The Fast Fourier and Hilbert-Huang Transforms: A Comparison
Keywords:
fast Fourier transform, Hilbert-Huang transform, data analysisAbstract
The conversion of time domain data via the fast Fourier (FFT) and Hilbert-Huang (HHT) transforms is compared. The FFT treats amplitude vs. time information globally as it transforms the data to an amplitude vs. frequency description. The HHT is not constrained by the assumptions of stationarity and linearity, required for the FFT, and generates both amplitude and frequency information as a function of time. The behavior and flexibility of these two transforms are examined for a number of different time domain signal types.References
Denis Donnelly and Bert Rust, "The Fast Fourier Transform for Experimentalists: Part I Concepts," Computing in Science & Eng., vol. 7, no. 2, pp. 80-88, 2005. http://dx.doi.org/10.1109/MCSE.2005.42
Denis Donnelly, "The Fast Fourier Transform for Experimentalists: Part VI Chirp of a Bat," Computing in Science & Eng., vol. 8, no. 2, pp. 72-78, 2006. http://dx.doi.org/10.1109/MCSE.2006.33
Norden E. Huang et al., "The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis," Proc. R. Soc. Lond. A., vol. 454, pp. 903-995, 1998. http://dx.doi.org/10.1098/rspa.1998.0193
Norden E. Huang and Samuel Shen, Eds. New Jersey: World Scientific, 2005.
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