Intrinsic time-scale decomposition: time–frequency–energy analysis and real-time filtering of non-stationary signals

Abstract

We introduce a new algorithm, the intrinsic time-scale decomposition (ITD), for efficient and precise time–frequency–energy (TFE) analysis of signals. The ITD method overcomes many of the limitations of both classical (e.g. Fourier transform or wavelet transform based) and more recent (empirical mode decomposition based) approaches to TFE analysis of signals that are nonlinear and/or non-stationary in nature. The ITD method decomposes a signal into (i) a sum of proper rotation components, for which instantaneous frequency and amplitude are well defined, and (ii) a monotonic trend. The decomposition preserves precise temporal information regarding signal critical points and riding waves, with a temporal resolution equal to the time-scale of extrema occurrence in the input signal. We also demonstrate how the ITD enables application of single-wave analysis and how this, in turn, leads to a powerful new class of real-time signal filters, which extract and utilize the inherent instantaneous amplitude and frequency/phase information in combination with other relevant morphological features.