):

x( t ) = a + cos t ,

(21)

with a as an arbitrary constant. Its Hilbert transform is simply

y( t ) = sin t ;

(22)

therefore, IF according to Equation (20) is

( 1 + a sin t )
1 + 2a cos t + a 2

(23)

Equation (23) can give any value for IF, depending on the value of a. In order to recover
the frequency of the input sinusoidal signal, the constant has to be zero. This simple
example illustrates some crucial necessary conditions for the AS approach to give a
physically meaningful IF: The function will have to be mono-component, with a zero
mean locally, and the wave will have to be symmetric with respect to the zero mean. All
these conditions are satisfied by either the EMD or wavelet projection methods
mentioned above. But these are only the necessary conditions. There are other more
subtle and stringent conditions for the AS approach to be able to produce a meaningful IF.
For example, Loughlin and Tracer (1996) proposed physical conditions for the AM and
FM of a signal in order for the IF to be physically meaningful, and Picinbono (1997)
proposed spectral properties of the envelope and carrier in order to have a valid AS
representation. Indeed, the unsettling state of the AM and FM demodutation, and the
associated instantaneous frequency have created great misunderstanding, and that has
prompted Cohen (1995) to list a number of paradoxes concerning IF. Some of the
paradoxes concerning negative frequency are direct consequences of these necessary
conditions given by the IMFs. All the paradoxes will be discussed in turn.

11

In fact, the most general conditions are already summarized most succinctly by the
Bredrosian (1963) and Nuttall (1966) theorems. Bedrosian (1963) established another
general necessary condition for obtaining meaningful IF values from AS, which set a
limitation on the clean separation of the AM and FM parts through the Hilbert transform:
H { a( t )cos ( t ) } = a( t ) H {cos ( t )} ,

(24)

provided that the Fourier spectra of the envelope and the carrier are non-overlapping.
This is a much sharper condition on the data: the data has to be not only monocomponent but also narrow band, otherwise the AM variations will contaminate the FM
part. The IMF produced by the EMD does not satisfy this requirement automatically.
With the spectra from amplitude and carrier not clearly separated, IF will be influenced
by the AM variations. As a result, the applications of the Hilbert transform as used by
Huang et al. (1998, 1999) are still plagued by occasional negative frequency values.
Strictly speaking, unless one uses band-pass filters, any local AM variation will violate
the restriction of the Bedrosian theorem. If any data violate the condition set forth in
Equation (24), the operations given in Equation (16) to (20) will no longer be valid.
Although an AS can still be obtained with the real part identical to the data, the imaginary
part would not be the same through the effect on the phase function contaminated by the
amplitude modulations.
In reality, the Bredrosian condition is not the only problem. More fundamentally, Nuttall
(1966) questioned the condition under which one can write
H { cos ( t ) } = sin ( t ) ,

(25)

for an arbitrary function of ( t ) . The critical idea here is to preserve the true phase
function as defined through the quadrature. This difficulty has been ignored by most
investigators using the Hilbert transform to compute IF. Picinbono (1997) stated that it
would be impossible to justify Equation (25) from only the spectral properties. He then
entered an extensive discussion on the specific properties of the phase function under
which Equation (25) would be true. The conditions were recently generalized by Qian et
al. (2005) and Chen et al. (2005). But such discussions would be of very limited practical
use in data analysis, for the data cannot be forced to satisfy the conditions prescribed.
Picinbono finally concluded that the only scientific procedure would require the
calculation of the error coming from the approximation, which resides only in the
imaginary part of the AS. He also correctly pointed out that there is no general procedure
to calculate this error from the spectrum of the amplitude function, for the error depends
on the structure of the phase function rather than on spectral properties of the amplitude
function. Faced with the difficulties presented by Picinbono (1997), only the partial
solution provided by the Nuttall (1966) theorem is available.
Nuttall (1966) first established the following theoretical result: For any given function
x( t ) = a( t ) cos ( t ) ,

(26)

12

for arbitrary a(t) and ( t ) that are not necessarily narrow band functions, and if the
Hilbert transform of x(t) is given by xh(t), and the quadrature of x(t) is xq(t), then

