Empirical Mode Decomposition for Trivariate Signals

An extension of empirical mode decomposition (EMD) is proposed in order to make it suitable for operation on trivariate signals. Estimation of local mean envelope of the input signal, a critical step in EMD, is performed by taking projections along multiple directions in three-dimensional spaces using the rotation property of quaternions. The proposed algorithm thus extracts rotating components embedded within the signal and performs accurate time-frequency analysis, via the Hilbert-Huang transform. Simulations on synthetic trivariate point processes and real-world three-dimensional signals support the analysis.