Empirical Mode Decomposition as a Filter Bank

作者：Patrick Flandrin, Gabriel Rilling, Paulo Gonçalvès · 发表于：IEEE Signal Processing Letters · 年份：2004 · DOI：10.1109/lsp.2003.821662 · 被引用次数：2594 · 研究领域：Machine Fault Diagnosis Techniques、Image and Signal Denoising Methods、Structural Health Monitoring Techniques

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.