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On the behavior of EMD and MEMD in presence of symmetric alpha-stable noise
hal.structure.identifier | Institut de Recherche de l'Ecole Navale [IRENAV] | |
dc.contributor.author | KOMATY, Ali | |
hal.structure.identifier | Institut de Recherche de l'Ecole Navale [IRENAV] | |
dc.contributor.author | BOUDRAA, Abdel-Ouahab | |
hal.structure.identifier | Department of Mathematics and Statistics | |
dc.contributor.author | NOLAN, John | |
hal.structure.identifier | Institut de Recherche de l'Ecole Navale [IRENAV] | |
dc.contributor.author | DARE, Delphine | |
dc.date.accessioned | 2021-05-14T09:58:20Z | |
dc.date.available | 2021-05-14T09:58:20Z | |
dc.date.issued | 2015-07 | |
dc.identifier.issn | 1070-9908 | |
dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/77950 | |
dc.description | EmpiricalMode Decomposition (EMD) and its extended versions such as Multivariate EMD (MEMD) are data-driven techniques that represent nonlinear and non-stationary data as a sum of a finite zero-mean AM-FM components referred to as Intrinsic Mode Functions (IMFs). The aim of this work is to analyze the behavior of EMD and MEMD in stochastic situations involving non-Gaussian noise, more precisely, we examine the case of Symmetric Alpha-Stable noise. We report numerical experiments supportingthe claim that both EMD and MEMD act, essentially, as filter banks on each channel of the input signal in the case of Symmetric Alpha Stable noise. Reported results show that, unlike EMD, MEMD has the ability to align common frequency modes across multiple channels in same index IMFs. Further, simulations show that, contrary to EMD, for MEMD the stability property is well satisfied for the modes of lower indices and this result is exploited for the estimation of the stability index of the Symmetric Alpha Stable input signal. | |
dc.description.abstractEn | EmpiricalMode Decomposition (EMD) and its extended versions such as Multivariate EMD (MEMD) are data-driven techniques that represent nonlinear and non-stationary data as a sum of a finite zero-mean AM-FM components referred to as Intrinsic Mode Functions (IMFs). The aim of this work is to analyze the behavior of EMD and MEMD in stochastic situations involving non-Gaussian noise, more precisely, we examine the case of Symmetric Alpha-Stable noise. We report numerical experiments supportingthe claim that both EMD and MEMD act, essentially, as filter banks on each channel of the input signal in the case of Symmetric Alpha Stable noise. Reported results show that, unlike EMD, MEMD has the ability to align common frequency modes across multiple channels in same index IMFs. Further, simulations show that, contrary to EMD, for MEMD the stability property is well satisfied for the modes of lower indices and this result is exploited for the estimation of the stability index of the Symmetric Alpha Stable input signal. | |
dc.language.iso | en | |
dc.publisher | Institute of Electrical and Electronics Engineers | |
dc.subject.en | EMD | |
dc.subject.en | Estimation | |
dc.subject.en | filter banks | |
dc.subject.en | Frequency measurement | |
dc.subject.en | Gaussian distribution | |
dc.subject.en | MEMD | |
dc.subject.en | Noise | |
dc.subject.en | Stability criteria | |
dc.subject.en | symmetric $alpha$–stable noise | |
dc.title.en | On the behavior of EMD and MEMD in presence of symmetric alpha-stable noise | |
dc.type | Article de revue | |
dc.identifier.doi | 10.1109/LSP.2014.2371132 | |
dc.subject.hal | Informatique [cs]/Traitement du signal et de l'image | |
bordeaux.journal | IEEE Signal Processing Letters | |
bordeaux.page | 818-822 | |
bordeaux.volume | 22 | |
bordeaux.hal.laboratories | Institut de Mécanique et d’Ingénierie de Bordeaux (I2M) - UMR 5295 | * |
bordeaux.issue | 7 | |
bordeaux.institution | Université de Bordeaux | |
bordeaux.institution | Bordeaux INP | |
bordeaux.institution | CNRS | |
bordeaux.institution | INRAE | |
bordeaux.institution | Arts et Métiers | |
bordeaux.peerReviewed | oui | |
hal.identifier | hal-01089465 | |
hal.version | 1 | |
hal.origin.link | https://hal.archives-ouvertes.fr//hal-01089465v1 | |
bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=IEEE%20Signal%20Processing%20Letters&rft.date=2015-07&rft.volume=22&rft.issue=7&rft.spage=818-822&rft.epage=818-822&rft.eissn=1070-9908&rft.issn=1070-9908&rft.au=KOMATY,%20Ali&BOUDRAA,%20Abdel-Ouahab&NOLAN,%20John&DARE,%20Delphine&rft.genre=article |
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