Iterative filtering as a direct method for the decomposition of nonstationary signals. (English) Zbl 1459.94031
Summary: The Iterative Filtering method is a technique developed recently for the decomposition and analysis of nonstationary and nonlinear signals. In this work, we propose two alternative formulations of the original algorithm which allows to transform the iterative filtering method into a direct technique, making the algorithm closer to an online algorithm. We present a few numerical examples to show the effectiveness of the proposed approaches.
MSC:
| 94A12 | Signal theory (characterization, reconstruction, filtering, etc.) |
| 65T50 | Numerical methods for discrete and fast Fourier transforms |
| 65F15 | Numerical computation of eigenvalues and eigenvectors of matrices |
| 93E11 | Filtering in stochastic control theory |
Keywords:
iterative filtering; direct method; signal decomposition; nonstationary signal; empirical mode decomposition; nonlinear and nonstationary signalsReferences:
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