Adaptive local iterative filtering for signal decomposition and instantaneous frequency analysis

DOI10.1016/J.ACHA.2016.03.001MaRDI QIDQ739465zbMATH OpenOpenAlexFDO

Authors Antonio Cicone, Jingfang Liu, Haomin Zhou

Publication date 18 August 2016

Published in Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1411.6051

zbMATH Keywords

Fokker-Planck equationsempirical mode decompositioninstantaneous frequencyiterative filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Abstract: Time-frequency analysis for non-linear and non-stationary signals is extraordinarily challenging. To capture features in these signals, it is necessary for the analysis methods to be local, adaptive and stable. In recent years, decomposition based analysis methods, such as the empirical mode decomposition (EMD) technique pioneered by Huang et al., were developed by different research groups. These methods decompose a signal into a finite number of components on which the time-frequency analysis can be applied more effectively. In this paper we consider the iterative filters (IFs) approach as an alternative to EMD. We provide sufficient conditions on the filters that ensure the convergence of IFs applied to any $L^2$ signal. Then we propose a new technique, the Adaptive Local Iterative Filtering (ALIF) method, which uses the IFs strategy together with an adaptive and data driven filter length selection to achieve the decomposition. Furthermore we design smooth filters with compact support from solutions of Fokker-Planck equations (FP filters) that can be used within both IFs and ALIF methods. These filters fulfill the derived sufficient conditions for the convergence of the IFs algorithm. Numerical examples are given to demonstrate the performance and stability of IFs and ALIF techniques with FP filters. In addition, in order to have a complete and truly local analysis toolbox for non-linear and non-stationary signals, we propose a new definition for the instantaneous frequency which depends exclusively on local properties of a signal.

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Cited in

(32)

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