Hilbert transform of a signal x(t) is defined as the transform in which phase angle of all components of the signal is shifted by $pm text{90}^o $.
Hilbert transform of x(t) is represented with $hat{x}(t)$,and it is given by
$$ hat{x}(t) = { 1 over pi } int_{-infty}^{infty} {x(k) over t-k } dk $$
The inverse Hilbert transform is given by
$$ hat{x}(t) = { 1 over pi } int_{-infty}^{infty} {x(k) over t-k } dk $$
x(t), $hat{x}$(t) is called a Hilbert transform pair.
Properties of the Hilbert Transform
A signal x(t) and its Hilbert transform $hat{x}$(t) have
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The same amplitude spectrum.
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The same autocorrelation function.
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The energy spectral density is same for both x(t) and $hat{x}$(t).
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x(t) and $hat{x}$(t) are orthogonal.
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The Hilbert transform of $hat{x}$(t) is -x(t)
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If Fourier transform exist then Hilbert transform also exists for energy and power signals.
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