The occurrence of surge in a centrifugal compressor results in large oscillations in pressure and flow. To avoid damaging the compressor because of surge, we develop several surge detection methods in this study. Considering the incipient surge phenomenon, the Empirical mode decomposition (EMD) and the Morlet Continuous wavelet transform (CWT) methods are selected. Both methods are validated through experimental data collected from surge tests conducted on the three-stage Ingersoll-Rand Centac centrifugal compressor at Toyota Motor Manufacturing in Kentucky, USA. For incipient surge detection, the EMD-based method can determine the threshold 1 sec earlier than the Morlet CWT-based method. Therefore, the EMD method can be used to implement the incipient surge detection scheme on the tested centrifugal compressor for safety considerations.