Novel Fourier Quadrature Transforms and Analytic Signal Representations for Nonlinear and Non-stationary Time Series Analysis

Abstract

The Hilbert transform (HT) and associated Gabor analytic signal (GAS) representation are well-known and widely used mathematical formulations for modeling and analysis of signals in various applications. In this study, like the HT, to obtain quadrature component of a signal, we propose the novel discrete Fourier cosine quadrature transforms (FCQTs) and discrete Fourier sine quadrature transforms (FSQTs), designated as Fourier quadrature transforms (FQTs). Using these FQTs, we propose sixteen Fourier-Singh analytic signal (FSAS) representations with following properties: (1) real part of eight FSAS representations is the original signal and imaginary part is the FCQT of the real part, (2) imaginary part of eight FSAS representations is the original signal and real part is the FSQT of the real part, (3) like the GAS, Fourier spectrum of the all FSAS representations has only positive frequencies, however unlike the GAS, the real and imaginary parts of the proposed FSAS representations are not orthogonal to each other. The Fourier decomposition method (FDM) is an adaptive data analysis approach to decompose a signal into a set of small number of Fourier intrinsic band functions which are AM-FM components. This study also proposes a new formulation of the FDM using the discrete cosine transform (DCT) with the GAS and FSAS representations, and demonstrate its efficacy for improved time-frequency-energy representation and analysis of nonlinear and non-stationary time series.Comment: 22 pages, 13 figure