Variational Mode Decomposition

During the late 1990s, Huang introduced the algorithm called Empirical Mode Decomposition, which is widely used today to recursively decompose a signal into different modes of unknown but separate spectral bands. EMD is known for limitations like sensitivity to noise and sampling. These limitations could only partially be addressed by more mathematical attempts to this decomposition problem, like synchrosqueezing, empirical wavelets or recursive variational decomposition. Here, we propose an entirely non-recursive variational mode decomposition model, where the modes are extracted concurrently. The model looks for an ensemble of modes and their respective center frequencies, such that the modes collectively…