Empirical mode decomposition for trivariate signals

Authors:
Naveed ur Rehman;Danilo P. Mandic
Affiliations:
Department of Electrical and Electronic Engineering, Imperial College London, London, U.K.;Department of Electrical and Electronic Engineering, Imperial College London, London, U.K.
Venue:
IEEE Transactions on Signal Processing
Year:
2010

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Abstract

An extension of empirical mode decomposition (EMD) is proposed in order to make it suitable for operation on trivariate signals. Estimation of local mean envelope of the input signal, a critical step in EMD, is performed by taking projections along multiple directions in three-dimensional spaces using the rotation property of quaternions. The proposed algorithm thus extracts rotating components embedded within the signal and performs accurate time-frequency analysis, via the Hilbert-Huang transform. Simulations on synthetic trivariate point processes and real-world three-dimensional signals support the analysis.