Filter Bank Property of Multivariate Empirical Mode Decomposition

被引:351
作者
Rehman, Naveed Ur [1 ]
Mandic, Danilo P. [1 ]
机构
[1] Univ London Imperial Coll Sci Technol & Med, Dept Elect & Elect Engn, London SW7 2AZ, England
关键词
Filter bank; multivariate empirical mode decomposition (MEMD); mode mixing; noise-assisted MEMD;
D O I
10.1109/TSP.2011.2106779
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
The multivariate empirical mode decomposition (MEMD) algorithm has been recently proposed in order to make empirical mode decomposition (EMD) suitable for processing of multichannel signals. To shed further light on its performance, we analyze the behavior of MEMD in the presence of white Gaussian noise. It is found that, similarly to EMD, MEMD also essentially acts as a dyadic filter bank on each channel of the multivariate input signal. However, unlike EMD, MEMD better aligns the corresponding intrinsic mode functions (IMFs) from different channels across the same frequency range which is crucial for real world applications. A noise-assisted MEMD (N-A MEMD) method is next proposed to help resolve the mode mixing problem in the existing EMD algorithms. Simulations on both synthetic signals and on artifact removal from real world electroencephalogram (EEG) support the analysis.
引用
收藏
页码:2421 / 2426
页数:7
相关论文
共 21 条
[1]  
[Anonymous], 2008, Signal processing techniques for knowledge extraction and information fusion, DOI DOI 10.1007/978-0-387-74367-7
[2]   Equidistribution on the sphere [J].
Cui, JJ ;
Freeden, W .
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 1997, 18 (02) :595-609
[3]   Empirical mode decomposition as a filter bank [J].
Flandrin, P ;
Rilling, G ;
Gonçalvés, P .
IEEE SIGNAL PROCESSING LETTERS, 2004, 11 (02) :112-114
[4]  
Flandrin P, 2005, INTERD MATH SCI, V5, P57
[5]  
HUANG N, 2005, HILBERTHUANG TRANSFO
[6]   A confidence limit for the empirical mode decomposition and Hilbert spectral analysis [J].
Huang, NE ;
Wu, MLC ;
Long, SR ;
Shen, SSP ;
Qu, WD ;
Gloersen, P ;
Fan, KL .
PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES, 2003, 459 (2037) :2317-2345
[7]   The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis [J].
Huang, NE ;
Shen, Z ;
Long, SR ;
Wu, MLC ;
Shih, HH ;
Zheng, QN ;
Yen, NC ;
Tung, CC ;
Liu, HH .
PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES, 1998, 454 (1971) :903-995
[8]   A review on Hilbert-Huang transform: method and its applications to geophysical studies [J].
Huang, Norden E. ;
Wu, Zhaohua .
REVIEWS OF GEOPHYSICS, 2008, 46 (02)
[9]   Empirical mode decomposition and correlation properties of long daily ozone records -: art. no. 056126 [J].
Jánosi, IM ;
Müller, R .
PHYSICAL REVIEW E, 2005, 71 (05)
[10]   Development of EMD-Based Denoising Methods Inspired by Wavelet Thresholding [J].
Kopsinis, Yannis ;
McLaughlin, Stephen .
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2009, 57 (04) :1351-1362