Entropic Interpretation of Empirical Mode Decomposition and its Applications in Signal Processing
نویسندگان
چکیده
The Hilbert-Huang transform (HHT) method, which is designed to analyze nonstationary and nonlinear time-dependent data, is attracting lots of attention. The HHT first applies the empirical mode decomposition (EMD) to decompose data into intrinsic mode functions (IMF). The Hilbert transform then is applied to the IMFs to reveal its instantaneous frequency spectrum. However, because the EMD lacks analytical interpretation, the meaning of IMFs is unclear. This work proposes an entropic analysis strategy to provide an information-based interpretation. Based on this strategy, three applications in data analysis are demonstrated: (1) studies of characteristic of white noise, (2) determination of minimum sampling rates to generate sufficient numbers of realizations, and (3) a low pass noise filter design.
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عنوان ژورنال:
- Advances in Adaptive Data Analysis
دوره 2 شماره
صفحات -
تاریخ انتشار 2010