Abstract

Rice's formula <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">^1</tex> for the "envelope" of a given signal is very cumbersome; in any case where the signal is not a single sine wave, the analytical use and explicit calculation of the envelope is practically prohibitive. A different formula for the envelope is given herein which is much simpler and easier to handle analytically. We show precisely that if <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">\hat{u}(t)</tex> is the Hilbert transform of <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">u(t)</tex> , then Rice's envelope of <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">u(t)</tex> is the absolute value of the complex-valued function <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">u(t) + i \hat{u}(t)</tex> . The function <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">u + i\hat{u}</tex> is called the pre-envelope of <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">u</tex> and is shown to be involved implicitly in some other usual engineering practices. The Hilbert transform <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">\hat{u}</tex> is then studied; it is shown that <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">\hat{u}</tex> has the same power spectrum as <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">u</tex> and is uncorrelated with <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">u</tex> at the same time instant. Further, the autocorrelation of the pre-envelope of <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">u</tex> is twice the pre-envelope of the autocorrelation of <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">u</tex> . By using the pre-envelope, the envelope of the output of a linear filter is easily calculated, and this is used to compute the first probability density for the envelope of the output of an arbitrary linear filter when the input is an arbitrary signal plus Gaussian noise. An application of pre-envelopes to the frequency modulation of an arbitrary waveform by another arbitrary waveform is also given.

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