emd.zip_EMD matlab_EMD法国_经验模式_经验模式分解

% EMD.M % % G. Rilling, July 2002 % % computes EMD (Empirical Mode Decomposition) according to: % % N. E. Huang et al., "The empirical mode decomposition and the % Hilbert spectrum for non-linear and non stationary time series analysis," % Proc. Royal Soc. London A, Vol. 454, pp. 903-995, 1998 % % with variations reported in: % % G. Rilling, P. Flandrin and P. Gon�alv�s % "On Empirical Mode Decomposition and its algorithms" % IEEE-EURASIP Workshop on Nonlinear Signal and Image Processing % NSIP-03, Grado (I), June 2003 % % stopping criterion for sifting : % at each point : mean amplitude < threshold2*envelope amplitude % & % mean of boolean array ((mean amplitude)/(envelope amplitude) > threshold) < tolerance % & % |#zeros-#extrema|<=1 % % inputs: - x : analysed signal (line vector) % - t (optional) : sampling times (line vector) (default : 1:length(x)) % - stop (optional) : threshold, threshold2 and tolerance (optional) % for sifting stopping criterion % default : [0.05,0.5,0.05] % - tst (optional) : if equals to 1 shows sifting steps with pause % if equals to 2 no pause % % outputs: - imf : intrinsic mode functions (last line = residual) % - ort : index of orthogonality % - nbits : number of iterations for each mode % % calls: - extr (finds extrema and zero-crossings) % - io : computes the index of orthogonality function [imf,ort,nbits] = emd(x,t,stop,tst); % default for stopping defstop = [0.05,0.5,0.05]; if(nargin==1) t = 1:length(x); stop = defstop; tst = 0; end if(nargin==2) stop = defstop; tst = 0; end if (nargin==3) tst=0; end S = size(x); if ((S(1) > 1) & (S(2) > 1)) | (length(S) > 2) error('x must have only one row or one column') end if S(1) > 1 x = x'; end S = size(t); if ((S(1) > 1) & (S(2) > 1)) | (length(S) > 2) error('t must have only one row or one column') end if S(1) > 1 t = t'; end if (length(t)~=length(x)) error('x and t must have the same length') end S = size(stop); if ((S(1) > 1) & (S(2) > 1)) | (S(1) > 3) | (S(2) > 3) | (length(S) > 2) error('stop must have only one row or one column of max three elements') end if S(1) > 1 stop = stop'; S = size(stop); end if S(2) < 3 stop(3)=defstop(3); end if S(2) < 2 stop(2)=defstop(2); end sd = stop(1); sd2 = stop(2); tol = stop(3); if tst figure end % maximum number of iterations MAXITERATIONS=2000; % maximum number of symmetrized points for interpolations NBSYM = 2; lx = length(x); sdt(lx) = 0; sdt = sdt+sd; sd2t(lx) = 0; sd2t = sd2t+sd2; % maximum number of extrema and zero-crossings in residual ner = lx; nzr = lx; r = x; imf = []; k = 1; % iterations counter for extraction of 1 mode nbit=0; % total iterations counter NbIt=0; while ner > 2 % current mode m = r; % mode at previous iteration mp = m; sx = sd+1; % tests if enough extrema to proceed test = 0; [indmin,indmax,indzer] = extr(m); lm=length(indmin); lM=length(indmax); nem=lm + lM; nzm=length(indzer); j=1; % sifting loop while ( mean(sx > sd) > tol | any(sx > sd2) | (abs(nzm-nem)>1)) & (test == 0) & nbit<MAXITERATIONS if(nbit>MAXITERATIONS/5 & mod(nbit,floor(MAXITERATIONS/10))==0) disp(['mode ',int2str(k),' nombre d iterations : ',int2str(nbit)]) disp(['stop parameter mean value : ',num2str(s)]) end % boundary conditions for interpolations : if indmax(1) < indmin(1) if m(1) > m(indmin(1)) lmax = fliplr(indmax(2:min(end,NBSYM+1))); lmin = fliplr(indmin(1:min(end,NBSYM))); lsym = indmax(1); else lmax = fliplr(indmax(1:min(end,NBSYM))); lmin = [fliplr(indmin(1:min(end,NBSYM-1))),1]; lsym = 1; end else if m(1) < m(indmax(1)) lmax = fliplr(indmax(1:min(end,NBSYM))); lmin = fliplr(indmin(2:min(end,NBSYM+1))); lsym = indmin(1); else lmax = [fliplr(indmax(1:min(end,NBSYM-1))),1]; lmin = fliplr(indmin(1:min(end,NBSYM))); lsym = 1; end end if indmax(end) < indmin(end) if m(end) < m(indmax(end)) rmax = fliplr(indmax(max(end-NBSYM+1,1):end)); rmin = fliplr(indmin(max(end-NBSYM,1):end-1)); rsym = indmin(end); else rmax = [lx,fliplr(indmax(max(end-NBSYM+2,1):end))]; rmin = fliplr(indmin(max(end-NBSYM+1,1):end)); rsym = lx; end else if m(end) > m(indmin(end)) rmax = fliplr(indmax(max(end-NBSYM,1):end-1)); rmin = fliplr(indmin(max(end-NBSYM+1,1):end)); rsym = indmax(end); else rmax = fliplr(indmax(max(end-NBSYM+1,1):end)); rmin = [lx,fliplr(indmin(max(end-NBSYM+2,1):end))]; rsym = lx; end end tlmin = 2*t(lsym)-t(lmin); tlmax = 2*t(lsym)-t(lmax); trmin = 2*t(rsym)-t(rmin); trmax = 2*t(rsym)-t(rmax); % in case symmetrized parts do not extend enough if tlmin(1) > t(1) | tlmax(1) > t(1) if lsym == indmax(1) lmax = fliplr(indmax(1:min(end,NBSYM))); else lmin = fliplr(indmin(1:min(end,NBSYM))); end if lsym == 1 error('bug') end lsym = 1; tlmin = 2*t(lsym)-t(lmin); tlmax = 2*t(lsym)-t(lmax); end if trmin(end) < t(lx) | trmax(end) < t(lx) if rsym == indmax(end) rmax = fliplr(indmax(max(end-NBSYM+1,1):end)); else rmin = fliplr(indmin(max(end-NBSYM+1,1):end)); end if rsym == lx error('bug') end rsym = lx; trmin = 2*t(rsym)-t(rmin); trmax = 2*t(rsym)-t(rmax); end mlmax =m(lmax); mlmin =m(lmin); mrmax =m(rmax); mrmin =m(rmin); % definition of envelopes from interpolation envmax = interp1([tlmax t(indmax) trmax],[mlmax m(indmax) mrmax],t,'spline'); envmin = interp1([tlmin t(indmin) trmin],[mlmin m(indmin) mrmin],t,'spline'); envmoy = (envmax + envmin)/2; m = m - envmoy; [indmin,indmax,indzer] = extr(m); lm=length(indmin); lM=length(indmax); nem = lm + lM; nzm = length(indzer); % evaluation of mean zero sx=2*(abs(envmoy))./(abs(envmax-envmin)); s = mean(sx); % display if tst subplot(4,1,1) plot(t,mp);hold on; plot(t,envmax,'--k');plot(t,envmin,'--k');plot(t,envmoy,'r'); title(['IMF ',int2str(k),'; iteration ',int2str(nbit),' before sifting']); set(gca,'XTick',[]) hold off subplot(4,1,2) plot(t,sx) hold on plot(t,sdt,'--r') plot(t,sd2t,':k') title('stop parameter') set(gca,'XTick',[]) hold off subplot(4,1,3) plot(t,m) title(['IMF ',int2str(k),'; iteration ',int2str(nbit),' after sifting']); set(gca,'XTick',[]) subplot(4,1,4); plot(t,r-m) title('residue'); disp(['stop parameter mean value : ',num2str(s)]) if tst == 2 pause(0.01) else pause end end % end loop : stops if not enough extrema if nem < 3 test = 1; end mp = m; nbit=nbit+1; NbIt=NbIt+1; if(nbit==(MAXITERATIONS-1)) warning(['forced stop of sifting : too many iterations... mode ',int2str(k),'. stop parameter mean value : ',num2str(s)]) end end imf(k,:) = m; if tst disp(['mode ',int2str(k),' enregistre']) end nbits(k) = nbit; k = k+1; r = r - m; [indmin,indmax,indzer] = extr(r); ner = length(indmin) + length(indmax); nzr = length(indzer); nbit=1; if (max(r) - min(r)) < (1e-10)*(max(x) - min(x)) if ner > 2 warning('forced stop of EMD : too small amplitude') else disp('forced stop of EMD : too small amplitude') end break end end imf(k,:) = r; ort = io(x,imf); if tst close end