Envelope Extraction via Complex Homomorphic Filtering

I.A.Rezek and S.J.Roberts 

June 12, 1998
Keywords

Keywords: Hilbert Transform, Homomorphic Filter, Amplitude Modulation, Envelope, Respiration,

EMG.

Abstract

In many examples in biomedical signal processing the modulation amplitude of a signal (e.g. respiration movement) conveys information. Traditional methods of demodulation typically involve peak- and
valley tracing which is computationally expensive and noise-sensitive. In this paper we present results
for the well-known, but little-used, technique of complex-domain homomorphic ltering which oers an
alternative approach to such demodulation problems.

1 INTRODUCTION
Physiological signals have a varied form, but often the signal of interest is embedded or encoded within in
some other signal. One such example is respiratory amplitude, which appears as the envelope of the respiration trace. In conjunction with heart-rate variability, the information contained in the breath amplitude
is often used to monitor the cardio-respiratory nervous system. Another example is the electromyographic
signal envelope which give information about phasic muscle activity.
The most obvious approach to envelope extraction is of course the tracing of extrema in the signal. The
approach is not only tedious and computationally intensive but also very sensitive to signal noise. A better
way to extract the envelope signals is to view them as the result of some amplitude modulation process. The
mathematical formation of the model is then
s(t) = A m(t) cos(wc t):

(1)

The cosine term is called the carrier signal oscillating at a frequency of !c. The term A m(t) is the
modulating signal, which carries the information. The physiological equivalents of these components are,
in the case of respiration, respiratory frequency and breath amplitude. A special situation occurs, if the
carrier signal peak-to-peak variation is smaller than the modulating signal DC component (see Figure 1).
 Department of Electrical and Electronic Engineering; Imperial College of Science, Technology and Medicine, Exhibition
Road, London, SW7 2BT, UK; email: i.rezek@ic.ac.uk, s.j.roberts@ic.ac .uk

Amplitude Modulation with sufficient Carrier DC

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Amplitude Modulation without sufficient Carrier DC

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Figure 1: Eect of Carrier DC Component in Amplitude Modulation: bottom graph shows the inversion of the
amplitude modulating signal if the Carrier DC component is too large, compared to the modulating signal amplitude.
In this case, the modulated signal envelope can not be uniquely reconstructed. A physiological equivalent is
periodic breathing, during which such type of modulation might be present.
Given the model, it is now theoretically easy to extract the envelope information. To see this we take
the Fourier transformation of s(t),
S(!) = Ffs(t)g = A(t)
2 [M(! + !c ) + (! ? !c)]

(2)

where Ffm(t)g is the Fourier transform of M(!). Thus, modulation causes the modulating signal
spectrum M(!) to be shifted and replicated such that it appears as sidebands of the carrier frequency. If
the carrier frequency, !c , is known, demodulation can be achieved simply by multiplying the modulated
signal with the carrier signal. This causes M(!) to be shifted to the low-frequency band from which it can
be subsequently extracted by low-pass ltering. This, however, requires that the carrier frequency is known
and constant, a condition that is not met in physiological signals. For example, respiratory control requires
frequent adjustment of respiration rate and depth.
When the carrier frequency is not known or is variable within a certain frequency band, demodulation is
better achieved by a method known as homomorphic ltering [Oppenheim and Schafer, 1975]. The principle
of the method is to nd a transformation such that the operation by which two signals were combined is
mapped to a simple linear space. Since most standard ltering techniques were designed for linear spaces,
they can now be employed to lter out any desired component. Finally, the extracted signal is mapped back
2

to its original domain.

2 HOMOMORPHIC FILTERING
Homomorphic signal processing is concerned with the mapping of algebraically combined signals to a signal
domain in which classical linear time invariant signal processing tools can be applied. The method is ideal for
the separation of signals that were combined by amplitude modulation or convolution. Because amplitude
modulation involves multiplying the message signal with carrier signal, the homomorphic system operating
on such signals is referred to as a multiplicative system. In this paper, we focus only on multiplicative
systems. (For convolution systems see [Oppenheim and Schafer, 1975]).
Suppose the input signals, x1 (t) and x2 (t), have been combined by an operation denoted by 2. Also, let
the combination of any one of the signals with a scalar be denoted by . The aim of a homomorphic systems
is to nd a transform, D such that the output obeys the superposition principle,

