EMD matlab实现源码

% function [sigline, logep] = significance(imfs, percenta) % % that is used to obtain the "percenta" line based on Wu and % Huang (2004). % % NOTE: For this program to work well, the minimum data length is 36 % % INPUT: % percenta: a parameter having a value between 0.0 ~ 1.0, e.g., 0.05 % represents 95% confidence level (upper bound); and 0.95 % represents 5% confidence level (lower bound) % imfs: the true IMFs from running EMD code. The first IMF must % be included for it is used to obtain the relative mean % energy for other IMFs. The trend is not included. % OUTPUT: % sigline: a two column matrix, with the first column the natural % logarithm of mean period, and the second column the % natural logarithm of mean energy for significance line % logep: a two colum matrix, with the first column the natural % logarithm of mean period, and the second column the % natural logarithm of mean energy for all IMFs % % References can be found in the "Reference" section. % % The code is prepared by Zhaohua Wu. For questions, please read the "Q&A" section or % contact % zwu@fsu.edu % function [sigline, logep] = significance(imfs, percenta) nDof = length(imfs(:,1)); pdMax = fix(log(nDof))+1; pdIntv = linspace(1,pdMax,100); yBar = -pdIntv; for i=1:100, yUpper(i)=0; yLower(i)= -3-pdIntv(i)*pdIntv(i); end for i=1:100, sigline(i,1)=pdIntv(i); yPos=linspace(yUpper(i),yLower(i),5000); dyPos=yPos(1)-yPos(2); yPDF=dist_value(yPos,yBar(i),nDof); sum = 0.0; for jj=1:5000, sum = sum + yPDF(jj); end jj1=0; jj2=1; psum1=0.0; psum2=yPDF(1); pratio1=psum1/sum; pratio2=psum2/sum; while pratio2 < percenta, jj1=jj1+1; jj2=jj2+1; psum1=psum1+yPDF(jj1); psum2=psum2+yPDF(jj2); pratio1=psum1/sum; pratio2=psum2/sum; yref=yPos(jj1); end sigline(i,2) = yref + dyPos*(pratio2-percenta)/(pratio2-pratio1); sigline(i,2) = sigline(i,2) + 0.066*pdIntv(i) + 0.12; end sigline=1.4427*sigline; columns=length(imfs(1,:)); for i=1:columns, logep(i,2)=0; logep(i,1)=0; for j=1:nDof, logep(i,2)=logep(i,2)+imfs(j,i)*imfs(j,i); end logep(i,2)=logep(i,2)/nDof; end sfactor=logep(1,2); for i=1:columns, logep(i,2)=0.5636*logep(i,2)/sfactor; % 0.6441 end for i=1:3, [spmax, spmin, flag]= extrema(imfs(:,i)); temp=length(spmax(:,1))-1; logep(i,1)=nDof/temp; end for i=4:columns, omega=ifndq(imfs(:,i),1); sumomega=0; for j=1:nDof, sumomega=sumomega+omega(j); end logep(i,1)=nDof*2*pi/sumomega; end logep=1.4427*log(logep);