Hilbert transforms from interpolation data

Abstract

This paper studies the construction of stable transfer functions for which the real or imaginary part takes prescribed values at discrete uniformly spaced points on the unit circle. Formulas bounding the error between a particular interpolating function and any function consistent with the data are presented; these have the desirable property that the error goes to zero exponentially fast with the number of interpolating points. The paper also examines construction of stable minimum phase transfer functions for which the magnitude takes prescribed values at uniformly spaced points on the unit circle, and presents error bounds for this problem. Connection with the discrete Hilbert transform is made. The effect of uncertainty in the original data is also examined, and we show that oversampling is possible.