Relevant modes selection method based on Spearman correlation coefficient for laser signal denoising using empirical mode decomposition

Empirical mode decomposition (EMD) is a recently proposed nonlinear and nonstationary laser signal denoising method. A noisy signal is broken down using EMD into oscillatory components that are called intrinsic mode functions (IMFs). Thresholding-based denoising and correlation-based partial reconstruction of IMFs are the two main research directions for EMD-based denoising. Similar to other decomposition-based denoising approaches, EMD-based denoising methods require a reliable threshold to determine which IMFs are noise components and which IMFs are noise-free components. In this work, we propose a new approach in which each IMF is first denoised using EMD interval thresholding (EMD-IT), and then a robust thresholding process based on Spearman correlation coefficient is used for relevant modes selection. The proposed method tackles the problem using a thresholding-based denoising approach coupled with partial reconstruction of the relevant IMFs. Other traditional denoising methods, including correlation-based EMD partial reconstruction (EMD-Correlation), discrete Fourier transform and wavelet-based methods, are investigated to provide a comparison with the proposed technique. Simulation and test results demonstrate the superior performance of the proposed method when compared with the other methods.     

应用经验模态分解和独立成分分析解译岩矿光谱

岩矿光谱由多种矿物光谱混合而成,解译岩矿光谱能够得到岩矿的组分信息,且该方法具有快速、方便、不损坏样品的特点。经验模态分解(empirical mode decomposition, EMD)不能直接分离出混合信号中的源信号,独立成分分析(independent component analysis, ICA)要求混合信号数目不小于其所包括的源信号数目。将EMD和ICA两种方法相融合,首先用EMD分解混合信号得到本征模态函数(intrinsic mode function, IMF),再选择一定数目的IMF与混合信号一起组成ICA的输入数据矩阵,经过ICA运算可以获取单一混合信号中的源信号信息,克服了EMD和ICA两种方法各自的缺陷。研究表明,综合应用EMD和ICA方法可以获取单一混合信号中的源信号信息,混合信号中源信号含量越大,得到的源信号近似值越理想。参与ICA分离的IMF数目决定了分离得到的源信号近似值的数目,并且选择的IMF与混合信号相关系数越大,得到的源信号近似值越理想。运用该方法定量分析岩矿光谱,可以获取组成岩矿的矿物信息,比较适用于野外作业岩矿的快速分析鉴定及成分初步分析。     

集合经验模态分解在区域降水变化多尺度分析及气候变化响应研究中的应用

集合经验模态分解(EEMD)是一种适用于非线性、非平稳序列的信号分析方法, 将EEMD 应用于气候要素时间序列, 可提取可靠真实的气候变化信号, 同时, EEMD可以得到气候变化的固有时间尺度.本文使用EEMD方法, 从气候时间序列中提取气候信号中各个尺度的变化, 对渭河流域过去50年来的秋季降水进行多尺度分析,结果显示, 对于20世纪70年代末80年代初的全球气候突变, 渭河流域的秋季降水也有很好的响应, 而且大尺度上的响应要早于中小尺度, 其中在大尺度上主要表现为波动形式, 即降水距平正负位相持续期的变化, 从持续正位相到正负位相周期性交替出现; 而在中小尺度上主要是振幅大小, 即降水距平正负位相量级的变化, 量级从相对较大变为相对较小再逐渐增大. 关键词： 集合经验模态分解 多尺度变化 秋季降水 渭河流域     

总体经验模态分解能量向量用于ECG能量分布的研究

总体经验模态分解(EEMD)改进了经验模态分解(EMD)存在的模态混叠问题, 依据信号自身的波动特点将信号分解, 特别适合非线性非平稳信号的分析处理. ECG信号能量分布有一定的规律, 疾病会引起能量分布的变化, 研究ECG能量分布的改变对心脏疾病的研究和临床诊断有重要意义. 本文将ECG信号通过EEMD方法分解为多个本征模态函数(IMF)分量, 观察IMF分量的波动规律, 指出了ECG信号在不同时间尺度上的波动特点和物理意义. 将IMF分量分别计算能量, 得到ECG的能量向量, 并对健康人和三种心脏疾病患者能量向量进行对比分析. 结果表明心脏疾病导致EEMD能量向量的高频分量显著降低, 尤其是p₁分量具有较好的区分度, 可以作为心脏疾病诊断的参考依据. 相比较传统的频域分析方法单纯关注频率而忽略信号自身特点和信号成分之间的相互作用, EEMD的分解结果依赖于ECG信号本身, 因此更能够反映ECG信号的真实情况, 揭示年龄和疾病对ECG能量分布的影响.     