E=

[ xh( t ) xq( t )]

t =

dt = 2

F ( )d
q

(27)

where

Fq ( ) = F ( ) + i a( t ) sin ( t ) e i t dt ,

(28)

in which F() is the spectrum of the signal, and Fq() is the spectrum of the quadrature
of the signal. Therefore, the necessary and sufficient conditions for the Hilbert transform
and the quadrature to be identical is E = 0. This is an important and brilliant result, yet
not very practical and useful. The difficulties are due to the following three deficiencies:
First, the result is expressed in terms of the quadrature spectrum of the signal, which is an
unknown quantity, if quadrature is unknown. Second, the result is given as an overall
integral, which provides a global measure of the discrepancy. Finally, the error index is
energy based; it only states that the xh(t) and xq(t) are different, but does not offer an
error index on the frequency (Picinbono, 1997). Therefore, the Nuttall theorem offers
only a proxy for the error index of IF; it is again a necessary condition for the AS
approach to yield the exact IF. These difficulties, however, do not diminish the
significance of Nuttalls result: it points out a serious problem and limitation on equating
the Hilbert transform and the quadrature of a signal; therefore, there is a serious problem
on using the Hilbert transform to compute physically valid instantaneous frequency
values.
All these important results were known by the late 1960s. For lack of a satisfactory
method to decompose the data into the mono-component functions other than the
traditional band-pass filters, the limitations set by Bedrosian and Nuttall were irrelevant,
for the band-passed signal is linear and narrow band and satisfies the limitation
automatically. As it is also well known that band-passed signals would eliminate many
interesting nonlinear properties for the data, the band-pass approach could not make the
Hilbert transform generated the AS as a general tool for a physically valid instantaneous
frequency computation. Consequently, the HT method still remains as an impractical
method for data analysis. The solutions to these various difficulties are presented in the
next section.

3.1 The Normalization Scheme : An Empirical AM and FM Demodulation

Both limitations stated by the Bedrosian and Nuttall Theorems have firm theoretical
foundations, and must be satisfied. To this end, an empirical AM and FM demodulation
method is proposed, which is an iterative normalization scheme enabling any IMF to be
13

separated empirically and uniquely into envelope (AM) and carrier (FM) parts. This
normalization demodulation scheme has three important consequences: First and most
importantly, the normalized carrier enables the direct computation of quadrature (DQ).
Second, the normalized carrier has unity amplitude; therefore, it satisfies the Bedrosian
theorem automatically. Finally, the normalized carrier enables a ready and sharper local
energy-based measure of error to be provided than that given by the Nuttall theorem.
When the empirical AM and FM demodulation through the normalization scheme is used
in conjunction with the AS, it is designated in this study as the Normalized Hilbert
Transform (NHT).
Other than the direct quadrature (DQ) and NHT, two additional methods will also be
introduced for determining the local frequency independently of the Hilbert Transform:
each based on different assumptions, and each giving slightly different values for IF from
the same data. For all of these methods to work, the data will have to first be reduced to
an IMF. As this empirical AM and FM demodulation is of great importance to the
subsequent discussions, it will be presented first as follows:
First, from a given IMF data set in Figure 1.1, identify all the local maxima of the
absolute value of the data, as shown in Figure 1.2. By using the absolute value fitting,
the normalized data are guaranteed to be symmetric with respect to the zero axis. Next,
all these maxima points are connected with a cubic spline curve. This spline curve is
then designated as the empirical envelope of the data, e1(t), also shown in Figure 1.2. In
general, this envelope is different from the modulus of the AS. For any given real data,
the extrema are fixed; therefore, this empirical envelope should be fixed and uniquely
defined without any ambiguity. Having obtained the empirical envelope through spline
fitting, this envelope can then be used to normalize the data, x(t), by
y1 ( t ) =

x( t )
,
e1 ( t )

(29)

with y1(t) as the normalized data. Ideally, y1(t) should have all of its extrema with a unity
value. Unfortunately, Figure 1.3 shows that the normalized data still have amplitudes
higher than unity occasionally. This is due to the fact that the spline is fitted through the
maximum points only. At the locations of fast changing amplitudes, the envelope spline
line, passing through the maxima, can go below some data points. Even with these
occasional flaws, the normalization scheme has effectively separated the amplitude from
the carrier oscillation. To remove any occasional flaw of this type, the normalization
procedure can be implemented repeatedly, with e2(t) defined as the empirical envelope
for y2(t) and so on as,

14

y2 ( t ) =

y1 ( t )
;
e2 ( t )

(30)

...
yn ( t ) =

yn 1 ( t )
en ( t )

after the nth iteration. When all of the values of yn(t) are less or equal to unity, the
normalization is complete; it is designated as the empirical FM part of the data, F(t), as
yn ( t ) = cos ( t ) = F ( t ) .

(31)

F(t) is a purely frequency modulated function with unity amplitude. With the FM part
determined, the AM part, A(t), is defined simply as,

A( t ) =

x(t )
.
F (t )

(32)

Therefore, from Equation (32),

x( t ) = A( t ) * F ( t ) = A( t ) cos ( t ) .

