2 IEEE TRANS. ON SIGNAL PROCESSING, VOL. XX, NO. XX, FEBRUARY 2013
Fig. 1. EMD: basic IMF detection. Envelopes detection on top (thin
continuous: f , dashed:
¯
f and f and thick continuous: m). On bottom: the
first IMF candidate r
1
.
An IMF is an amplitude modulated-frequency modulated
function which can be written in the form
f
k
(t) = F
k
(t) cos (ϕ
k
(t)) where F
k
(t), ϕ
0
k
(t) > 0 ∀t.
(2)
The main assumption is that F
k
and ϕ
0
k
vary much slower
than ϕ
k
. The IMF f
k
behaves as a harmonic component.
Originally, the method of Huang et al. [9] to extract such
IMFs is a pure algorithmic method. Candidates for an IMF are
extracted by first computing the upper,
¯
f(t), and lower, f(t),
envelopes via a cubic spline interpolation from the maxima
and minima of f. Then the mean envelope is obtained by
computing m(t) = (
¯
f(t) + f(t))/2 and finally the candidate
by r
1
(t) = f(t) − m(t) (see Fig. 1). Generally, r
1
(t) does
not fulfill the properties of an IMF. A good candidate can be
reached by iterating the same process to r
1
and the subsequent
r
k
. The final retained IMF is f
1
(t) = r
n
(t). Then the next IMF
is obtained by the same algorithm applied on f(t)−f
1
(t). The
remaining IMFs can be computed by repeating this algorithm
on the successive residues.
The interesting fact about this algorithm is that it is highly
adaptable and is able to extract the non-stationary part of
the original function. However, its main problem is that it is
based on an ad-hoc process which is mathematically difficult
to model. Consequently it is difficult to really understand
what the EMD provides. For example, some problems appear
when some noise is present in the signal. To deal with this
problem, an Ensemble EMD (EEMD) was proposed in [17].
The authors propose to compute several EMD decompositions
of the original signal corrupted by different artificial noises.
Then the final EEMD is the average of each EMD. This
approach seems to stabilize the obtained decomposition but
it increases the computational cost.
Another EMD approach is proposed in [8]. The authors
Fig. 2. On top: dyadic wavelet tiling of the frequency line. On bottom: a
wavelet packet like tiling.
proposed to minimize a functional which looks for a sparse
representation of f in a dictionary of IMFs. This variational
method provides similar results as the original EMD algorithm.
However, this functional is based on a scheme which uses
higher order total variation terms, this makes the method
sensitive to the presence of noise and some filtering must be
added to the method.
B. Wavelets approaches
Nowadays, wavelet analysis is one of the most used tool in
signal analysis. Let us fix some notations and recall the very
basics about wavelet theory. For further details, we refer the
reader to the extensive literature about the wavelet theory, see
for example [3], [10], [12], [14]. The Fourier transform and
its inverse are denoted
ˆ
f and
ˇ
f, respectively. In the temporal
domain, a wavelet dictionary {ψ
u,s
} is defined as the dilated,
with a parameter s > 0, and translated by u ∈ R of a mother
wavelet ψ (of zero-mean) as
ψ
u,s
(t) =
1
√
s
ψ
t − u
s
. (3)
Then the wavelet transform of f is obtained by computing
the inner products W
f
(u, s) = hf, ψ
u,s
i. If s is a continuous
variable then W
f
(u, s) is called the continuous wavelet trans-
form while if s = a
j
then W
f
(u, s) = W
f
(u, j) is called the
discrete wavelet transform. A useful property of the wavelet
transform is that it can be viewed as the application of a filter
bank (each filter corresponds to one scale). In practice, the
most used case is the dyadic case, s = 2
j
. It can be shown
that such a case corresponds to tile the time-frequency plane
like in top of Fig. 2.
As we are interested in developing adaptive representations,
we recall some existing tentatives of adaptive wavelets con-
struction. As far as we know there are a very few attempts in
the literature. Probably the most known method is the wavelet
packets in a basis pursuit framework based on successive scale
refinements of the expansion. It provides an adaptive time-
frequency plane tiling like in bottom of Fig. 2. Even though
the wavelet packets are useful in many applications, they use
a constant prescribed ratio in the subdivision scheme, which