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2.2 Empirical Mode Decomposition
The main idea of empirical mode decomposition (EMD) is based on the assumption
that any signal comprises of different simple mode of oscillations (Huang et al. 1998 ).
It is a data dependant signal processing technique that represents any temporal signal
into a
finite set of amplitude and frequency modulated (AM-FM) oscillating com-
ponents termed as intrinsic mode functions (IMFs). It is noteworthy that this method
of decomposition does not require any prior assumption about the stationarity and
linearity of signal. The EMDmethod decomposes a complicated signal x(t) iteratively
into a set of the band-limited IMFs, I m ð t Þ ;
where m ¼
1
2
; ... ; M (Huang et al. 1998 ).
;
Each of these IMFs satis
es the following two basic conditions:
1. The number of extrema and the number of zero crossings must be either equal or
differ at most by one,
2. The mean value of the envelopes de
ned by the local maxima and that of
de
ned by the local minima must be zero.
The EMD algorithm to extract IMFs from a signal x
ð
t
Þ
can be explained in fol-
lowing steps (Huang et al. 1998 ):
1. Find all the local maxima and local minima in the signal x
.
2. Connect all the maxima and all the minima separately in order to get the
envelopes E max ð
ð
t
Þ
respectively.
3. Compute the mean value of the envelopes by using the following formula:
t
Þ
and E min ð
t
Þ
E max ð
t
Þþ
E min ð
t
Þ
m
ð
t
Þ ¼
ð
1
Þ
2
4. Subtract m
ð
t
Þ
from signal x
ð
t
Þ
as:
g 1 ð
t
Þ ¼
x
ð
t
Þ
m
ð
t
Þ
ð
2
Þ
5. Check if the g 1 ð
t
Þ
satis
es the conditions for IMF as mentioned above or not.
6. Repeat the steps 2
5 until IMF is obtained.
-
After obtaining
rst IMF de
ne I 1 ð
t
Þ ¼
g 1 ð
t
Þ
which is smallest temporal scale in x
ð
t
Þ
.
Next IMF can be derived by generating a residue r 1 ð
which can be
used as the new signal for above algorithm. The process is repeated until the residue
obtained becomes a constant or monotonic function from which no more IMF can be
generated. The obtained IMFs are a set of narrow-band symmetric waveforms. After
the decomposition, the signal x
t
Þ ¼
x
ð
t
Þ
I 1 ð
t
Þ
ð
t
Þ
can be represented as follows (Huang et al. 1998 ):
X
M
x
ð
t
Þ ¼
I m ð
t
Þþ
r M ð
t
Þ
ð
3
Þ
m
¼
1
where, M is the number of IMFs, I m ð
t
Þ
is the mth IMF and r M ð
t
Þ
is the
final residue.
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