(33)

Thus, the empirical AM and FM demodulation is accomplished through repeated

normalization. Typically, the convergance is very rapid; two or three rounds of iterations
would normally be sufficient to make all data points equal to or less than unity. In the
present case, the thrice-normalized result contains no point greater than unity. The
empirical AM and the modulus of the AS from the example data were all plotted in
Figure 1.4. It is clear that the empirical AM is smoother and devoid of the higher
frequency fluctuation and overshoots, as in the modulus of the AS. Experience has also
shown that the spline fitted envelopes serve as a much better base for the normalization
operations.
As in the Empirical Mode Decomposition method, this approach lacks closed form
expressions for both the operation and the final results, which might hamper the
formulation of a theoretical proof. This approach, just like the EMD, is also direct and
simple to implement. Being of closed form, however, is not a requirement for computing
IF. The resulting empirical envelope has been shown to be unique and even smoother
than the modulus of the AS signal obtained through the Hilbert transform. The IF values
thus determined will also be shown to be exactly based on the phase function without any
approximation. The advantages of the results thus obtained have far outweighted the
deficiency caused by the lack of the closed form expressions. After all, in most real cases,
there is no closed form expression available for the data.

15

It should be noted here that the normalization process could cause some deformation of
the original data, but the deformation is negligible, for there are rigid controlling points
for the periodicity provided by the zero-crossing points in addition to the extrema. The
zero-crossing points are totally un-alternated by the normalization process. As discussed
above, an alternative method to normalize an IMF is to use the modulus of the AS instead
of the spline envelope in the normalization scheme. This will certainly avoid the problem
of the envelope dipping under the data, but any nonlinear distorted wave form will give a
jagged AS modulus envelope, which could in turn cause an even worse deformation of
the waveforms in the normalized data.
3.2 Direct Quadrature (DQ)

Having proposed the empirical AM and FM demodulation, the normalized IMF can be
used as a base to compute its quadrature directly. This approach will eschew the Hilbert
transform totally, and enable the calculation of an exact instantaneous frequency. After
the normalization, the empirical FM signal, F(t), is the carrier part of the data. Assuming
the data to be a cosine function, its quadrature is given simply as,
sin ( t ) =

1 F 2( t ) .

(34)

In computing the quadrature, the sign should be assumed to be both positive and negative,
according to the four-quadrant convention. The complex pair formed by the data and its
direct quadrature is not necessarily analytic. They are computed solely to preserve the
correct phase function without the kind of distortion as found in the AS approach. There
seems to be many advantages in this direct quadrature approach: it bypasses the
transform totally; therefore, it involves no question about the integral interval. Its value
is also not influenced by any neighboring points. The frequency computation is based
only on differentiation; therefore, it is as local as any method can be. Furthermore,
without any transform, it preserves the phase function of any data exactly.
Once the quadrature is in hand, there are two possible ways to compute the phase from
the FM signal: One possibility is to compute the phase angle by simply taking the
arccosine of the empirical FM signal as given in Equation (31) directly. Another way is
to use arctangent to calculate the phase angle as

( t ) = arc tan

F (t )

1 F 2( t )

(35)

Here F(t) has to be a perfectly normalized IMF after repeated iterations of normalization.
This is very critical, for any value of the normalized data that goes beyond unity will
cause the formula given in Equation (34) to become imaginary, and Equation (35) to
breakdown.

16

Though the arccosine and arctangent approaches are mathematically equivalent, they are
computationally slightly different. In both approaches, proper unwrapping is required so
as to obtain well defined phase angles that are not limited to piecewise values between 0
to for arccosine or /2 to /2 for arctangent, along the time axis. Experience with
different computational platforms shows that calculations using a four-quadrant
arctangent or angle of data and its quadrature pair lead to relatively fewer chances of
dramatically unrealistic values of phase angle changes along two consecutive data points
which are at or near the extremas, as compared to using arccosine. However, both
methods still result in identifiable artificial IFs at the extremas and their close
neighborhoods. To alieviate these distortions, the IFs at the extremas (and their close
neighbors with the absolute value of F(t) larger than a prescribed critical value, e.g., 0.99)
are left to be determined by spline fitting with known IFs to interpolate and/or extrapolate
the undefined IFs. This approximation not only reduces the high sensitivity of the
calculated phase angles to inaccurate numerical values of F(t) at extremas and their close
neighbors, but also eliminates most of the errors in IFs induced by the slight shift of the
locations of extremas during the normalization process discussed earlier Although both
arccosine and arctangent methods are almost equally effective, in all the subsequent
computations, the arctangent approach will be used as the default operation in the Direct
Quadrature method unless otherwise noted.
IF computed from the direct quadrature (DQ) is given in Figure 1.5, together with the
NHT method that will be discussed later. Here the improvement of the DQ is clearly
shown: the initial negative IF values disappeared from the simple non-normalized AS at
the amplitude minimum. These negative frequency values, near the neighborhood of this
minimum amplitude location, are the consequence of violating the condition stipulated by
the Bedrosian theorem.
By definition, the energy-based error index as defined by Nuttall would be zero
identically. The DQ gives the correct phase functions even for data with extremely
complicated phase functions. In most cases, however, the numerical difference between
the direct quadrature (DQ) and the HT is small, as shown in Figure 1.5.

