EMD-Based Signal Filtering

Abstract

In this paper, a signal-filtering method based on empirical mode decomposition is proposed. The filtering method is a fully data-driven approach. A noisy signal is adaptively decomposed into intrinsic oscillatory components called intrinsic mode functions (IMFs) by means of an algorithm referred to as a sifting process. The basic principle of the method is to make use of partial reconstructions of the signal, with the relevant IMFs corresponding to the most important structures of the signal (low-frequency components). A criterion is proposed to determine the IMF, after which, the energy distribution of the important structures of the signal overcomes that of the noise and that of the high-frequency components of the signal. The method is illustrated on simulated and real data, and the results are compared to well-known filtering methods. The study is limited to signals that were corrupted by additive white Gaussian noise and is conducted on the basis of extended numerical experiments.