Optimal Calibration of the endpoint-corrected Hilbert Transform

Fuente: arXiv
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Autores principales: Osmers, Eike, Kolossa, Dorothea
Formato: Preprint
Publicado: 2026
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author Osmers, Eike
Kolossa, Dorothea
author_facet Osmers, Eike
Kolossa, Dorothea
contents Accurate, low-latency estimates of the instantaneous phase of oscillations are essential for closed-loop sensing and actuation, including (but not limited to) phase-locked neurostimulation and other real-time applications. The endpoint-corrected Hilbert transform (ecHT) reduces boundary artefacts of the Hilbert transform by applying a causal narrow-band filter to the analytic spectrum. This improves the phase estimate at the most recent sample. Despite its widespread empirical use, the systematic endpoint distortions of ecHT have lacked a principled, closed-form analysis. In this study, we derive the ecHT endpoint operator analytically and demonstrate that its output can be decomposed into a desired positive-frequency term (a deterministic complex gain that induces a calibratable amplitude/phase bias) and a residual leakage term setting an irreducible variance floor. This yields (i) an explicit characterisation and bounds for endpoint phase/amplitude error, (ii) a mean-squared-error-optimal scalar calibration (c-ecHT), and (iii) practical design rules relating window length, bandwidth/order, and centre-frequency mismatch to residual bias via an endpoint group delay. The resulting calibrated ecHT achieves near-zero mean phase error and remains computationally compatible with real-time pipelines. Code and analyses are provided at https://github.com/eosmers/cecHT.
format Preprint
id arxiv_https___arxiv_org_abs_2601_13962
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Optimal Calibration of the endpoint-corrected Hilbert Transform
Osmers, Eike
Kolossa, Dorothea
Signal Processing
Systems and Control
Neurons and Cognition
Methodology
Accurate, low-latency estimates of the instantaneous phase of oscillations are essential for closed-loop sensing and actuation, including (but not limited to) phase-locked neurostimulation and other real-time applications. The endpoint-corrected Hilbert transform (ecHT) reduces boundary artefacts of the Hilbert transform by applying a causal narrow-band filter to the analytic spectrum. This improves the phase estimate at the most recent sample. Despite its widespread empirical use, the systematic endpoint distortions of ecHT have lacked a principled, closed-form analysis. In this study, we derive the ecHT endpoint operator analytically and demonstrate that its output can be decomposed into a desired positive-frequency term (a deterministic complex gain that induces a calibratable amplitude/phase bias) and a residual leakage term setting an irreducible variance floor. This yields (i) an explicit characterisation and bounds for endpoint phase/amplitude error, (ii) a mean-squared-error-optimal scalar calibration (c-ecHT), and (iii) practical design rules relating window length, bandwidth/order, and centre-frequency mismatch to residual bias via an endpoint group delay. The resulting calibrated ecHT achieves near-zero mean phase error and remains computationally compatible with real-time pipelines. Code and analyses are provided at https://github.com/eosmers/cecHT.
title Optimal Calibration of the endpoint-corrected Hilbert Transform
topic Signal Processing
Systems and Control
Neurons and Cognition
Methodology
url https://arxiv.org/abs/2601.13962