A formal study of the nonlinearity and consistency of the Empirical Mode Decomposition

Authors:
Nikolaos Tsakalozos;Konstantinos Drakakis;Scott Rickard
Affiliations:
UCD CASL, University College Dublin, Belfield, Dublin 4, Ireland;UCD CASL, University College Dublin, Belfield, Dublin 4, Ireland;UCD CASL, University College Dublin, Belfield, Dublin 4, Ireland
Venue:
Signal Processing
Year:
2012

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Abstract

Towards developing a rigorous mathematical theory for Empirical Mode Decomposition (EMD), we provide an overview of the algorithm and introduce a corresponding operator, attempting a preliminary study. We prove that the EMD is nonlinear, we identify the major reason of its nonlinearity, and we introduce the related concept of consistency, which we show the EMD does not satisfy either.