A Flexible Method for Envelope Estimation in Empirical Mode Decomposition

A flexible and efficient method for finding the envelope within the empirical mode decomposition (EMD) is introduced. Unlike the existing (deterministic) spline based strategy, the proposed envelope is a result of an optimisation precess and sought as a minimum of a quadratic cost function. A closed form solution of this optimisation problem is obtained and it is shown that by choosing free parameters, we can fine-tune the frequency resolution or the number of intrinsic mode functions (IMFs) as well as the shape of the envelopes. Computer simulations on both the synthetic and real-world electro-encephalogram (EEG) data support the analysis.

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