3.3 Normalized Hilbert Transform (NHT)

As the amplitude of the empirical FM signal is identically unity, the limitation of the
Bedrosian Theorem is no longer a concern in computing the AS through the Hilbert
transform. IF computed from the normalized data is also given in Figure 1.5. Here the
improvement of the normalization scheme is also seen clearly: the initial negative IF
values were eliminated from non-normalized data near the amplitude minimum locations,
for the condition stipulated by the Bedrosian theorem is satisfied automatically. The only
noticeable differences between the NHT and DQ approach all occur near where the
waveform suffers some distortion. Such distortions are due to the condition stipulated by
the Nuttall theorem, for the NHT can only give an approximate answer.
If the Hilbert transform indeed produces the quadrature, then the modulus of the AS from
the FM signal should be unity. Any deviation of the modulus of the AS from unity is the

17

error; thus this gives an energy-based indicator of the difference between the quadrature
and the Hilbert transform, which can be now defined simply as
E( t ) = abs ( analytic signal ( z( t ))) 1 .
2

(36)

This error indicator is also a function of time, as shown in Figure 1.6; it gives a local
measure of the error incurred in the amplitude, but not of IF computation directly
(Picinbono, 1997). Nevertheless, this surrogate measure of error is both logically and
practically superior to the integrated error bound established by the Nuttall Theorem. If
the quadrature pair and the AS are identical, then the error should be zero. However,
they usually are not identical. Based on experience, the majority of the error comes from
the following two sources: The first source is due to data distortion in the normalization
at locations near drastic changes of amplitude, where the envelope spline fitting will not
be able to turn sharp enough to cover all the data, but will go under some data points. A
repeated normalization will remove the imperfection in this normalization, but it would
inevitably distort the wave profile, for the original location of the extrema could be
shifted in the process. This difficulty is even more severe when the amplitude is also
locally small, where any error will be amplified by the smallness of the amplitude used in
the normalization process in Equation (30). The error index from such conditions is
usually extremely large. The second source is due to the nonlinear waveform distortion,
which will cause a corresponding variation of the phase function, ( t ) , as stipulated by
the Nuttall theorem. As discussed in Hahn (1995) and Huang et al. (1998), when the
phase function is not an elementary function, the phase function from the AS and that
from the DQ would not be the same. This is the condition stipulated by the Nuttall
theorem. The error index from this condition is usually small.
Based on experience, both the NHT and DQ methods can be used routinely to give valid
instantaneous frequency. The advantage of the NHT is that it has a slightly better
computational stability than the direct quadrature method, but the DQ approach certainly
gives a more accurate IF under any circumstance.

3.4 Teager Energy Operator (TEO)

The Teager Energy Operator (TEO, see, for example, Kaiser, 1990, or Quatieri, 2002)
has been proposed as a method to compute instantaneous frequency without involving
integral transforms; it is totally based on differentiations. The idea is based on a signal of
the form,

x( t ) = a sin t ,

(37)

with an energy operator then defined as

( x ) = &x 2 x&&x ,

(38)

18

where the over-dots represent first and second derivatives of x(t) with respect to time.
Physically, if x represents displacement, the operator, (x), is the sum of the kinetic and
potential energy, hence the method is designed as the Teager Energy Operator. For this
simple oscillator with a constant amplitude and frequency, it follows that

( x ) = a 2 2 ; and ( &x ) = a 2 4 .

