Rotation Invariant Complex Empirical Mode Decomposition

Abstract

A new method to extend the empirical mode decomposition (EMD) into the complex domain is proposed. Unlike the existing method for EMD in the complex domain, this is achieved in a generic way so that the mathematical development of this method mirrors the algorithm defined for EMD in the real domain. The so derived intrinsic mode functions (IMFs) are complex by design and are shown to provide a consistent framework for handling both real and complex data. The simulations on real world complex-valued signals illustrate the applications of the technique.