A Modified EMD Algorithm and its Applications

Mathematics – Numerical Analysis

Scientific paper

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To be presented at "The 2011 International Conference on Scientific Computing (CSC'11)" Las-Vegas Nevada July 17-21, 2011

Scientific paper

The classical EMD algorithm has been used extensively in the literature to decompose signals that contain nonlinear waves. However when a signal contain two or more frequencies that are close to one another the decomposition might fail. In this paper we propose a new formulation of this algorithm which is based on the zero crossings of the signal and show that it performs well even when the classical algorithm fail. We address also the filtering properties and convergence rate of the new algorithm versus the classical EMD algorithm. These properties are compared then to those of the principal component algorithm (PCA). Finally we apply this algorithm to the detection of gravity waves in the atmosphere.

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