(39)

By simply manipulating the two terms in Equation (39),

( &x )
( x)
; and a =
.
( x)
( &x )

(40)

Thus one can obtain both the amplitude and frequency with the energy operator. Kaiser
(1990) and Maragos et al. (1993 a, b) have proposed to extend the energy operator
approach to the continuous functions of the AM and FM signals, where both the
amplitude and the frequency are functions of time. In those cases, the energy operator
will offer only an approximation. A distinct advantage of the energy operator is its
superb localization property..No integral transform is needed as in the Fourier or Hilbert
transforms. The shortcomings of the method are also obvious: the method only works
for mono-component functions; therefore, before an effective decomposition method is
available, the application of the method is limited to band-pass data only. Even more
fundamentally, the method is based on a linear model for a single harmonic component
only; therefore, the approximation produced by the energy operator method will
deteriorate and even break down when the wave profiles have any intra-wave
modulations, or harmonic distortions. In the past, the TEO has only been applied to the
Fourier band-passed signals. As a result, the difficulty with the nonlinear distorted
waveform was not assessed at all. Having employed the EMD to produce the IMF, the
TEO can be tested on nonlinear data for the first time. The very shortcoming of a
breakdown caused by the nonlinear distortion, however, makes the TEO a very nice
nonlinearity detector.

3.5 Generalized Zero-Crossing (GZC)

Any zero-crossing method is the most fundamental method for computing local
frequency, and it has long been used to compute the mean period or frequency for narrow
band signals (Rice, 1944a,b and 1945a,b). In GZC, the temporal resolution will be
improved to a quarter wave period by taking all zero-crossings and local extrema as the
critical points. The time intervals between all the combinations of critical points are
considered as a whole or partial wave period. For example, the period between two
consecutive up (or down) zero-crossings or two consecutive maxima (or minima) can be
counted as one whole period. Each given point along the time axis will have four
different values from this class of period, designed as T4j , where j=1 to 4. Next, the
period between consecutive zero-crossings (from up to the next down zero-crossing, or
from down to the next up zero-crossing), or consecutive extrema (from maximum to the
next minimum, or from minimum to the next maximum) can be counted as a half period.

19

Each given point along the time axis will have two different values from this class of
period, designed as T2j, where j=1 to 2. Finally, the period between one kind of extrema
to the next zero-crossings, or from one kind of zero-crossings to the next extrema can be
counted as a quarter period. Each given point along the time axis will have only one
value from this class of period, designed as T1. Clearly, the quarter period class, T1, is
the most local, so it is thus given here a weight factor of 4. The half period class, T2, is
the less local, so it in turn is given a weight factor of 2. And finally, the full period class,
T4, is the least local, so it is given it a weight factor of 1. In total, at any point along the
time axis, seven different period values will be produced, each weighted by their
properties of localness. By the same argument, each place will also have seven
correspondingly different amplitude values. The mean frequency at each point along the
time axis can be computed as

1
12

1
+

T
1

4
1
1
+

j = 1 T2 j
j = 1 T4 j

(41)

and the standard deviation can also be computed accordingly. This approach is based on
the fundamental definition of frequency given in Equation (6); it is the most direct, and
also gives the most accurate and physically meaningful mean local frequency: It is local
down to a quarter period (or wavelength); it is direct and robust and involves no
transforms or differentiations. Furthermore, this approach will also give a statistical
measure of the scattering of the frequency value. The weakness of the approach is its
crude localization, only down to a quarter wavelength at most. Another drawback is its
inability to represent the detailed waveform distortion, for it admits no harmonics and no
intra-frequency modulations. Unless the waveform contains asymmetries (either up and
down, or left and right), the GZC will give it the same frequency as a sinusoidal wave.
With all these advantages and limitations, for most of the practical applications, however,
this mean frequency localized down to a quarter wave period is already better than the
widely used Fourier spectrogram. This method is extremely easy to implement, once the
data is reduced to a collection of IMFs. In the subsequent comparisons, the GZC results
will be used as the baseline reference. Any method producing a frequency or amplitude
grossly different from the GZC result in the mean simply cannot be correct. Therefore,
the GZC offers a standard reference in the mean for validating the other methods.

4. Inter-comparisons of Results from Different Methods and Discussions

Two examples will be used, in order to illustrate the difference in the instantaneous
frequencies produced by the different methods. The first example is a model function to
illustrate details and the potential problems of the methods; the second example is a real
speech signal, which will give an illustration of how the various methods perform in
practical applications.

20

The first example is the modeled damped Duffing wave with chirp frequency. The
explicit expression of the model gives the truth as a reference and enables the calibration
and validation of the methods quantitatively. The model is given by

t2

t
t2

+
+
+ 32 ,
x( t ) = exp
cos
32
0.3
sin

32 512
256

64 512
(42)