Sensitivity of intrinsic mode functions of Lorenz system to initial values based on EMD method

Extreme sensitivity to initial values is an intrinsic character of chaotic systems. The evolution of a chaotic system has a spatiotemporal structure containing quasi-periodic changes of different spatiotemporal scales. This paper uses an empirical mode decomposition (EMD) method to decompose and compare the evolution of the time-dependent evolutions of the $x$-component of the Lorenz system. The results indicate that the sensitivity of intrinsic mode function (IMF) component is dependent on initial values, which provides some scientific evidence for the possibility of long-range climatic prediction.     

A method for extracting human gait series from accelerometer signals based on the ensemble empirical mode decomposition

In this paper,the ensemble empirical mode decomposition(EEMD) is applied to analyse accelerometer signals collected during normal human walking.First,the self-adaptive feature of EEMD is utilised to decompose the accelerometer signals,thus sifting out several intrinsic mode functions(IMFs) at disparate scales.Then,gait series can be extracted through peak detection from the eigen IMF that best represents gait rhythmicity.Compared with the method based on the empirical mode decomposition(EMD),the EEMD-based method has the following advantages:it remarkably improves the detection rate of peak values hidden in the original accelerometer signal,even when the signal is severely contaminated by the intermittent noises;this method effectively prevents the phenomenon of mode mixing found in the process of EMD.And a reasonable selection of parameters for the stop-filtering criteria can improve the calculation speed of the EEMD-based method.Meanwhile,the endpoint effect can be suppressed by using the auto regressive and moving average model to extend a short-time series in dual directions.The results suggest that EEMD is a powerful tool for extraction of gait rhythmicity and it also provides valuable clues for extracting eigen rhythm of other physiological signals.     

基于经验模态分解的高光谱遥感数据去噪方法

经验模态分解(EMD)是一种新的时频分析方法,经EMD分解后的各个固有模态函数(IMF)突出了原始信号的局部特征,从而可以区分噪声和有用信号。基于此,结合高光谱遥感数据的光谱变化特征,提出了一种基于经验模态分解的高光谱遥感数据去噪方法。通过对理论数据的实验表明,数据中的噪声无论是高斯分布还是均匀分布,数据经EMD分解后,噪声都主要集中在前几个特定的IMF,对相应的IMF进行滤波处理后并与其他IMF分量进行重构就可得到去噪信号,与小波去噪结果相比较,这种方法效果更好。最后把该去噪方法应用于野外实测的油膜高光谱数据去噪,实验结果表明,该方法能准确、有效地去除高光谱遥感数据的噪声。     

Enhanced Partial Discharge Signal Denoising Using Dispersion Entropy Optimized Variational Mode Decomposition

This paper presents a new approach for denoising Partial Discharge (PD) signals using a hybrid algorithm combining the adaptive decomposition technique with Entropy measures and Group-Sparse Total Variation (GSTV). Initially, the Empirical Mode Decomposition (EMD) technique is applied to decompose a noisy sensor data into the Intrinsic Mode Functions (IMFs), Mutual Information (MI) analysis between IMFs is carried out to set the mode length K. Then, the Variational Mode Decomposition (VMD) technique decomposes a noisy sensor data into K number of Band Limited IMFs (BLIMFs). The BLIMFs are separated as noise, noise-dominant, and signal-dominant BLIMFs by calculating the MI between BLIMFs. Eventually, the noise BLIMFs are discarded from further processing, noise-dominant BLIMFs are denoised using GSTV, and the signal BLIMFs are added to reconstruct the output signal. The regularization parameter λ for GSTV is automatically selected based on the values of Dispersion Entropy of the noise-dominant BLIMFs. The effectiveness of the proposed denoising method is evaluated in terms of performance metrics such as Signal-to-Noise Ratio, Root Mean Square Error, and Correlation Coefficient, which are are compared to EMD variants, and the results demonstrated that the proposed approach is able to effectively denoise the synthetic Blocks, Bumps, Doppler, Heavy Sine, PD pulses and real PD signals.     

基于Lempel-Ziv复杂度和经验模态分解的癫痫脑电信号的检测方法

癫痫脑电信号是非平稳、非线性的,根据此特性我们提出一个基于Lempel-Ziv复杂度和经验模态分解(EMD)的癫痫脑电信号的检测方法,首先将癫痫脑电信号用EMD分解,再分别计算每阶固有模态函数(IMF)的复杂度,最后将得到的复杂度作为特征进行检测.实验用波恩数据库来评估提出的方法.结果表明,该方法检测准确率可达到95.25%,具有准确率高、适应性强等优点.     

