An Analytical Expression for Empirical Mode Decomposition Based on B-Spline Interpolation

摘要

Although empirical mode decomposition (EMD) lacks a rigorous theoretical basis, it has attracted much attention for analyzing nonstationary signals adap-tively. In this paper, the EMD method is investigated from a digital signal processing perspective. Based on an analysis of extrema sampling and B-spline interpolation, we show that the upper and lower envelopes of signals are formed by a succession of three basic operations: decimation of local extrema, interpolation, and filtering by a B-spline filter. We then show that some aliasing noise can be suppressed by the mean of the envelopes, though the extrema sampling is a sub-Nyquist sampling. For uniformly spaced extrema of signals, we derive a general analytical expression of intrinsic mode functions (IMFs) extracted by the EMD method from signals.