×

Spline manipulations for empirical mode decomposition (EMD) on bounded intervals and beyond. (English) Zbl 1532.94014

The core of empirical mode decomposition (EMD) of a time series \(f(t)\) on some finite time-domain \([a,b]\) is the iterative sifting process for computing the intrinsic mode functions and the trend of \(f(t)\). To compute each IMF, \(f_k (t)\) for \(k = 1,\dots,n\), there are \(L_k\) iterative steps of the sifting process, and in each step, two cubic spline functions are to be computed, with one to represent the upper envelope and the other to represent the lower envelope, determined by the local maxima and local minima, respectively on the open interval \((a,b)\). In this paper, four cubic spline representations are proposed by the authors.

MSC:

94A12 Signal theory (characterization, reconstruction, filtering, etc.)
41A15 Spline approximation
65T40 Numerical methods for trigonometric approximation and interpolation
Full Text: DOI

References:

[1] de Boor, C., Total positivity of the spline collocation matrix. Indiana Univ. Math. J., 541-551 (1976) · Zbl 0311.41008
[2] de Boor, C., A Practical Guide to Splines (1978), Springer, 392 pages · Zbl 0406.41003
[3] Chen, G.; Chui, C. K.; Lai, M. J., Construction of real-time spline quasi-interpolation schemes. Approx. Theory Appl., 61-75 (1988) · Zbl 0692.41014
[4] Chen, Q.; Huang, N.; Riemenschneider, S.; Xu, Y., A B-spline approach for empirical mode decompositions. Adv. Comput. Math., 171-195 (2006) · Zbl 1092.94007
[5] Chui, C. K., Multivariate Splines. CBMS-NSF Series in Appl. Math. (1988), SIAM Publ., 189 pages · Zbl 0687.41018
[6] Chui, C. K., An Introduction to Wavelets (1992), Academic Press, 264 pages · Zbl 0925.42016
[7] Chui, C. K.; Diamond, H., A natural formulation of quasi-interpolation by multivariate splines. Proc. Am. Math. Soc., 643-646 (1987) · Zbl 0656.41005
[8] Chui, C. K.; Diamond, H., A general framework for local interpolation. Numer. Math., 569-581 (1991) · Zbl 0714.65006
[9] Chui, C. K.; Jiang, Q. T.; Li, L.; Lu, J., Analysis of an adaptive short-time Fourier transform-based multi-component signal separation method derived from linear chirp local approximation. J. Comput. Appl. Math. (2021) · Zbl 1465.42008
[10] Chui, C. K.; Jiang, Q. T.; Li, L.; Lu, J., Time-scale-chirp_rate operator for recovery of non-stationary signal components with crossover instantaneous frequency curves. Appl. Comput. Harmon. Anal., 323-344 (2021) · Zbl 1467.94010
[11] Chui, C. K.; Jiang, Q. T.; Li, L.; Lu, J., Analysis of a direct separation method based on adaptive chirplet transform for signals with crossover instantaneous frequencies. Appl. Comput. Harmon. Anal., 24-40 (2023) · Zbl 1506.94011
[12] Chui, C. K.; Lin, Y. T.; Wu, H. T., Real-time acquisition from irregular samples—with applications to anesthesia evaluation. Anal. Appl., 537-590 (2016) · Zbl 1382.94028
[13] Chui, C. K.; Mhaskar, H. N., Signal decomposition and analysis via extraction of frequencies. Appl. Comput. Harmon. Anal., 97-136 (2016) · Zbl 1330.94013
[14] Chui, C. K.; Mhaskar, H. N.; van der Walt, M. D., Data-driven atomic decomposition via frequency extraction of intrinsic mode functions. GEM Int. J. Geomath., 117-146 (2016) · Zbl 1361.94023
[15] Chui, C. K.; van der Walt, M. D., Signal analysis via instantaneous frequency estimation and signal components. GEM Int. J. Geomath., 1-42 (2015) · Zbl 1322.94028
[16] Cicone, A.; Liu, J. F.; Zhou, H. M., Adaptive local iterative filtering for signal decomposition and instantaneous frequency analysis. Appl. Comput. Harmon. Anal., 384-411 (2016) · Zbl 1360.94068
[17] Craven, P.; Wahba, G., Smoothing noisy data with spline functions estimating the correct degree of smoothing by the method of generalized cross-validation. Numer. Math., 377-403 (1979) · Zbl 0377.65007
[18] Daubechies, I.; Lu, J.; Wu, H. T., Synchrosqueezed wavelet transform: an empirical mode decomposition-like tool. Appl. Comput. Harmon. Anal., 243-261 (2011) · Zbl 1213.42133
[19] Flandrin, P.; Rilling, G.; Gonçalvés, P., Empirical mode decomposition as a filter bank. IEEE Signal Process. Lett., 112-114 (2004)
[20] Gabor, D., Theory of communication. J. Inst. Electr. Eng., 429-457 (1946)
[21] Guang, Y.; Sun, X.; Zhang, M.; Li, X.; Liu, X., Study on ways to restrain end effect of Hilbert-Huang transform. J. Comput. (2014)
[22] Huang, N. E.; Shen, Z.; Long, S. R.; Wu, M. C.; Shih, H. H.; Zheng, Q.; Yen, N. C.; Tung, C. C.; Liu, H. H., The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis. Proc. R. Soc. Lond. A, 903-995 (1998) · Zbl 0945.62093
[23] Lin, L.; Wang, Y.; Zhou, H. M., Iterative filtering as an alternative algorithm for empirical mode decomposition. Adv. Adapt. Data Anal., 543-560 (2009)
[24] Marsden, M. J., An identity for spline functions with applications to variation-diminishing spline approximation. J. Approx. Theory, 7-49 (1970) · Zbl 0192.42103
[25] Picinbono, B.; Martin, W., Representation des signaus par amplitude et phase instantanees. Ann. Télécommun., 170-190 (1983)
[26] Rilling, G.; Flandrin, P.; Goncalves, P., On empirical mode decomposition and its algorithms
[27] Stallone, A.; Cicone, A.; Materassi, M., New insights and best practices for the successful use of empirical mode decomposition, iterative filtering and derived algorithms. Sci. Rep., Nat. Res. (2020)
[28] van der Walt, M. D., Wavelet analysis of non-stationary signals with applications (2015), University of Missouri: University of Missouri St. Louis, MO, USA, PhD Thesis
[29] Wang, Y.; Wei, G. W.; Yang, S., Mode decomposition evolution equations. J. Sci. Comput., 495-518 (2012) · Zbl 1457.65152
[30] Wang, Y.; Wei, G. W.; Yang, S., Iterative filtering decomposition based on local spectral evolution kernel. J. Sci. Comput., 629-664 (2012)
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.