Under harmonic wave excitation, the dynamic response of a bilinear SDOF system can be expressed by the Hilbert spectrum. The Hilbert spectrum can be formulated by (1) the inter-wave combination mechanism between the steady response and the transient response when the system behaves linearly, or (2) the intra-wave modulation mechanism embedded in one intrinsic mode function (IMF) component when the system behaves nonlinearly. The temporal variation of the instantaneous frequency of the IMF component is consistent with the system nonlinear behavior of yielding and unloading. As a thorough study of this fundamental structural dynamics problem, this article investigates the influence of the amplitude of the harmonic wave excitation on the Hilbert spectrum and the intrinsic oscillatory mode of the dynamic response of a bilinear SDOF system.