Latent Signal Analysis and the Analytic Signal

Abstract: In this paper we present the latent signal analysis problem as a recasting of the complex extension problem. Almost universally, the approach has been to use the Hilbert Transform (HT) to construct Gabor's analytic signal. This approach depends on harmonic correspondence and forces the use of simple harmonic components in the analysis, which may lead to incorrect Instantaneous Amplitude (IA) and Instantaneous Frequency (IF) parameters. We show that by relaxing the harmonic correspondence condition, the resulting complex extension can still be an analytic function and we can arrive at alternate IA/IF parameterizations which may be more accurate at describing the latent signal. However, in relaxing the harmonic correspondence condition there is no longer a unique rule for the complex extension. In addition, we discuss the problems associated with the use of the HT as an AM--FM demodulator for the latent signal. Finally we provide solutions to an example latent signal analysis problem.