Decomposition of non-stationary signals into varying time scales: Some aspects of the EMD and HVD methods

Abstract

The Empirical Mode Decomposition has become very popular since its first introduction. Its suitability and expected performance for specific signal processing task is however somewhat open ended. Addressed are basic questions concerning the decomposition of signals according to different time scales, from noise sensitivity to frequency resolution. Comparing it to the recently introduced Hilbert Vibration Decomposition, signals simulating moving mechanical systems are analyzed. It is argued that in spite of signal adaptive properties, a universal fully automatic decomposition is still beyond our capabilities.