Empirical Mode Decomposition as a Filter Bank 论文

详细信息

发表期刊/会议

IEEE Signal Processing Letters

发表日期

2004-02-01

发表年份

2004

摘要

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.