%%n为你想得到的IMF的个数
c = x('% copy of the input signal (as a row vector)
N = length(x)-
% loop to decompose the input signal into n successive IMFs
imf = []% Matrix which will contain the successive IMF, and the residuefor t=1:n
% loop on successive IMFs
%-------------------------------------------------------------------------
% inner loop to find each imf
h = c% at the beginning of the sifting process, h is the signal
SD = 1% Standard deviation which will be used to stop the sifting process
while SD >0.3 % while the standard deviation is higher than 0.3 (typical value) %%筛选停止准则
% find local max/min points
d = diff(h)% approximate derivative %%求各点导数
maxmin = []% to store the optima (min and max without distinction so far)
for i=1:N-2
if d(i)==0% we are on a zero %%导数为0的点,即”驻点“,但驻点不一定都是极值点,如y=x^3的x=0处
if sign(d(i-1))~=sign(d(i+1)) % it is a maximum %%如果驻点两侧的导数异号(如一边正,一边负),那么该点为极值点
maxmin = [maxmin, i]%%找到极值点在信号中的坐标(不分极大值和极小值点)
end
elseif sign(d(i))~=sign(d(i+1)) % we are straddling a zero so%%如y=|x|在x=0处是极值点,但该点倒数不存在,所以不能用上面的判
断方法
maxmin = [maxmin, i+1] % define zero as at i+1 (not i) %%这里提供了另一类极值点的判断方法
end
end
if size(maxmin,2) <2 % then it is the residue %%判断信号是不是已经符合残余分量定义
break
end
% divide maxmin into maxes and mins %% 分离极大值点和极小值点
if maxmin(1)>maxmin(2) % first one is a max not a min
maxes = maxmin(1:2:length(maxmin))
mins = maxmin(2:2:length(maxmin))
else% is the other way around
maxes = maxmin(2:2:length(maxmin))
mins = maxmin(1:2:length(maxmin))
end% make endpoints both maxes and mins
maxes = [1 maxes N]
mins = [1 mins N]
%------------------------------------------------------------------------- % spline interpolate to get max and min envelopesform imf
maxenv = spline(maxes,h(maxes),1:N) %%用样条函数插值拟合所有的极大值点
minenv = spline(mins, h(mins),1:N)%%用样条函数插值拟合所有的极小值点
m = (maxenv + minenv)/2% mean of max and min enveloppes %%求上下包络的均值
prevh = h% copy of the previous value of h before modifying it %%h为分解前的信号
h = h - m% substract mean to h %% 减去包络均值
% calculate standard deviation
eps = 0.0000001% to avoid zero values
SD = sum ( ((prevh - h).^2) ./ (prevh.^2 + eps) )%% 计算停止准则
end
imf = [imfh]% store the extracted IMF in the matrix imf
% if size(maxmin,2)<2, then h is the residue
% stop criterion of the algo. if we reach the end before n
if size(maxmin,2) <2
break
end
c = c - h% substract the extracted IMF from the signal
end
return
EMD-HHT变换的经典文献以下为一般性带附件资料发贴选项:
【资料成文时间】:1998
【语言】:英语
【页数】:96
【何人(公司)所著】:E. Huang , Zheng Shen , Steven R. Long ,Proc. R. Soc. Lond. A (1998) 454, 903
【文件格式】:PDF
【文件原名】:The empirical mode decomposition and the Hilbert spectrum for nonlinear and
non-stationary time series analysis
你静心读完这篇文章一定有很大启发.
MATLAB应该足够了,我这么认为.
程序要自己写的,下的基本不合乎你的要求
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