with t = 0 : 1024 .
Assuming the sampling rate to be 1 Hz, the numerical values of the signal are plotted in
Figure 2.1. As the amplitude is decaying exponentially, the data must be normalized
using the method described in Equation (30). From the normalized data, the quadrature
can be computed. The computed quadrature and the imaginary part of the AS were
shown in Figure 2.2. The computed quadrature is exactly the same as the one given by
the theoretical expression. This offers a clear validation of the direct quadrature
computation method (DQ).
As the Hilbert transform is implemented through the Gabor (1946) method, the effect of
the jump in values at the beginning and the end is clearly visible. The normalized data
has corrected the effect of the jump condition.
It is important to point out that, for this Duffing model, the quadrature and the AS are not
identical, as shown vividly in this figure. Therefore, problems should be anticipated for
any IF computed from the AS methods. The phase function of the quadrature is given by
a perfect unity circle if the complex phase function were plotted. But the amplitude of
the AS from the Hilbert transform will deviate from the unity circle systematically. This
deviation results in an energy measure of the error in using the AS as an approximation
for the quadrature.
To examine the effect of the Bedrosian theorem in detail, the Fourier power spectra was
computed for both the AM and FM signals as given in Figure 2.3. Although the AM
signal is a monotonic exponentially decaying function, the power spectral density would
treat it as a saw-tooth function, and thus have a wide spectrum. Therefore, the spectra
of the AM and FM signals are not disjoint at all. Consequently, the phase function of the
AS will be contaminated by the amplitude variations, for they violate the Bedrosian
theorem. As will be seen later, the spectra from the AM and FM signals of an IMF would
never be disjoint in general, unless the signals are separated specifically by a band-pass
filter. The small but non-zero overlap indicates that the FM part of the AS generated
through the Hilbert transform is always an approximation that is contaminated by the AM
variations.
Now, IF values given in Figure 2.4 will be examined. Here again, the IF from the DQ
method coincides with the theoretical values exactly. To examine the discrepancy in
detail, one would see that the IF values from DQ show some deviation from the true
theoretical ones near the peaks of each wave, towards the end, where the spare data

21

points become a problem. Nevertheless, the overall performance is still very good. The
normalization step indeed has provided a more stable, albeit still insufficiently modulated,
IF value. The GZC gives a slightly stepped constant sloped mean value as expected. The
result of the TEO is again plagued by the nonlinear distortion of the waveform to the
degree that the frequency is totally useless.
A crucial criterion for judging the viability of the different methods is to examine the
error from two points of view: First, the energy based criterion only the errors from the
normalized signals can be computed. The errors from the DQ is exactly zero, and those
from GZC is also negligible. The error is relatively low for the NHT as compared to the
much larger values from the TEO. A more meaningful test is to compare directly the
ratios of the IF values from the various methods to the truth as the base. The overall
results are given in Figure 2.5. Here the DQ result is almost exact, as computed from the
theoretical expression. The only large discrepancies occur at the beginning, due to the
end effect from the spline envelope fittings. Towards the end, the insufficient
digitalization rate has caused some small discrepancy, as discussed before. The NHT
shows some improvement over the HT, because of the removal of the effects stipulated in
the Bedrosian theorem through normalization. The effect of the Nuttall theorem is visible
from the insufficient intra-wave frequency modulation. The ratio from the GZC is
relatively poor in comparison, for it totally missed the intra-wave frequency modulation;
however, it still is correct in the mean. This result offers a good proof of the claim by
Picinbono (1997): error in IF cannot be measured by the envelope spectra alone. It
should be pointed out that the TEO, however, still offers the poorest agreement, as
indicated by the zero ratio values.

5. Discussions
Having presented all the different methods for computing IF, it should be emphasized
that the IF is a very different concept from the frequency content of the data as derived
from Fourier based methods, as discussed in great detail by Huang et al. (1998). The IF
as introduced here is based on the instantaneous variation of the phase function from the
direct quadrature or the AS through the Hilbert transform on adaptively decomposed
mono-component functions, while the traditional Fourier type frequency content is an
averaged frequency based on a convolution of the data with an a priori basis. Therefore,
when the basis is changed, the frequency content will also change. Similarly, when the
decomposition method is changed, IF will also change. They do not have the same
physical meaning, and would not have a one-to-one correspondent relationship. A few
words to dispel some of the common misconceptions (or paradoxes as given in Cohen,
1995, for example) on the IF are necessary.
One of the most prevailing misconceptions about the IF is that for data with a discreet
line spectrum, why can the IF be a continuous function? A variation of this
misconception is that the IF can give frequency values that are not even one of the
discreet spectral lines. Both of these dilemmas can be resolved easily: when signals arise

