Ensemble EMD | Noise-assisted Multivariate EMD | combining EMD with Gaussian noise

This video explains how Gaussian noise can be used in the EMD method to enhance the separation between modes, i.e., reduce mode mixing. There are basically two ways to incorporate noise: while the Ensemble EMD directly disturbs the input data by noise, the Noise-Assisted MEMD only appends the input data with additional variates of noise, which preserves the original data.

univariate EMD:    • Empirical Mode Decomposition (1D, univaria...  
multivariate EMD:    • 1D Multivariate Empirical Mode Decompositi...  

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Personal webpage of Prof. Mandic, where you can get the matlab code of the MEMD:
https://www.commsp.ee.ic.ac.uk/~mandi...

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References:
Flandrin, P., Rilling, G., & Goncalves, P. (2004). Empirical mode decomposition as a filter bank. IEEE signal processing letters, 11(2), 112-114. doi: 10.1109/LSP.2003.821662

Rehman, N., & Mandic, D. P. (2010). Multivariate empirical mode decomposition. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 466(2117), 1291-1302. https://doi.org/10.1098/rspa.2009.0502

Rehman, N., & Mandic, D. P. (2011). Filter bank property of multivariate empirical mode decomposition. IEEE transactions on signal processing, 59(5), 2421-2426. doi: 10.1109/TSP.2011.2106779

Rehman, N. et al. (2013). EMD via MEMD: multivariate noise-aided computation of standard EMD. Advances in adaptive data analysis, 5(02), 1350007. https://doi.org/10.1142/S179353691350...

Wu, Z., & Huang, N. E. (2004). A study of the characteristics of white noise using the empirical mode decomposition method. Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences, 460(2046), 1597-1611. https://doi.org/10.1098/rspa.2003.1221

Wu, Z., & Huang, N. E. (2009). Ensemble empirical mode decomposition: a noise-assisted data analysis method. Advances in adaptive data analysis, 1(01), 1-41. https://doi.org/10.1142/S179353690900...

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Time schedule:

00:00 Introduction
00:25 Mode mixing phenomenon
02:57 Ensemble EMD
04:48 Noise-assisted MEMD
05:32 Example with NA-MEMD