3A-EMD: A generalized approach for monovariate and multivariate EMD

EMD is an emerging topic in signal processing research and is applied in various practical fields. Its recent extension to multivariate signals, motivated by the need to jointly analyze multi-channel signals, is an active topic of research. However, all the existing extensions specifically hold either mono-, bi- or tri-variate signals or require multiple projections that complexify the original process. In this communication, a novel EMD approach called 3A-EMD is proposed. It is essentially based on the redefinition of the mean envelope operator and allows, under certain conditions, a straightforward decomposition of monovariate and multivariate signals without any change in the core of the algorithm. A comparative study with classical monovariate and bivariate methods is presented and shows the competitiveness of 3A-EMD. A trivariate decomposition is also given to illustrate the extension of the proposed algorithm to any signal dimension, D>2.