2c b Ensemble EMD II HHT课件.pptVIP

ENSEMBLE EMPIRICAL MODE DECOMPOSITIONNoise Assisted Signal Analysis (nasa) Part II EEMD Zhaohua Wu and N. E. Huang: Ensemble Empirical Mode Decomposition: A Noise Assisted Data Analysis Method. Advances in Adaptive Data Analysis, 1, 1-41, 2009 The Ensemble Effects The true answer is not the one without perturbation of noise. EXAMPLE : ORIGINAL DATA “LOCAL” - “LOCAL” Ensemble EMD Solves the mode mixing problem utilizing the uniformly distributed reference frame based on the white noise EXAMPLE : ORIGINAL DECOMP. Procedures for EEMD Add a white noise series to the targeted data; Decompose the data with added white noise into IMFs; Repeat step 1 and step 2 again and again, but with different white noise series each time; and Obtain the (ensemble) means of corresponding IMFs of the decompositions as the final result. Definition of Signal in EEMD Definition of IMF in EEMD The Standard Deviation of EEMD Effect of the White Noise The effects of the added white noise should decrease following the well established statistical rule: Data of the Noise Effects:Dotted line = theoretical; solid line = high frequency components; dashed line = low frequency components. Procedure for EEMD Illustration EXAMPLE : E1 DECOMP. EXAMPLE : E10 DECOMP. EXAMPLE : E100 DECOMP. EXAMPLE : Intermittence DECOMP. EXAMPLE : Difference Main IMF. EXAMPLE : Difference Intermittent Signal. EXAMPLE : Difference Intermittent Signal Details. EXAMPLE : Instantaneous Frequency from Main Signal. Summary: Numerical Data From the intermittency Example, we see that the Ensemble EMD can generate IMFs with comparable quality as the ones through the Intermittence test. More ensemble in the average will improve confidence in the EMD results. The main advantage of Ensemble EMD is that we do not need to determine the ‘Intermittence test criteria’ subjectively, which could become impossible for complicated data. Example I : Geophysical DataSurface Temperature Data from Two Difference Sa