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Algorithm 1 The sifting algorithm for empirical mode decomposition (EMD). |
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| 1: |
Find the locations of all the extrema of x(k); |
| 2: |
Interpolate (via spline interpolation) between all of the minima (respectively maxima) to obtain the signal envelope passing through the minima, emin(k) (resp. emax(k)); |
| 3: |
Calculate the local mean m(k) = (emin(k) + emax(k))/2; |
| 4: |
Subtract the local mean from the signal to obtain the ‘oscillating’ signal d(k) = x(k) − m(k); |
| 5: |
If the resulting signal d(k) obeys the stopping criterion, it becomes the first IMF; otherwise, set x(k) = d(k) and repeat the process from Step 1 until the first IMF is obtained. |
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