Theoretical Framework for a Succinct Empirical Mode Decomposition

Empirical mode decomposition (EMD) lacks a strong theoretical support although extensively applied. We propose a theoretical framework for a succinct EMD in this work, with the assumption of invariant extrema locations for one IMF extraction. We define the envelope mean filter (EMF) and prove that the filter matrix satisfies five properties. The sifting matrix is convergent to an idempotent matrix. An IMF is the projection of the input signal on the generalized eigenspace of the EMF matrix. An IMF is orthogonal to the residual signal, but different IMFs have no orthogonality. With numerical experiments on different signals, our framework achieves similar results to the classic EMD.