A flexible method for envelope estimation in empirical mode decomposition

  • Authors:
  • Yoshikazu Washizawa;Toshihisa Tanaka;Danilo P. Mandic;Andrzej Cichocki

  • Affiliations:
  • Brain Science Institute, RIKEN, Saitama, Japan;Brain Science Institute, RIKEN, Saitama, Japan;Department of Electrical and Electronic Engineering, Imperial College London, United Kingdom;Brain Science Institute, RIKEN, Saitama, Japan

  • Venue:
  • KES'06 Proceedings of the 10th international conference on Knowledge-Based Intelligent Information and Engineering Systems - Volume Part III
  • Year:
  • 2006

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Abstract

A flexible and efficient method for finding the envelope within the empirical mode decomposition (EMD) is introduced. Unlike the existing (deterministic) spline based strategy, the proposed envelope is a result of an optimisation precess and sought as a minimum of a quadratic cost function. A closed form solution of this optimisation problem is obtained and it is shown that by choosing free parameters, we can fine-tune the frequency resolution or the number of intrinsic mode functions (IMFs) as well as the shape of the envelopes. Computer simulations on both the synthetic and real-world electro-encephalogram (EEG) data support the analysis.