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. 2019 Feb 24;19(4):955. doi: 10.3390/s19040955
Algorithm A1. Steps of optimization for variational mode decomposition.
Initilize {u^p1},{ωp1},λ^1,n←0repeat
   n←n+1for p=1:P do   Update u^p for all ω≥0:
          u^pn+1(ω)←x^(ω)−∑i<pu^in+1(ω)−∑i>pu^in(ω)+λ^n(ω)21+2α(ω−ωpn)2
       Update ωp:   ωpn+1←∫0∞ω|u^pn+1(ω)|2dω∫0∞|u^pn+1(ω)|2dω
   end forDual ascent for all ω≥0:λ^n+1(ω)←λ^n(ω)+τ(x^(ω)−∑pu^pn+1(ω))
until convergence:∑p=1P‖u^pn+1−u^pn‖22/‖u^p‖22<ε