22

from nonlinear processes, the IF methods treat the harmonic distortions as continuous
intra-wave frequency modulations; while Fourier based methods treat the frequency
content as discreet harmonic spectral lines. When two or more beating waves occur, the
IF methods treat the data as an AM and FM modulation, while the Fourier based methods
treat each constituting wave as a separate and discreet spectral line. Although they
appear perplexingly different, they are representing the same data from two different
points of view. There should really be no mystery about this.
Another misconception is about the negative IF values from the AS. Cohen (1995)
contents that, according to Gabors (1946) approach, the AS is computed through two
Fourier transforms, the processing steps would be as follows: First transform the data into
frequency space, then inverse Fourier transform that result after discarding all the
negative frequency parts (see, for example, Cohen, 1995). Because all the negative
frequency content has been discarded, how can there still be negative instantaneous
frequency values based on AS? This is a total misunderstanding of the nature of negative
instantaneous frequency when computed as based on the AS. The direct cause of
negative frequency in the AS is a consequence of the multi-extrema between two zerocrossings, which will cause local loops in the complex phase plane not centered at the
origin of the coordinate system, as discussed by Huang et al. (1998). Negative frequency
values can also occur even if there are no multi-extrema, but with large amplitude
fluctuations, which can also make the AS phase loop to miss the origin, a consequence of
violating the Bedrosian theorem as already mentioned. At any rate, the negative
instantaneous frequency has nothing to do with Gabors implementation of the AS
computation; they are from the data violating known theoretical limitations, the
Bedrosian theorem. The negative instantaneous frequency values can be successfully
removed by direct quadrature and the Normalized Hilbert Transform method presented
here, or by window methods to be discussed presently.
Next, a more subtle question must be addressed: How local is IF, if the Hilbert transform
is evaluated over the real axis theoretically? Unfortunately, no theoretical value can be
offered here. The Hilbert transform is a singular integral with the integrand decaying as
1/t, a very narrow window. Limiting the amplitude variation implies that at any time the
1/t decay of a large amplitude wave can still overpower the neighboring low amplitude
wave; however, there would be a violation of the Bedrosian theorem. Indeed a windowed
approach has been tried, where short data taken piecewise limits the amplitude variation
within the window has improved IF values. But this is only a patched remedy; it does not
offer a true solution. The Direct Quadrature method(DQ) does not involve integration, so
it should be extremely local.

6.Conclusion
Based on this study, the following conclusions can be reached:
The TEO is an extremely local method, for it is totally based on differentiation operations.
But it is based on and derived from a linear assumption; therefore, whenever there is

23

pronounced nonlinear (harmonic) waveform distortion, the TEO result breaks down and
give zero for the IF. The shortcomings of the TEO can be turned into a useful tool: to
detect nonlinear distortion of the wave form, as used by Huang et al. (2005).
The GZC method is based on the fundamental definition of the frequency, and is
physically the most direct but mathematically the least elegant to produce a local mean
frequency. For many engineering applications where information on the detailed
waveform distortion is not of critical importance, the GZC should be the method of
choice for its stability, directness, and simplicity.
The HT (based on the AS from un-normalized data) is mathematically the most elegant,
and intuitively pleasing. Yet with a detailed examination, it can be shown that the AS
approach has certain limitations. Even with these limitations, experience indicates that
the results provided by the HT are consistently better than most of the other methods. If
the normalized the data is used as in the NHT, the results are drastically improved over
the HT whenever the amplitude variation is large. Therefore, the NHT should be the
preferred method, if the AS is used. It satisfies the limitation set by the Bedrosian
theorem, and offers a local measure of error sharper than the Nuttall theorem.
Nevertheless, the IF through AS is always an approximation, except for extremely simple
phase functions.
The direct quadrature (DQ) as implemented here offers an easy and direct method to
compute the IF from any IMF. The quadrature can be computed without any integration
or transform; it gives the exact local instantaneous frequency without any limitations and
approximations. The IF is even more local than the TEO, for DQ depends only on the
first derivative. Other than the occasional computational instability, it gives the exact
instantaneous frequency. The results of this study indicate that it should be the method of
choice.
Based on extensive comparisons and detailed theoretical considerations of all the
instantaneous or local frequency computations, it was determined that the DQ and NHT
are the better methods for determining IF.

Acknowledgements: This study was instigated by the suggestions of Dr. James F.

Kaiser of Duke University, whose insistence on detailed comparisons between the Teager
Energy Operator Method with all the others motivated us to examine the Hilbert
transform in greater detail. The authors would like to express our most sincere thanks to
JFK. This research is supported in part by a NASA RTOP grant from the Oceanic
Processes Program, a grant from the Office of Naval Research (N0001403IP20094) and a
grant from NOAA (NEEF4100-3-00269). A U.S. patent has been filed by NASA on the
empirical AM and FM demodulation method in computing IF. This paper is based on a
similar but more detailed paper submitted to the Proceedings of the Royal Society of
London.

