Centroid-based sifting for empiricalmode decomposition

Abstract

A novel sifting method based on the concept of the ‘local centroids’ of a signal is developed for empirical mode decomposition (EMD), with the aim of reducing the mode-mixing effect and decomposing those modes whose frequencies are within an octave. Instead of directly averaging the upper and lower envelopes, as suggested by the original EMD method, the proposed technique computes the local mean curve of a signal by interpolating a set of ‘local centroids’, which are integral averages over local segments between successive extrema of the signal. With the ‘centroid’-based sifting, EMD is capable of separating intrinsic modes of oscillatory components with their frequency ratio ν even up to 0.8, thus greatly mitigating the effect of mode mixing and enhancing the frequency resolving power. Inspection is also made to show that the integral property of the ‘centroid’-based sifting can make the decomposition more stable against noise interference.