D[x1(t)2x2 (t)] = D[x1(t)] + D[x2(t)] and,

D[c  x1 (t)] = c
D[x1(t)]:

(3)
(4)

After the mapping with D, we apply a conventional linear system (lter), L, to separate the desired signal
and map the signal back into its original domain via the inverse transformation D?1 . Here we shish to
extract amplitude modulated signals, hence D must satisfy

D[x1(n)  x2 (n) ] =  D[x1(n)] +  D[x2(n)]:

(5)

Clearly, D must be the logarithmic and the inverse transformation D?1 exponentiation.
A natural consequence of the transformation is that the frequency spectra of x1(t) and x2 (t) are superimposed. This causes ambiguities and prohibits simple ltering to separate the signals (see Figure (2)).
There is no problem if the respective frequency bands are well separated, i.e. x1 (t) and x2(t) reside in
non-overlapping frequency bands. If, however, the condition is not met (for instance due to noise or trends),
prior band-pass ltering is required.
The scene is theoretically set to separate two amplitude-modulated signals. It turns out, however, that
the singularity of the logarithm at zero causes major concerns for, say, zero-mean signals. Another concern
is the un-symmetrical weighting of signals values in the range of 0


1 and 1


1. The singularity can be
3

Raw Signal Spectrum

<Carrier Signal

Additive
Component

<Modulating Signal Sideband

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Logarithmic Signal Spectrum

<Carrier Signal

Additive
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Signal
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Figure 2: Ambiguous spectra due to additive components. The top gure depicts the spectrum of an amplitude
modulated signal (carrier frequency=20Hz , modulating frequency=5Hz ) with an additional component at 10Hz . If
the additive component is not cleared, it causes ambiguity in the logarithmic domain (as seen in the lower gure).
Note also the higher harmonics caused primarily by the additive component.
removed, of course, by adding a DC component to the signal. However, in the presence of the non-linear
characteristics of the logarithmic function, the choice of DC-level is critical but cannot be intued.
The logarithms' singularity at zero is encountered only for real-values signals. For complex signals, the
log is dened as
log[z(t)] = log jz(t)j + j arg[z(t)]

(6)

where z(t) is a complex number z(t) = jz(t)j expfj arg[z(t)]g. The singularity is still met if the magnitude of
z(t) is zero. However, a complex signal z(t) can obtained from the real-valued signal such that the condition

jz(t)j = 0 implies that the real signal has zero magnitude and phase. Since the phase is a function of time,
this condition is never met in real-world applications. The method by which a complex, so-called analytic,
signal is derived from a real-valued function is called the Hilbert transform.

3 THE HILBERT TRANSFORM

The Hilbert transform is a tool that can be used to construct a complex valued signal from a real-valued
signal without major changes to the signal characteristics. The complex signal, z(t), has as its real-part the

original real-valued signal x(t), and as its complex part the Hilbert transformation of x(t), x(t),
z(t) = x(t) + x(t):

(7)

The Hilbert transform of any real-valued function x(t); ?1 < t < 1 is dened as the convolution of
x(t) with (t)?1 ,

Z 1 x(u)
du:
x(t) = Hfx(t)g = x(t)  (t)?1 = 1
?1 t ? u

(8)

Its Fourier transform is therefore,

Ffx(t)g = Ffx(t)g
Ff(t)?1 g;

of which the transform of Ff(t)?1 g = H(j!) is given by [Papoulis, 1991, Walden, 1993]

!< 
H(j!) = ?jj ?0 for
for  ! < 0

(9)

(10)

The function H(j!) is variously referred to as the Hilbert operator /transformer, quadrature lter, or 90o
phase shifter. The Hilbert transform, in other words, introduces a 90o phase shift to every frequency of a

given real signal, to obtain the imaginary part of the analytic function.
Clearly, the complex function z(t) retains the main features of its original real-valued function x(t). This
is best seen after taking the Fourier transform of z(t),