24

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Figure Captions
Figure 1.1
Arbitrary sample data used here as an example to illustrate the Empirical AM and FM
decomposition through the spline fitted normalization scheme.
Figure 1.2
The maxima of the absolute values (red circle) of the data given in Figure 2.1 and the
spline fitting (green line) through those values. The spline line is defined as the envelope
(instantaneous amplitude) to be used as the base for normalizing the data.
Figure 1.3
The one time normalized data (blue line) compared with the original data (red line).
Notice that the normalized data still have values greater than unity.
Figure 1.4
The data (blue line) and various envelopes: though both envelopes agree in general, the
modulus of the AS (green line) shows high frequency intra-wave modulations, while the
empirical envelope (red line) fitted by the spline method is smooth.
Figure 1.5
IF of the sample data based on various methods: Direct Quadrature (DQ), Hilbert
Transform (HT), and Normalized Hilbert Transform (NHT), with the data plotted at 1/10
scale.
Figure 1.6
The energy based Error Index values for the sample data. Notice the Error Index is high
whenever the waveform of the data is highly distorted from the regular sinusoidal form.
Figure 2.1
The modeled damped chirp Duffing waves based on Equation (38).
Figure 2.2
Comparison of the imaginary part from the AS based on a simple Hilbert transform,
normalized Hilbert transform, and quadrature. While the quadrature is identical with the
theoretical result, the ASs are visibly different from the theoretical results, especially the
one without normalization, where the jump condition at the ends forced the AS to diverge
from the data.
Figure 2.3
Fourier power spectral density for the normalized carrier (FM, the red line) and envelope
(AM the blue line). They are overlapping each other, indicating that the data violated the
limitation of the Bedrosian theorem; therefore, the contamination of the FM part defined
from the AS by the AM variations is to be expected.
Figure 2.4

28

IF computed from the various methods: Teager Energy Operator (TEO), Generalized
Zero-Crossing (GZO), Hilbert Transform (HT), Normalized Hilbert Transform (NHT),
Direct Quadrature (DQ), and the theoretical value (Truth). The IF from the HT (without
normalization) and the TEO perform poorly.
Figure 2.5
Using the ratios of IF values given in Figure 3.6 to the truth as a measure of error directly.
Other than at the very beginning, the DQ gives nearly a perfect ratio of one.

29

Figure 1.1
Arbitrary sample data used here as an example to illustrate the Empirical AM and FM
decomposition through the spline fitted normalization scheme.

30

Figure 1.2
The maxima of the absolute values (red circle) of the data given in Figure 2.1 and the
spline fitting (green line) through those values. The spline line is defined as the envelope
(instantaneous amplitude) to be used as the base for normalizing the data.

31

Figure 1.3
The one time normalized data (blue line) compared with the original data (red line).
Notice that the normalized data still have values greater than unity.

32

Figure 1.4
The data (blue line) and various envelopes: though both envelopes agree in general, the
modulus of the AS (green line) shows high frequency intra-wave modulations, while the
empirical envelope (red line) fitted by the spline method is smooth.

33

Figure 1.5
IF of the sample data based on various methods: Direct Quadrature (DQ), Hilbert
Transform (HT), and Normalized Hilbert Transform (NHT), with the data plotted at 1/10
scale.

34

Figure 1.6
The energy based Error Index values for the sample data. Notice the Error Index is high
whenever the waveform of the data is highly distorted from the regular sinusoidal form.

35

Figure 2.1
The modeled damped chirp Duffing waves based on Equation (38).

36

Figure 2.2
Comparison of the imaginary part from the AS based on a simple Hilbert transform,
normalized Hilbert transform, and quadrature. While the quadrature is identical with the
theoretical result, the ASs are visibly different from the theoretical results, especially the
one without normalization, where the jump condition at the ends forced the AS to diverge
from the data.

37

Figure 2.3
Fourier power spectral density for the normalized carrier (FM, the red line) and envelope
(AM the blue line). They are overlapping each other, indicating that the data violated the
limitation of the Bedrosian theorem; therefore, the contamination of the FM part defined
from the AS by the AM variations is to be expected.

38

Figure 2.4
IF computed from the various methods: Teager Energy Operator (TEO), Generalized
Zero-Crossing (GZO), Hilbert Transform (HT), Normalized Hilbert Transform (NHT),
Direct Quadrature (DQ), and the theoretical value (Truth). The IF from the HT (without
normalization) and the TEO perform poorly.

39

Figure 2.5
Using the ratios of IF values given in Figure 3.6 to the truth as a measure of error directly.
Other than at the very beginning, the DQ gives nearly a perfect ratio of one.

40