FTB-C000337 / Statistical method

Hilbert-Transform Phase Estimator

Hilbert-Transform Phase Estimator is the stateful signal-processing stage used to derive in-phase and quadrature components for phase estimation.

Also known asHilbert phase estimator

Advanced 1 linked topicPublished

Definitions

In plain terms

In MAMA implementations it supports an estimate of how quickly the dominant phase is changing.

Technical

Parity requires exact filters, coefficients, delays, state initialization, sample indexing, warm-up, and floating-point behavior.

Scope

It is a discrete implementation choice, not a perfect analytic Hilbert transform.

Examples

  • A governed lesson uses Hilbert-Transform Phase Estimator only with declared inputs, timing, parameters, and edge-case behavior.

Common misconceptions

  • It is a discrete implementation choice, not a perfect analytic Hilbert transform.

Concept relationships

Prerequisites

Related

Required by

Where this concept is used

Tutorials planned

These catalogued topics use this concept, but their complete build has not shipped yet.

  • D07-F01-A09 Prerequisite

Evidence and governance

  1. MESA Adaptive Moving Averages John F. Ehlers / Technical Analysis of Stocks and Commodities · first party methodology

    Supports: preferred label, short definition, technical definition

    Limits: The abstract alone is insufficient for code parity; exact coefficients, state, clamps, and warm-up require a pinned implementation contract.

Reviewed by
fintech-builder-batch-006
Last reviewed
2026-07-27
Next review
2027-07-27
Record status
published
Written by

Fintech engineer building market-data and financial systems, and the author of every article, glossary record, and reference implementation on The Fintech Builder.