Preprint: "Empirical Mode Decomposition as a Filter Bank" by P. Flandrin, G. Rilling and P. Gonçalvès

[Patrick Flandrin (flandrin@ens-lyon.fr)]

P. Flandrin, G. Rilling and P. Gonçalvès, 2003 :
"Empirical Mode Decomposition as a Filter Bank,"
IEEE Signal Proc. Lett., to appear.

Abstract:
Empirical Mode Decomposition (EMD) has recently been pioneered by N.E. Huang et al. for adaptively representing nonstationary signals as sums of zero-mean AM-FM components. In order to better understand the way EMD behaves in stochastic situations involving broadband noise, we report here on numerical experiments based on fractional Gaussian noise. In such a case, it turns out that EMD acts essentially as a dyadic filterbank resembling those involved in wavelet decompositions. It is also pointed out that the hierarchy of the extracted modes may be similarly exploited for getting access to the Hurst exponent.

Preprint:
http://www.ens-lyon.fr/~flandrin/abstractR44.html

Related Matlab codes:
http://www.ens-lyon.fr/~flandrin/emd.html