Chaotic signals denoising using empirical mode decomposition inspired by multivariate denoising

Abstract

Empirical mode decomposition (EMD) is an effective noise reduction method to enhance the noisy chaotic signal over additive noise. In this paper, the intrinsic mode functions (IMFs) generated by EMD are thresholded using multivariate denoising. Multivariate denoising is multivariable denosing algorithm that is combined wavelet transform and principal component analysis to denoise multivariate signals in adaptive way. The proposed method is compared at a various signal to noise ratios (SNRs) with different techniques and different types of noise. Also, scale dependent Lyapunov exponent (SDLE) is used to test the behavior of the denoised chaotic signal comparing with clean signal. The results show that EMD-MD method has the best root mean square error (RMSE) and signal to noise ratio gain (SNRG) comparing with the conventional methods.