Hierarchical decomposition based on a variation of empirical mode decomposition

Abstract

Adaptive methods of signal analysis have proved a very useful tool for analysis of non-stationary signals. This is due to the ability of these methods to adapt to the local structures of the signals being analysed, as these methods are not constrained by a fixed basis. Empirical mode decomposition (EMD) is among the more recent data-adaptive signal decomposition methods, which decomposes a given signal into modes which are hierarchically arranged based on their frequency content. In this paper, we will present a novel adaptive hierarchical decomposition scheme based on a novel modification of EMD, namely empirical mode decomposition-modified peak selection (EMD-MPS). EMD-MPS allows a time-scale-based signal decomposition, thereby allowing control over the decomposition process, not possible in the original EMD algorithm. Using time-scale-based decomposition and the properties of EMD-MPS, a given signal can be decomposed into octave frequency bands, with the centre frequency of the separated modes given by the frequency separation criterion of EMD-MPS. The spectral limits of the separated bands are established, and their relation with the centre frequency derived empirically. The method is validated by its application to simulated and real signals.