COMPLEMENTARY ENSEMBLE EMPIRICAL MODE DECOMPOSITION: A NOVEL NOISE ENHANCED DATA ANALYSIS METHOD

The phenomenon of mode-mixing caused by intermittence signals is an annoying problem in Empirical Mode Decomposition (EMD) method. The noise assisted method of Ensemble EMD (EEMD) has not only effectively resolved this problem but also generated a new one, which tolerates the residue noise in the signal reconstruction. Of course, the relative magnitude of the residue noise could be reduced with large enough ensemble, it would be too time consuming to implement. An improved algorithm of noise enhanced data analysis method is suggested in this paper. In this approach, the residue of added white noises can be extracted from the mixtures of data and white noises via pairs of complementary ensemble IMFs with…

• NS
  National Science Council