Title :
Some Properties of an Empirical Mode Type Signal Decomposition Algorithm
Author :
Hawley, Stephen D. ; Atlas, Les E. ; Chizeck, Howard J.
Author_Institution :
Dept. of Electr. Eng., Univ. of Washington, Seattle, WA, USA
Abstract :
The empirical mode decomposition (EMD) has seen widespread use for analysis of nonlinear and nonstationary time-series. Despite some practical success, it lacks a firm theoretical foundation. This work addresses two important theoretical properties. The original EMD algorithm is slightly modified, in a way that facilitates this analysis. For periodic, band-limited, signals the convergence and time scale separation of the algorithm are proved.
Keywords :
adaptive signal processing; EMD algorithm; adaptive signal decomposition; band-limited signal; empirical mode decomposition; periodic signal; Empirical mode decomposition; signal representation; time scale separation;
Journal_Title :
Signal Processing Letters, IEEE
DOI :
10.1109/LSP.2009.2030855
