Abstract
Huang's data-driven technique of empirical mode decomposition (EMD) is given a filter bank interpretation from two complementary perspectives. First, a stochastic approach operating in the frequency domain shows the spontaneous emergence of an equivalent dyadic filter bank structure when EMD is applied to the versatile class of fractional Gaussian noise processes. Second, a similar structure is observed when EMD is operated in the time domain on a deterministic pulse. A detailed statistical analysis of the observed behavior is carried out involving extensive numerical simulations that suggest a number of applications. New EMD-based approaches are used to estimate the scaling exponents in the case of self-similar processes, to perform a fully data-driven spectral analysis, and to denoise-detrend signals that contain noise.
Keywords
Interpretation (philosophy)MathematicsComputer scienceProgramming language
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Publication Info
- Year
- 2005
- Type
- book-chapter
- Pages
- 57-74
- Citations
- 161
- Access
- Closed
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Cite This
Patrick Flandrin,
Paulo Fernando Gomes Gonçalves,
Gabriel Rilling
(2005).
EMD EQUIVALENT FILTER BANKS, FROM INTERPRETATION TO APPLICATIONS.
Interdisciplinary mathematical sciences
, 57-74.
https://doi.org/10.1142/9789812703347_0003
Identifiers
- DOI
- 10.1142/9789812703347_0003