1

17.
, , , ,
.
. , I ....

,
, , ,
.
. , XX .

:
1. . .
.
. .
2. . . . .
. .
. . . . .
.
3. . .
.
.

,
, 90 ( /2).
,

,
.
(Hilbert, 1862-1943), .
. 1895-1930 .
,
,
.
17.1. [1, 2, 21].
.

x(t), - < t < ,

, x(t) hb(t) = 1/(t):
~
x (t) = [x(t)] = x(t) * (1/t),
x( )
~
(17.1.1)
x (t) = 1 t d .

1/(t-) .
:
~
x( )
x(t) = - 1 t d
(17.1.1')


a = t- 0,

lim

a 0

. 17.1.1.

t-a

t+ a

[ ... + ...].

-
t=0

2
- .
. 17.1.1. x(t) ~
x (t)
.
.
(17.1.1). :
~
~
(17.1.2)
X (f) = TF[ x (t)] = X(f) Hb(f),

~
~
(17.1.2')
X (f) = x (t) exp(-j2ft) dt.

, X(f) Hb(f)
X(f). :
x(t)*hb(t) X(f) Hb(f),
:

~(f) exp(j2ft) df = X(f) Hb(f) exp(j2ft) df .

~
x (t) =
X

hb(t)=1/t ,
, ,
(. 17.1.2):
- j, f > 0

Hb(f) = TF[1/t] = -j sgn(f) = 0, f = 0

(17.1.3)
. 17.1.2.
j, f < 0

(17.1.1)

x(t) ,

-j sgn(f). - ~
x (t):
~(f) = -j sgn(f) X(f).
(17.1.2")
X

. . 17.1.3
x(t)
x (t)
fo ~

(17.1.1). x(t)
.17.1.3.
.
, .. X() = Re(X()) + j Im(X()).
x(t) . 17.1.4.

(17.1.2")

X()
-j sgn().
Re(X()) 1
<0, 0 =0
1 >0,

~())
Im( X
~() ~
X
x
(t),

. ,

,
. 17.1.4.

, .

3
-j sgn() j Im(X()),
(-j j = 1),
~
Im(X()) , Re( X
~().
()) X
.
, ,
. Hb(f) (17.1.3) :
Hb(f) = |Hb(f)| exp(jh(f)), |Hb(f)| = 1.
/2)), f > 0
exp(j(
f =0,
Hb(f) = -j sgn(f) = 0,
(17.1.3')
exp(j(/2)), f < 0

x(t)
X(f) = |X(f)| exp(jx(f)),
(17.1.2) :
~
(17.1.2''')
X (f) = |X(f)| exp(jx(f)) exp(jh(f)) = |X(f)| exp[j(x(f)+h(f))],
~
.. x (t) x(t),
x(t).
~
x (t) ( )
-90 f > 0 90 f < 0 x(t).
,
, .
.
x(t) = cos(2fot),
:
~
x (t) = H[x(t)] TF[H[x(t)]] = -j sgn(f) [(f+fo)+(f-fo)]/2.
(17.1.4)
~(f) = -j [-(f+f )+(f-f )]/2 = j[(f+f )-(f-f )]/2.
(17.1.5)
o
o
o
o
X
- . :
~(f)] = sin(2f t).
~
(17.1.6)
x (t) = TF-1[ X
o
~
x(t) = sin(2ft) x (t) = -cos(2fot).
() ,
, .
. . 17.1.3
(
) . ,
, , ,
900 .
x(t) /2
: x(t) ~
x (t), .
. ( )
( )
() h(t), t 0,
H(f):
H(f) = A(f) - j B(f),
A(f) B(f) - () ()
.
:
h(t) = a(t) + b(t),
a(t) =

A(f) cos(2ft) df,

b(t) =

B(f) sin(2ft) df,

a(t) b(t) - h(t).

(h(t) = 0 t<0) , t<0

4
a(t) b(t) . ,
. 17.1.5, b(t),
:
b(t) = -a(t), b(t) = -h(t)/2, a(t) = h(t)/2, t < 0,
(17.1.7)
b(t) = 0, a(t) = a(0) = h(0), t = 0,
b(t) = a(t) = h(t)/2, t > 0.

,
b(t)


:
. 17.1.5. .

b(t) = sgn(t) a(t),

(17.1.8)

(sgn(t) j/f), :
Im(H(f)) = (j/f) * A(f),
, :
B(f) = -(1/f) * A(f) = -(1/)

[A(v)/(f-v)] dv.

(17.1.9)

:
A(f) = (1/f) * B(f) = (1/)

[B(v)/(f-v)] dv.

(17.1.10)

,
() , ,
. ,
,
1/f.
17.2. [1, 2].

x(t) y(t), X(), Y()

~
~
x (t) = [x(t)] y (t) = [y(t)],
:
~
. [a x(t)+b y(t)] = a ~
x (t)+b y (t)
b x(t) y(t).
. [x(t-a)] = ~
x (t-a).
, ,
, .
. ,
.

