ON EMPIRICAL MODE DECOMPOSITION
AND ITS ALGORITHMS
Gabriel Rilling
∗
, Patrick Flandrin
∗
and Paulo Gon¸calv`es
∗∗
∗
Laboratoire de Physique (UMR CNRS 5672),
´
Ecole Normale Sup´erieure de Lyon
46, all´ee d’Italie 69364 Lyon Cedex 07, France
{grilling,flandrin}@ens-lyon.fr
∗∗
Projet IS2, INRIA Rhˆone-Alpes, 655, avenue de l’Europe 38330 Montbonnot, France
Paulo.Goncalves@inria.fr
ABSTRACT
Huang’s data-driven technique of Empirical Mode
Decomposition (EMD) is presented, and issues re-
lated to its effective implementation are discussed.
Anumber of algorithmic variations, including new
stopping criteria and an on-line version of the al-
gorithm, are proposed. Numerical simulations are
used for empirically assessing performance elements
related to tone identification and separation. The
obtained results support an interpretation of the
method in terms of adaptive constant-Q filter banks.
1 INTRODUCTION
A new nonlinear technique, referred to as Empirical
Mode Decomposition (EMD), has recently been pio-
neered by N.E. Huang et al. for adaptively represent-
ing nonstationary signals as sums of zero-mean AM-
FM components [2]. Although it often proved re-
markably effective [1, 2, 5, 6, 8], the technique is faced
with the difficulty of being essentially defined by an
algorithm, and therefore of not admitting an analyt-
ical formulation which would allow for a theoretical
analysis and performance evaluation. The purpose
of this paper is therefore to contribute experimen-
tally to a better understanding of the method and
to propose various improvements upon the original
formulation. Some preliminary elements of experi-
mental performance evaluation will also be provided
for giving a flavour of the efficiency of the decompo-
sition, as well as of the difficulty of its interpretation.
2 EMD BASICS
The starting point of the Empirical Mode Decompo-
sition (EMD) [2] is to consider oscillations in signals
at a very local level. In fact, if we look at the evolu-
tion of a signal x(t)between two consecutive extrema
(say, two minima occurring at times t
−
and t
+
), we
can heuristically define a (local) high-frequency part
{d(t),t
−
≤ t ≤ t
+
},orlocal detail, which corre-
sponds to the oscillation terminating at the two min-
ima and passing through the maximum which nec-
essarily exists in between them. For the picture to
be complete, one still has to identify the correspond-
ing (local) low-frequency part m(t), or local trend,
so that we have x(t)=m(t)+d(t) for t
−
≤ t ≤ t
+
.
Assuming that this is done in some proper way for all
the oscillations composing the entire signal, the pro-
cedure can then be applied on the residual consisting
of all local trends, and constitutive components of a
signal can therefore be iteratively extracted.
Given a signal x(t), the effective algorithm of EMD
can be summarized as follows [2]:
1. identify all extrema of x(t)
2. interpolate between minima (resp. maxima),
ending up with some envelope e
min
(t) (resp. e
max
(t))
3. compute the mean m(t)=(e
min
(t)+e
max
(t))/2
4. extract the detail d(t)=x(t) − m(t)
5. iterate on the residual m(t)
In practice, the above procedure has to be refined
by a sifting process [2] which amounts to first iterat-
ing steps 1 to 4 upon the detail signal d(t), until this
latter can be considered as zero-mean according to
some stopping criterion. Once this is achieved, the
detail is referred to as an Intrinsic Mode Function
(IMF), the corresponding residual is computed and
step 5 applies. By construction, the number of ex-
trema is decreased when going from one residual to
the next, and the whole decomposition is guaranteed
to be completed with a finite number of modes.
Modes and residuals have been heuristically intro-
duced on “spectral” arguments, but this must not
be considered from a too narrow perspective. First,
it is worth stressing the fact that, even in the case
of harmonic oscillations, the high vs. low frequency
discrimination mentioned above applies only locally
and corresponds by no way to a pre-determined sub-
band filtering (as, e.g., in a wavelet transform). Se-