Some Properties of an Empirical Mode Type Signal Decomposition Algorithm

The empirical mode decomposition (EMD) has seen widespread use for analysis of nonlinear and nonstationary time-series. Despite some practical success, it lacks a firm theoretical foundation. This work addresses two important theoretical properties. The original EMD algorithm is slightly modified, in a way that facilitates this analysis. For periodic, band-limited, signals the convergence and time scale separation of the algorithm are proved.

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