Signal denoising based on empirical mode decomposition

Abstract

The present paper discusses the empirical mode decomposition technique relative to signal denoising, which is often included in signal preprocessing. We provide some basics of the empirical mode decomposition and introduce intrinsic mode functions with the corresponding illustrations. The problem of denoising is described in the paper and we illustrate denoising using soft and hard thresholding with the empirical mode decomposition. Furthermore, we introduce a new approach to signal denoising in the case of heteroscedastic noise using a classification statistics. Our denoising procedure is shown for a harmonic signal and a smooth curve corrupted with white Gaussian heteroscedastic noise. We conclude that empirical mode decomposition is an efficient tool for signal denoising in the case of homoscedastic and heteroscedastic noise. Finally, we also provide some information about denoising applications in vibrational signal analysis.