Application Note

Practical use of the “Hilbert transform”

by N.Thrane, J.Wismer, H.Konstantin-Hansen & S.Gade, Brüel&Kjær, Denmark

The Brüel&Kjær Signal Analyzer

Type 3550 and 2140 families imple- h(t) = Ae– σ t sinωdt
ment the Hilbert transform to open up a)
new analysis possibilities in the time c)
domain. By means of the Hilbert trans-
form, the envelope of a time signal can
be calculated, and displayed using a ∇
logarithmic amplitude scale enabling a h(t) = Ae– σ t
large display range. Two examples
which use the Hilbert transform are
b) ∇ ∼
presented here: h(t) = h(t) + ih(t)
❍ The determination of the damping ∇ ∼
h(t) = √h2(t) + h2(t)
or decay rate at resonances, from
the impulse response function.
❍ The estimation of propagation time, ∼
h(t) = Ae– σ t cosωdt
from the cross correlation function.
861950/2e

The envelope
Many application measurements re-
sult in a time signal containing a rap-
idly oscillating component. The
amplitude of the oscillation varies
slowly with time, and the shape of
the slow time variation is called the
“envelope”. The envelope often con-
tains important information about
the signal. By using the Hilbert
Fig.1 The Hilbert transform enables computation of the envelope of the impulse-response
function
1. Removal of the oscillations allows
detailed study of the envelope. 30
∇
2. Since h ( t ) is a positive function, 20
it can be graphically represented 10
using a logarithmic amplitude 0
scale to enable a display range of – 10
1:10,000 (80 dB), or more. The
– 20
original signal, h ( t ) , includes both
positive and negative values and – 30

transform, the rapid oscillations can is traditionally displayed using a – 40

be removed from the signal to pro- linear amplitude scale. This limits – 50
0 0.5 k 1.0 k 1.5 k 2.0 k 2.5 k 3.0 k
duce a direct representation of the the display range to about 1:100 862044/1e
envelope alone. (40 dB).
Fig.2
For example, the impulse response
of a single degree of freedom system Decay rate estimation
is an exponentially damped sinusoid,
h ( t ) . This is shown as (a) in Fig. 1.
The envelope of the signal is deter- Determining the frequency and cor-
mined by the decay rate. See Fig. 1. responding damping at resonances is 4k
The Hilbert transform, is used often the first step in solving a vibra- 3k
to calculate a new time signal h̃ ( t ) tion problem for a structure. Fig. 2
2k
from the original time signal h ( t ) . shows the log. magnitude of a me-
The time signal h̃ ( t ) is a cosine func- 1k
chanical mobility measurement.
tion whereas h ( t ) is a sine: both are Within the excitation frequency 0
shown in Fig.1. range of 0 Hz to 3.2 kHz, five reso- –1k
The magnitude of the analytic sig- nances are clearly seen. The reso- –2k
∇
nal h ( t ) can be directly calculated nance frequencies can be read –3k
∇
from h and h̃ . The magnitude of h ( t ) directly with an accuracy determined –4k
is the envelope of the original time by the resolution of the analysis, i.e. 0 20 m 40 m 60 m 80 m 100 m 120 m
signal and is shown above as (c). It 4 Hz. The decay rate at the resonanc- 10 m 30 m 50 m 70 m 90 m 110 m
862045/1e
has the following advantages over es is often determined by the half-
h(t) : power (or 3 dB) bandwidth, B 3 dB, of Fig.3

Brüel & Kjær B K

the resonance peak. B3 dB = 2σ. In
30
2.0 k
this case B 3 dB is of the order of the
resolution; consequently a determina- 20 1.5 k

tion of the B 3 dB (and hence σ) will be 10 1.0 k

very inaccurate. Two methods can be 0 0.5 k
used to obtain a more accurate esti- – 10 0
mate of the damping: – 20
– 0.5 k
1. A (time consuming) zoom analysis – 30
– 1.0 k
using a much smaller ∆ f. This in- – 40
volves a new analysis for each res- – 1.5 k
– 50
onance, making five new 0 0.5 k 1.0 k 1.5 k 2.0 k 2.5 k 3.0 k – 2.0 k
862040/1e 0 20 m 40 m 60 m 80 m 100 m 120 m
measurements in total. 862041/1e
2. The damping at each resonance can
Fig.4 Fig.5
be determined from the envelope of
the associated impulse response
2.0 k 70
function. This method is illustrated
in Figs. 2 to 7, from which σ (decay 1.8 k 65

constant) for each resonance can be 1.6 k 60

easily found from the original 1.4 k 55
– 8.7 dB
measurement. 50
1.2 k
Fig. 2 shows the frequency re- 45
1.0 k
sponse function, and Fig. 3 shows the τ
40
corresponding impulse response func- 0.6 k
35
tion. However, this cannot be used to 0.4 k
calculate σ, as it contains five expo- 0.2 k
30
0 20 m 40 m 60 m 80 m 100 m 120 m
nentially damped sinusoids (one for 0 20 m 40 m 60 m 80 m 100 m 120 m 862043/1e
862042/1e
each resonance) superimposed.
Fig.6 Fig.7
Fig. 4 shows a single resonance
which has been isolated using the fre-
quency weighting facility of Type
3550. The corresponding impulse re-
Propagation time 1.0
0.9
sponse function, shown in Fig. 5, estimation 0.8
clearly shows the exponential decay- 0.7
ing sinusoid. The propagation time (from point A 0.6
Fig. 6 shows the magnitude of the 0.5
to B) of a signal is usually estimated 0.4
analytic signal of the impulse re- by measuring the signal at A and B, 0.3
sponse function on a linear amplitude and calculating the cross correlation 0.2
scale. By using a log. amplitude axis, function RAB(t). 0.1
the envelope is a straight line, see By using the Hilbert transform, the 0
– 10 m – 5 m 0 5m 10 m 15 m
Fig. 7. The analyzer’s reference cursor correct propagation time can easily 862157/1e
is used to measure the time constant be found from the envelope of the cross
τ corresponding to an amplitude de- correlation function, see Fig. 8, whether Fig.8
cay of 8.7 dB. From τ, the decay con- or not the peak of RAB(t) corresponds
stant and hence the damping of the to the envelope maximum. [1]. N. Thrane: “The Hilbert Trans-
resonance can be calculated directly form”, Technical Review No. 3 1984,
References Brüel&Kjær, BV 0015
(σ = 1/τ).
[2]. J.S. Bendat: “The Hilbert Trans-
By using the Hilbert transform, it
form and Applications to Correlation
is possible to determine the decay
A short discussion of the Hilbert Measurements”, Brüel&Kjær, 1985,
constant for the five individual reso- transform can be found in ref. [1], BT 0008
nances, without having to make new, while ref. [2] discusses the properties [3]. S.Gade, H.Herlufsen: “Digital
more narrow banded measurements. and applications of the Hilbert trans- Filter Techniques vs. FFT Techniques
This method applies to the 3550 fam- form. Ref. [3] gives additional infor- for Damping Measurements”, Techni-
ily. The 2140 family does not support mation about damping measurement cal Review No. 1 1994, Brüel&Kjær,
frequency weighting. in general. BV 0044

Brüel & Kjær B K

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