The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
08 Mar 1998-Proceedings of The Royal Society A: Mathematical, Physical and Engineering Sciences (The Royal Society)-Vol. 454, Iss: 1971, pp 903-995
TL;DR: In this paper, a new method for analysing nonlinear and nonstationary data has been developed, which is the key part of the method is the empirical mode decomposition method with which any complicated data set can be decoded.
Abstract: A new method for analysing nonlinear and non-stationary data has been developed. The key part of the method is the empirical mode decomposition method with which any complicated data set can be dec...
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TL;DR: A systematic review of over 20 major time-frequency analysis methods reported in more than 100 representative articles published since 1990 can be found in this article, where their fundamental principles, advantages and disadvantages, and applications to fault diagnosis of machinery have been examined.
719 citations
TL;DR: The paper presents the results of applying LMD to a set of scalp electroencephalogram (EEG) visual perception data, and suggests that there is a statistically significant difference between the theta phase concentrations of the perception and no perception EEG data.
Abstract: This paper describes the local mean decomposition (LMD), a new iterative approach to demodulating amplitude and frequency modulated signals. The new method decomposes such signals into a set of functions, each of which is the product of an envelope signal and a frequency modulated signal from which a time-varying instantaneous frequency can be derived. The LMD method can be used to analyse a wide variety of natural signals such as electrocardiograms, functional magnetic resonance imaging data, and earthquake data. The paper presents the results of applying LMD to a set of scalp electroencephalogram (EEG) visual perception data. The LMD instantaneous frequency and energy structure of the EEG is examined, and compared with results obtained using the spectrogram. The nature of visual perception is investigated by measuring the degree of EEG instantaneous phase concentration that occurs following stimulus onset over multiple trials. The analysis suggests that there is a statistically significant difference between the theta phase concentrations of the perception and no perception EEG data.
705 citations
Cites result from "The empirical mode decomposition an..."
...The demodulated signal tfr results have been compared with corresponding results obtained using the spectrogram, and, in figure 6, the squared Wigner–Ville distribution (WVD), and the Hilbert spectrum developed by Huang et al. (1998)....
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TL;DR: Time domain, frequency domain, time-frequency and time-scale representations, and other methods such as fractal analysis and recurrence quantification analysis are described succinctly and are illustrated with their biomechanical applications, research or clinical alike.
694 citations
01 Jan 1971
TL;DR: In this article, the authors deal with the dynamic ASPECTS of the sub-subject: MATHEMATICAL ANALYSIS of systems SUBJECTED to INDEPENDENT VIBRATIONS by means of MATHEATICAL MODELS.
Abstract: PART 1 DEALS WITH THE DYNAMIC ASPECTS OF THE SUBJECT: MATHEMATICAL ANALYSIS OF SYSTEMS SUBJECTED TO INDEPENDENT VIBRATIONS BY MEANS OF MATHEMATICAL MODELS. THE ANALYTICAL SYSTEMS USED ARE NON-LINEAR SYSTEMS, HYDRODYNAMICS AND NUMERICAL METHODS. PART 2 EXAMINES SEISMIC MOVEMENTS, THE DYNAMIC BEHAVIOUR OF STRUCTURES AND THE BASIC CONCEPTS OF THE SEISMIC DESIGN OF STRUCTURES.
675 citations
TL;DR: An algorithm based on bidimensional empirical mode decomposition (BEMD) to extract features at multiple scales or spatial frequencies to apply to texture extraction and image filtering, which are widely recognized as a difficult and challenging computer vision problem.
658 citations
References
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TL;DR: In this paper, it was shown that nonperiodic solutions are ordinarily unstable with respect to small modifications, so that slightly differing initial states can evolve into considerably different states, and systems with bounded solutions are shown to possess bounded numerical solutions.