基于非线性时间序列分析经验模态分解和小波分解异同性的研究

基于经验模态分解(EMD）的希尔伯特变换（HT），是对非线性时间序列基于EMD进行分解， 然后通过HT获得频谱.利用理想时间序列和青藏高原古里雅冰芯¹⁸O时 间序列 ，系统地分析比较了EMD和小波分解(WD）以及HT和小波变换在非线性时间序列处理中的优劣 ，并针对它们各自的缺点提出了可能改进的设想.研究结果表明，将基于EMD的方法和基于WD 的方法有机结合起来应用，可以更有效地识别原时间序列的特征信息. 关键词： 经验模态分解 小波分解 理想时间序列 古里雅冰芯     

Multifractal description of wind power fluctuations using arbitrary order Hilbert spectral analysis

The objectives are to study and model the aggregate wind power fluctuations dynamics in the multifractal framework. We present here the analysis of aggregate power output sampled at 1 Hz during three years. We decompose the data into several Intrinsic Mode Functions (IMFs) using Empirical Mode Decomposition (EMD). We use a new approach, arbitrary order Hilbert spectral analysis, a combination of the EMD approach with Hilbert spectral analysis (or Hilbert–Huang Transform) and the classical structure-function analysis to extract the scaling exponents or multifractal spectrum ζ(q)$\zeta \left(q\right)$: this function provides a full characterization of a process at all intensities and all scales. The application of both methods, i.e. structure-function and arbitrary-order Hilbert spectral analyses, gives similar results indicating that the aggregate power output from a wind farm, possesses intermittent and multifractal properties. In order to check this result, we generate stochastic simulations of a Multifractal Random Walk (MRW) using a log-normal stochastic equation. We show that the simulation results are fully compatible with the experimental results.     

Denoising of chaotic signal using independent component analysis and empirical mode decomposition with circulate translating

In this paper, a new method to reduce noises within chaotic signals based on ICA(independent component analysis)and EMD(empirical mode decomposition) is proposed. The basic idea is decomposing chaotic signals and constructing multidimensional input vectors, firstly, on the base of EMD and its translation invariance. Secondly, it makes the independent component analysis on the input vectors, which means that a self adapting denoising is carried out for the intrinsic mode functions(IMFs) of chaotic signals. Finally, all IMFs compose the new denoised chaotic signal. Experiments on the Lorenz chaotic signal composed of different Gaussian noises and the monthly observed chaotic sequence on sunspots were put into practice. The results proved that the method proposed in this paper is effective in denoising of chaotic signals.Moreover, it can correct the center point in the phase space effectively, which makes it approach the real track of the chaotic attractor.     

A Novel Noise Reduction Method of UAV Magnetic Survey Data Based on CEEMDAN,Permutation Entropy,Correlation Coefficient and Wavelet Threshold Denoising

Despite the increased attention that has been given to the unmanned aerial vehicle (UAV)-based magnetic survey systems in the past decade, the processing of UAV magnetic data is still a tough task. In this paper, we propose a novel noise reduction method of UAV magnetic data based on complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN), permutation entropy (PE), correlation coefficient and wavelet threshold denoising. The original signal is first decomposed into several intrinsic mode functions (IMFs) by CEEMDAN, and the PE of each IMF is calculated. Second, IMFs are divided into four categories according to the quartiles of PE, namely, noise IMFs, noise-dominant IMFs, signal-dominant IMFs, and signal IMFs. Then the noise IMFs are removed, and correlation coefficients are used to identify the real signal-dominant IMFs. Finally, the wavelet threshold denoising is applied to the real signal-dominant IMFs, the denoised signal can be obtained by combining the signal IMFs and the denoised IMFs. Both synthetic and field experiments are conducted to verify the effectiveness of the proposed method. The results show that the proposed method can eliminate the interference to a great extent, which lays a foundation for the further interpretation of UAV magnetic data.     

Fault identification of rotor-bearing system based on ensemble empirical mode decomposition and self-zero space projection analysis

Accurately identifying faults in rotor-bearing systems by analyzing vibration signals, which are nonlinear and nonstationary, is challenging. To address this issue, a new approach based on ensemble empirical mode decomposition (EEMD) and self-zero space projection analysis is proposed in this paper. This method seeks to identify faults appearing in a rotor-bearing system using simple algebraic calculations and projection analyses. First, EEMD is applied to decompose the collected vibration signals into a set of intrinsic mode functions (IMFs) for features. Second, these extracted features under various mechanical health conditions are used to design a self-zero space matrix according to space projection analysis. Finally, the so-called projection indicators are calculated to identify the rotor-bearing system?s faults with simple decision logic. Experiments are implemented to test the reliability and effectiveness of the proposed approach. The results show that this approach can accurately identify faults in rotor-bearing systems.     

