Algorithm 1: VMD

For $k=1:K$

Initialization ${\widehat{u}}_k^1,{\omega }_k^1,{\lambda }^1\mathrm{and}\mathrm{the}\mathrm{maximum}\mathrm{number}\mathrm{of}\mathrm{iterations}N.$

For n = 1; n < N; n++;

Update ${\widehat{u}}_k^{n+1}(w),{\omega }_k^{n+1},{\widehat{\lambda }}^{n+1}(\omega ).$

If ${\displaystyle \sum _k\Vert {\widehat{u}}_k^{n+1}-{\widehat{u}}_k^n{\Vert }_2^2}/{\Vert {\widehat{u}}_k^n\Vert }_2^2<\epsilon :$

break;

End For

End For