A time varying filter approach for empirical mode decomposition

The use of time varying filter can significantly improve the performance of EMD, with regards to tone separation, stability under low sampling rates and noise robustness.An adaptive local cut-off frequency estimation algorithm for mode mixing problem is proposed.B-spline approximation behaves similar to a time varying filter.Local narrow-band signal is a good alternative to intrinsic mode function. A modified version of empirical mode decomposition (EMD) is presented to solve the mode mixing problem. The sifting process is completed using a time varying filter technique. In this paper, the local cut-off frequency is adaptively designed by fully facilitating the instantaneous amplitude and frequency information. Then nonuniform B-spline approximation is adopted as a time varying filter. In order to solve the intermittence problem, a cut-off frequency realignment algorithm is also introduced. Aimed at improving the performance under low sampling rates, a bandwidth criterion for intrinsic mode function (IMF) is proposed. The proposed method is fully adaptive and suitable for the analysis of linear and non-stationary signals. Compared with EMD, the proposed method is able to improve the frequency separation performance, as well as the stability under low sampling rates. Besides, the proposed method is robust against noise interference.

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