Complex Empirical Mode Decomposition

Abstract

A method for the empirical mode decomposition (EMD) of complex-valued data is proposed. This is achieved based on the filter bank interpretation of the EMD mapping and by making use of the relationship between the positive and negative frequency component of the Fourier spectrum. The so-generated intrinsic mode functions (IMFs) are complex-valued, which facilitates the extension of the standard EMD to the complex domain. The analysis is supported by simulations on both synthetic and real-world complex-valued signals