CEEMD matlab代码

以下是CEEMD的MATLAB代码，包括CEEMD函数和示例代码：

CEEMD函数：

function imf = ceemd(x,NE,Nstd)
% x     - input signal (must be a row vector)
% NE    - number of ensemble trials
% Nstd  - stopping criterion (standard deviation)
% imf   - matrix containing the IMFs (one per row)

Nx = length(x);

%---> Define the mean and the stop criterion
meanx = mean(x);
x1    = x - meanx;
if Nstd~=0
    stop = Nstd;
else
    stop = 0.2;
end

%---> Define the decomposition
imf = zeros(Nx,NE);
for ii=1:NE
    xk = x1 + randn(1,Nx);
    SD = sqrt(var(xk));
    while SD>stop
        x1 = xk;
        h = x1;
        SD = 1;
        while SD > 0.3
            d=h;
            SD=1;
            while SD > 0.1
                m = floor(length(d)/2);
                if m==0
                    break
                end
                h1 = d(1:m);
                h2 = d(m+1:end);
                m1 = mean(h1);
                m2 = mean(h2);
                h1 = h1 - m1;
                h2 = h2 - m2;
                h = h1.*h2;
                SD = std(h);
                if SD==0
                    break
                end
            end
            if SD==0
                break
            end
            d = d - h;
            SD = std(d);
            if SD==0
                break
            end
        end
        imf(:,ii) = imf(:,ii) + d';
        xk = x1 - d;
        SD = sqrt(var(xk));
    end
end
imf = imf./NE + meanx;

示例代码：

%---> Generate some data
N = 500;
t = linspace(0,1,N);
x = 3*sin(4*pi*t) + 5*cos(6*pi*t) + randn(1,N);

%---> Perform CEEMD
NE   = 100; % Number of ensemble trials
Nstd = 0;   % Stopping criterion (standard deviation)
imf  = ceemd(x,NE,Nstd);

%---> Plot the results
subplot(2,1,1)
plot(t,x)
title('Original signal')
subplot(2,1,2)
plot(t,imf)
title('Intrinsic mode functions')