Research on Driving Fatigue Alleviation Using Interesting Auditory Stimulation Based on VMD-MMSE

The accurate detection and alleviation of driving fatigue are of great significance to traffic safety. In this study, we tried to apply the modified multi-scale entropy (MMSE) approach, based on variational mode decomposition (VMD), to driving fatigue detection. Firstly, the VMD was used to decompose EEG into multiple intrinsic mode functions (IMFs), then the best IMFs and scale factors were selected using the least square method (LSM). Finally, the MMSE features were extracted. Compared with the traditional sample entropy (SampEn), the VMD-MMSE method can identify the characteristics of driving fatigue more effectively. The VMD-MMSE characteristics combined with a subjective questionnaire (SQ) were used to analyze the change trends of driving fatigue under two driving modes: normal driving mode and interesting auditory stimulation mode. The results show that the interesting auditory stimulation method adopted in this paper can effectively relieve driving fatigue. In addition, the interesting auditory stimulation method, which simply involves playing interesting auditory information on the vehicle-mounted player, can effectively relieve driving fatigue. Compared with traditional driving fatigue-relieving methods, such as sleeping and drinking coffee, this interesting auditory stimulation method can relieve fatigue in real-time when the driver is driving normally.     

基于经验模态分解的物体入水声检测及测向研究

物体入水声是一种瞬态信号,其波形由击水声和若干气泡脉动组成。传统的矢量信号处理方法对此类瞬态信号的检测和测向会出现困难,尤其是在信噪比较低时检测不到入水声信号。经验模态分解是一种突出信号局部瞬态特性的非线性分析方法,将矢量传感器接收的声压、振速信息分解为不同的固有模态函数,利用文中提出的模态声强器的方位估计算法,可以实现瞬态信号的检测和测向。湖试和海试结果表明该方法能把本地干扰和入水声分解到不同的模态函数中,利用模态声强器可以在本地强干扰下有效检测到入水声信号出现的时间,并可以实现测向。     

Phase correlation of foreign exchange time series

Correlation of foreign exchange rates in currency markets is investigated based on the empirical data of USD/DEM and USD/JPY exchange rates for a period from February 1 1986 to December 31 1996. The return of exchange time series is first decomposed into a number of intrinsic mode functions (IMFs) by the empirical mode decomposition method. The instantaneous phases of the resultant IMFs calculated by the Hilbert transform are then used to characterize the behaviors of pricing transmissions, and the correlation is probed by measuring the phase differences between two IMFs in the same order. From the distribution of phase differences, our results show explicitly that the correlations are stronger in daily time scale than in longer time scales. The demonstration for the correlations in periods of 1986–1989 and 1990–1993 indicates two exchange rates in the former period were more correlated than in the latter period. The result is consistent with the observations from the cross-correlation calculation.     

混沌海杂波背景下的微弱信号检测混合算法

基于经验模态分解理论, 提出了一种基于粒子群算法的支持向量机预测方法. 采用总体平均经验模式分解法将混沌信号分解为若干固有模态函数和趋势分量, 将复杂的非线性信号转化为具有不同尺度特征的平稳分量. 利用粒子群算法对支持向量机的惩罚系数和核函数进行优化, 结合支持向量机建立混沌序列的单步预测模型. 从预测误差中检测淹没在混沌背景中的微弱信号(包括瞬态信号和周期信号). 对Lorenz系统和实测IPIX雷达数据进行仿真实验, 结果表明, 该方法能够有效地从混沌背景噪声中检测出微弱目标信号, Lorenz系统得到的均方根误差0.000000339 (-102.8225 dB时)比传统支持向量机方法的均方根误差0.049 (-54.60 dB时)降低了5个数量级, 从海杂波中检测出具有谐波特性的微弱信号, 表明预测模型具有更低的门限和误差.     

Comparison of simultaneous signals obtained from a dual-field-of-view lidar and its application to noise reduction based on empirical mode decomposition

Although the empirical mode decomposition (EMD) method is an effective tool for noise reduction in lidar signals, evaluating the effectiveness of the denoising method is difficult. A dual-field-of-view lidar for observing atmospheric aerosols is described. The backscattering signals obtained from two channels have different signal-to-noise ratios (SNRs). The performance of noise reduction can be investigated by comparing the high SNR signal and the denoised low SNR signal without a simulation experiment. With this approach, the signal and noise are extracted to one intrinsic mode function (IMF) by the EMD- based denoising; thus, the threshold method is applied to the IMFs. Experimental results show that the improved threshold method can effectively perform noise reduction while preserving useful sudden-change information.     

SINS初始对准中光纤陀螺EMD滤波

为了实现低成本SINS初始对准,降低对准过程复杂程度,提高系统对准精度,缩短对准时间,本文引入了EMD滤波技术。首先,采集IMU输出信号,根据EMD算法将信号分解为IMF簇,按照CMSE标准对信号进行重构,完成信号滤波处理;接着,按照AR模型对经EMD滤波前后的数据噪声进行建模;然后,分别利用原始信号和EMD降噪后信号进行SINS姿态粗对准;最后,根据IMU模型和SINS误差模型,采用零速对准方式,完成SINS精对准。实验结果表明:经EMD降噪后的信号粗对准精度为1.3°,精对准精度为0.87 mrad,精对准收敛时间为200 s。