Empirical mode decomposition as a filter bank

Empirical mode decomposition (EMD) has recently been pioneered by Huang et al. for adaptively representing nonstationary signals as sums of zero-mean amplitude modulation frequency modulation components. In order to better understand the way EMD behaves in stochastic situations involving broadband n...

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Veröffentlicht in:IEEE signal processing letters 2004-02, Vol.11 (2), p.112-114
Hauptverfasser: Flandrin, P., Rilling, G., Goncalves, P.
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description Empirical mode decomposition (EMD) has recently been pioneered by Huang et al. for adaptively representing nonstationary signals as sums of zero-mean amplitude modulation frequency modulation components. In order to better understand the way EMD behaves in stochastic situations involving broadband noise, we report here on numerical experiments based on fractional Gaussian noise. In such a case, it turns out that EMD acts essentially as a dyadic filter bank resembling those involved in wavelet decompositions. It is also pointed out that the hierarchy of the extracted modes may be similarly exploited for getting access to the Hurst exponent.
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subjects 1f noise
Amplitude modulation
Broadband
Computer Science
Decomposition
Empirical analysis
Engineering Sciences
Filter bank
Filter banks
Filtering
Frequency modulation
Gaussian
Gaussian noise
Hierarchies
Noise
Signal analysis
Signal and Image Processing
Signal processing
Stochastic resonance
title Empirical mode decomposition as a filter bank
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