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EMD Program - Mat

This MATLAB function performs empirical mode decomposition (EMD) on an input signal to decompose it into intrinsic mode functions (IMFs). The input signal is iteratively sifted to extract successive IMFs until a residue is reached. Each IMF extracted is added as a row to the output matrix. The final residue is placed in the last row. EMD decomposes non-stationary signals into simpler IMF components.

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141 views2 pages

EMD Program - Mat

This MATLAB function performs empirical mode decomposition (EMD) on an input signal to decompose it into intrinsic mode functions (IMFs). The input signal is iteratively sifted to extract successive IMFs until a residue is reached. Each IMF extracted is added as a row to the output matrix. The final residue is placed in the last row. EMD decomposes non-stationary signals into simpler IMF components.

Uploaded by

ankush
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© © All Rights Reserved
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Download as DOCX, PDF, TXT or read online on Scribd

% EMD: Emprical mode decomposition

%
% imf = emd(x)
%
% x - input signal (must be a column vector)
%
% This version will calculate all the imf's (longer)
%
% imf - Matrix of intrinsic mode functions (each as a row)
% with residual in last row.
%
% See: Huang et al, Royal Society Proceedings on Math, Physical,
% and Engineering Sciences, vol. 454, no. 1971, pp. 903-995,
% 8 March 1998
%
% Author: Ivan Magrin-Chagnolleau <ivan@[Link]>
%

function imf = emd(x);

c = x(:)'; % copy of the input signal (as a row vector)


N = length(x);

%-------------------------------------------------------------------------
% loop to decompose the input signal into successive IMF

imf = []; % Matrix which will contain the successive IMF, and the residue

while (1) % the stop criterion is tested at the end of the loop

%-----------------------------------------------------------------------
--
% inner loop to find each imf

h = c; % at the beginning of the sifting process, h is the signal


SD = 1; % Standard deviation which will be used to stop the sifting
process

while SD > 0.3


% while the standard deviation is higher than 0.3 (typical value)

% find local max/min points


d = diff(h); % approximate derivative
maxmin = []; % to store the optima (min and max without distinction
so far)
for i=1:N-2
if d(i)==0 % we are on a zero
maxmin = [maxmin, i];
elseif sign(d(i))~=sign(d(i+1)) % we are straddling a zero so
maxmin = [maxmin, i+1]; % define zero as at i+1 (not i)
end
end

if size(maxmin,2) < 2 % then it is the residue


break
end

% divide maxmin into maxes and mins


if maxmin(1)>maxmin(2) % first one is a max not a min
maxes = maxmin([Link]length(maxmin));
mins = maxmin([Link]length(maxmin));
else % is the other way around
maxes = maxmin([Link]length(maxmin));
mins = maxmin([Link]length(maxmin));
end

% make endpoints both maxes and mins


maxes = [1 maxes N];
mins = [1 mins N];

%--------------------------------------------------------------------
-----
% spline interpolate to get max and min envelopes; form imf
maxenv = spline(maxes,h(maxes),1:N);
minenv = spline(mins, h(mins),1:N);

m = (maxenv + minenv)/2; % mean of max and min enveloppes


prevh = h; % copy of the previous value of h before modifying it
h = h - m; % substract mean to h

% calculate standard deviation


eps = 0.0000001; % to avoid zero values
SD = sum ( ((prevh - h).^2) ./ (prevh.^2 + eps) );

end

imf = [imf; h]; % store the extracted IMF in the matrix imf
% if size(maxmin,2)<2, then h is the residue

% stop criterion of the algo.


if size(maxmin,2) < 2
break
end

c = c - h; % substract the extracted IMF from the signal

end
return

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