Algorithm of adaptive Fourier decomposition in H2(ℂ+).

In this paper, we propose an applicable algorithm of the so-called adaptive Fourier decomposition in H 2 (ℂ +) the Hardy H 2 space on the upper half-plane ℂ + , which provides a new method for decomposing real-valued signals and analytic signals on the real line. As a by-product, a new approach for computing the Hilbert transform on the real line is also given. Numerical experiments are used to demonstrate the performance of the proposed algorithm. [ABSTRACT FROM AUTHOR]