Abstract: Finite systems of deterministic ordinary nonlinear differential equations may be designed to represent forced dissipative hydrodynamic flow. Solutions of these equations can be identified with trajectories in phase space For those systems with bounded solutions, it is found that nonperiodic solutions are ordinarily unstable with respect to small modifications, so that slightly differing initial states can evolve into considerably different states. Systems with bounded solutions are shown to possess bounded numerical solutions.
16,554 citations
"The empirical mode decomposition an..." refers background in this paper
...(ii) Lorenz equation The famous Lorenz equation (Lorenz 1963) was proposed initially to study deterministic non-periodic flow....
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Book•
01 Jan 1974
TL;DR: In this paper, a general overview of the nonlinear theory of water wave dynamics is presented, including the Wave Equation, the Wave Hierarchies, and the Variational Method of Wave Dispersion.
Abstract: Introduction and General Outline. HYPERBOLIC WAVES. Waves and First Order Equations. Specific Problems. Burger's Equation. Hyperbolic Systems. Gas Dynamics. The Wave Equation. Shock Dynamics. The Propagation of Weak Shocks. Wave Hierarchies. DISPERSIVE WAVES. Linear Dispersive Waves. Wave Patterns. Water Waves. Nonlinear Dispersion and the Variational Method. Group Velocities, Instability, and Higher Order Dispersion. Applications of the Nonlinear Theory. Exact Solutions: Interacting Solitary Waves. References. Index.
8,808 citations
Book•
01 Jan 1971
TL;DR: A revised and expanded edition of this classic reference/text, covering the latest techniques for the analysis and measurement of stationary and nonstationary random data passing through physical systems, is presented in this article.
Abstract: From the Publisher:
A revised and expanded edition of this classic reference/text, covering the latest techniques for the analysis and measurement of stationary and nonstationary random data passing through physical systems. With more than 100,000 copies in print and six foreign translations, the first edition standardized the methodology in this field. This new edition covers all new procedures developed since 1971 and extends the application of random data analysis to aerospace and automotive research; digital data analysis; dynamic test programs; fluid turbulence analysis; industrial noise control; oceanographic data analysis; system identification problems; and many other fields. Includes new formulas for statistical error analysis of desired estimates, new examples and problem sets.
6,693 citations
"The empirical mode decomposition an..." refers background in this paper
...A brief tutorial on the Hilbert transform with the emphasis on its physical interpretation can be found in Bendat & Piersol (1986)....
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01 Jan 1946
5,910 citations
"The empirical mode decomposition an..." refers methods in this paper
...In order to obtain meaningful instantaneous frequency, restrictive conditions have to be imposed on the data as discussed by Gabor (1946), Bedrosian (1963) and, more recently, Boashash (1992): for any function to have a meaningful instantaneous frequency, the real part of its Fourier transform has…...
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TL;DR: In this paper, the authors used the representations of the noise currents given in Section 2.8 to derive some statistical properties of I(t) and its zeros and maxima.
Abstract: In this section we use the representations of the noise currents given in section 2.8 to derive some statistical properties of I(t). The first six sections are concerned with the probability distribution of I(t) and of its zeros and maxima. Sections 3.7 and 3.8 are concerned with the statistical properties of the envelope of I(t). Fluctuations of integrals involving I2(t) are discussed in section 3.9. The probability distribution of a sine wave plus a noise current is given in 3.10 and in 3.11 an alternative method of deriving the results of Part III is mentioned. Prof. Uhlenbeck has pointed out that much of the material in this Part is closely connected with the theory of Markoff processes. Also S. Chandrasekhar has written a review of a class of physical problems which is related, in a general way, to the present subject.22
5,806 citations
"The empirical mode decomposition an..." refers background in this paper
...In general, if more quantitative results are desired, the original skeleton presentation is better; if more qualitative results are desired, the smoothed presentation is better....
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...Therefore, the parameter, ν, defined as N21 −N20 = 1 π2 m4m0 −m22 m2m0 = 1 π2 ν2, (3.7) offers a standard bandwidth measure (see, for example, Rice 1944a, b, 1945a, b; Longuet-Higgins 1957)....
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