Algorithm of adaptive Fourier decomposition in H2(ℂ+)
Abstract
In this paper, we propose an applicable algorithm of the so-called adaptive Fourier decomposition in H2(ℂ+) the Hardy H2 space on the upper half-plane ℂ+, which provides a new method for decomposing real-valued signals and analytic signals on the real line. As a by-product, a new approach for computing the Hilbert transform on the real line is also given. Numerical experiments are used to demonstrate the performance of the proposed algorithm.