Analytic signal in many dimensions

Abstract: In this work we extend analytic signal theory to the multidimensional case when oscillations are observed in the $d$ orthogonal directions. First it is shown how to obtain separate phase-shifted components and how to combine them into instantaneous amplitude and phases. Second, the proper hypercomplex analytic signal is defined as holomorphic hypercomplex function on the boundary of certain upper half-space. Next it is shown that correct phase-shifted components can be obtained by positive frequency restriction of hypercomplex Fourier transform. Necessary and sufficient conditions for analytic extension of the hypercomplex analytic signal into the upper hypercomplex half-space by means of holomorphic Fourier transform are given by the corresponding Paley-Wiener theorem. Moreover it is demonstrated that for $d>2$ there is no corresponding non-commutative hypercomplex Fourier transform (including Clifford and Cayley-Dickson based) that allows to recover phase-shifted components correctly.