Ffz(t)g = 2Ffx(t)g0 ?0  !! << 0

(11)

i.e. the spectrum of z(t) is a scaled version of the original signal spectrum over positive frequencies only.
Two instantaneous attributes can be readily derived from the analytic signal. The magnitude jz(t)j of z(t)
is called the instantaneous amplitude or envelope, and is the equivalent to the message signal in amplitude
modulation. (t) = arg[z(t)] = arctan[x(t)=x(t)] the instantaneous phase. The instantaneous frequency is
the derivative of the phase, f(t) = (1=2)d(t)=dt.
All tools for a straightforward extraction of the signal envelope are now in place. Using the Hilbert
transform, the rst step is the convert the original signal x(t) to an analytic signal z(t). The next step
is to band-pass lter z(t) in order to clear the low-frequency range of z(t) that coincides with that of the
envelope of z(t). The nal step is homomorphic ltering which, in the log-domain, separates the envelope
of z(t), jz(t)j, using a low-pass lter. The results of this approach are demonstrated below on examples for
extracting respiratory and EMG envelopes.
5

The implementation of the Hilbert transform is based on the Fast Fourier transform. It therefore gains
all the speed benets of the FFT. This is in contrast to tracing the signal extrema on a sample by sample
basis and then interpolating between the extrema to obtain upper and lower envelopes. This latter method
is time consuming and extremely sensitive to noise.

4 RESULTS
We show results from two physiological signals which are well modelled as amplitude modulated signals,
namely EMG and respiration. The EMG envelope is used as an indicator for phasic muscle activity. The
respiration envelope, together with heart-rate variability, is believed to give insight into the cardio-respiratory
neural control mechanisms. Complex domain homomorphic ltering is demonstrated here on both signals,
starting with respiratory activity.
The raw respiration signals were sampled at 16 Hz and then subject to band-pass ltering to limit the
amplitude modulation sidebands prior Hilbert transformation and homomorphic ltering. Filtering was
performed with an FIR band-pass lter with cut-o frequencies fc1 = 0:4Hz and fc2 = 1:6Hz. The bandpass ltered respiratory signal was subsequently passed through a homomorphic lter which separated the
breath amplitude modulating signal from the respiration rate signal. This was accomplished with a further
FIR low-pass lter with a cut-o frequency fc = 0:3Hz.
For comparison, the breath amplitude modulating signal was also obtained by tracing the inspiratory
peak and expiratory trough of each breath in the band-pass ltered respiration signal. An example for the
amplitude modulated signals obtained using both approaches is shown in Figure (3). Breath amplitude
in the tracing approach was calculated as the dierence of the inspiratory envelope (upper envelope) and
expiratory envelope (lower envelope) of the respiration signal.
Complex homomorphic ltering was also applied to the extraction of EMG envelope (Figure 4). Here
the EMG was sampled at 100Hz and then FIR band-pass ltered between 5 ? 40Hz. The envelope was
obtained by low-pass ltering in the log-domain with a cut-o frequency of 3Hz.

5 Discussion
Detection of respiratory and EMG envelope by use of homomorphic lter is a very accurate and stable
method. The benets of complex homomorphic lters are not only clear in the case envelope extraction but
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Breath Amplitude

Breath Amplitude Signal by means of Tracing

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Breath Amplitude

Breath Amplitude Signal by means of Homomorphic Filtering

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Figure 3: Breath amplitude envelopes obtained via breath-to-breath tracing (top) and homomorphic ltering
(bottom)
EMG

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Figure 4: EMG envelope extraction with homomorphic lters. The top trace shows the original signal. The
middle trace is the band pass ltered signal from which the envelope, shown in the lower trace, was extracted.
7

they can also be used for deconvolution [Oppenheim and Schafer, 1975], where the logarithm is applied in
the Fourier domain of the input signal. Also, the Hilbert transform leads to improved results in spectral
analysis (natural tapering, removed line-splitting [Walden, 1993]). Improved signal processing comes at little
to no extra cost because the basic tools of complex homomorphic ltering are the logarithmic function and
the FFT, both of which exist or are already used in for signal analysis. In addition most FFT routines are
already designed for use with complex signals.

6 Acknowledgements
I.A.R. is funded by the European Community Commission, DG XII (project SIESTA, Biomed-2 PL962040)
whose support we gratefully acknowledge.

References
[Oppenheim and Schafer, 1975] Oppenheim, A. and Schafer, R. (1975). Digital Signal Processing. PrenticeHall, New-Jersey.
[Papoulis, 1991] Papoulis, A. (1991). Probability, Random Variables, and Stochastic Processes. McGraw-Hill,
Singapore.
[Walden, 1993] Walden, A. (1993). The Hilbert Transform and its uses in time series analysis. Technical
Report TR-93-14, Imperial College of Science Technology and Medicine, London.