/2, x(t) ~
x (t), .
.

[[x(t)]] = [ ~
x (t)] = -x(t). ,
,
.
, x(t)
.
, ,
:

5
~
x( )
x(t) = H-1[ ~
x (t)] = - 1 t d = ~
x (t) * (-1/t).

x(t) ~
x (t):
-1
x(t) = TF [(j sgn(f) TF[ ~
x (t)]].
: [x(at)] = ~
x (at).
:

~
x2(t) dt =
x 2(t) dt.

(17.2.1)
(17.2.1')

(17.2.2)

(
) x(t) ~
x (t)
( ).
:

x(t) ~
(17.2.3)
x (t) dt = 0.

x(t)
x(t), ,
~
~
x(t) x(t) . :

~(f).
x(t) ~
X*(f) X
x (t) dt =

~(f) = -X* j sgn(f) X(f) = -j sgn(f) |X(f)|2 ,

X*(f) X

. . 17.1.1.
:
~
x (t) * y(t) = x(t) * y (t).
TH[x(t) * y(t)] = ~
(17.2.4)
. z(t) = x(t) * y(t), :
~(f) = -j sgn(f) Z(f) = -j sgn(f) X(f) Y(f).
Z(f) = X(f) Y(f), Z
~
~
~
Z (f) = [-j sgn(f) X(f)] Y(f) = X (t) Y(f) x (t) * y(t).
~
~
~
Z (f) = X(f) [-j sgn(f) Y(f)] = X(f) Y (f) x(t) * y (t).
:
TF[[x(t)]] [TF[x(t)]].
(17.2.5)
: u(t), ,
,
o, :
[u(t) cos(ot)] = u(t) sin(ot).
(17.2.6)
u(t) . :
[u(t) cos(o)] -j sgn() [U() * ((+o)+(-o))].
-j sgn()
((+o)+(-o)), , (.
17.1.4 17.1.6), u(t) sin(ot).
,
[u(t) sin(ot)] = -u(t) cos(ot).
(17.2.7)

17.3. [1,2,21].

1/t, t 0,
:
~(f) = Z(f).
z(t) = x(t) + j ~
(17.3.1)
x (t) X(f) + j X
~
X (f) = -j sgn(f) X(f), :
Z(f) = [1+sgn(f)] X(f),
(17.3.2)
1+sgn(f) 0 f < 0, 1 f = 0 2 f > 0, :

6
2 X(f), f > 0,

Z(f) = X(0), f = 0,,

(17.3.2')
0,
f < 0.

.. z(t)
x(t) f 0 (. (17.1.13)).
Z(f) z(t), (17.3.2') :

X(f) exp(j2ft) df],

~
x (t) = Im [2 X(f) exp(j2ft) df].
x(t) = Re [2

(17.3.3)

(17.3.3')

, N x(t) t,
f =1/(Nt):
X(nf) = t

N-1

x(kt) exp(-j2kn/N), n = 0,1,...,N/2.

k =0

(17.3.4)

N/ 2

(kt) = f Re[Xo+2 n
X(nf) exp(j2kn/N)].
=1

(17.3.5')

N/ 2

~
x (kt) = 2f Im[ X(nf) exp(j2kn/N)].
n =1

(17.3.5)

. 17.3.1

,
.
,

. 17.3.1.
(17.3.5') .
hb(kt) 1/t -
t
Hb(f) ( 17.1.3) -fN fN (fN=1/2t). t=1:
fN

hb(kt) =

-fN

Hb(f) exp(j2fkt) df =

1/2

j exp(j2fkt) df -

-1/2

0 j exp(j2fkt) df =

= [1/(2kt)] [1-exp(-jkt)-exp(jkt)+1] = [1/(kt)] [1-(exp(-jkt)+exp(jkt)/2] =

= [1/(kt)] (1-cos(kt)) = [2/(kt)] sin2(kt/2).
(17.3.6)
hb(kt) = 2/(t), k = 1, 3, 5, ... ,
(17.3.6')
hb(kt) = 0,
k = 0, 2, 4, ... .
,
, 1.

hb(kf)1/f
.

1. .. : . - .: , 1988.
2. ., . . .: , 1989. 540 .
21. .. : . - .: ,
1993. - 350 .

(1862-1943)
20 .

. . 1985

7
, . 1895-1930 -
.
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, .
, " ". ,
. . ,
.
,
. ;
, .
5 .
:
, . 23
. 1899 ,
20 . ,
, .
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- .
, .
, . , -
. , -
, - " " .
. . ,
!
- , ,
, , , -
, - ,
...,
. 20 , .
.
- :
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10
.
, .
20 .
~ ~
, : davpro@yandex.ru
Copyright 2007-2010 Davydov .V.