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EEMD M

This document provides documentation for the CEEMDAN algorithm, which performs Complete Ensemble Empirical Mode Decomposition with Adaptive Noise. It describes the syntax and inputs/outputs of the CEEMDAN function, which decomposes a signal into intrinsic mode functions. The function takes a signal, noise standard deviation, number of realizations, maximum number of sifting iterations, and SNR flag as inputs. It returns the intrinsic mode functions and number of sifting iterations for each mode of each realization.

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Shakti Singh
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225 views3 pages

EEMD M

This document provides documentation for the CEEMDAN algorithm, which performs Complete Ensemble Empirical Mode Decomposition with Adaptive Noise. It describes the syntax and inputs/outputs of the CEEMDAN function, which decomposes a signal into intrinsic mode functions. The function takes a signal, noise standard deviation, number of realizations, maximum number of sifting iterations, and SNR flag as inputs. It returns the intrinsic mode functions and number of sifting iterations for each mode of each realization.

Uploaded by

Shakti Singh
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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%Function for CEEMDAN

%WARNING: for this code works it is necessary to include in the same


%directoy the file emd.m developed by Rilling and Flandrin.
%This file is available at %http://perso.ens-lyon.fr/patrick.flandrin/emd.html
%We use the default stopping criterion.
%We use the last modification: 3.2007
%

Syntax

%modes=ceemdan(x,Nstd,NR,MaxIter,SNRFlag)
%[modes its]=ceemdan(x,Nstd,NR,MaxIter,SNRFlag)
%

Description

%OUTPUT
%modes: contain the obtained modes in a matrix with the rows being the modes
%its: contain the sifting iterations needed for each mode for each realization (
one row for each realization)
%INPUT
%x: signal to decompose
%Nstd: noise standard deviation
%NR: number of realizations
%MaxIter: maximum number of sifting iterations allowed.
%SNRFlag: if equals 1, then the SNR increases for every stage, as in [1].
%
If equals 2, then the SNR is the same for all stages, as in [2].
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% The current is an improved version, introduced in:
%[1] Colominas MA, Schlotthauer G, Torres ME. "Improve complete ensemble EMD: A
suitable tool for biomedical signal processing"
%
Biomedical Signal Processing and Control vol. 14 pp. 19-29 (2014)
%The CEEMDAN algorithm was first introduced at ICASSP 2011, Prague, Czech Republ
ic
%The authors will be thankful if the users of this code reference the work
%where the algorithm was first presented:
%[2] Torres ME, Colominas MA, Schlotthauer G, Flandrin P. "A Complete Ensemble E
mpirical Mode Decomposition with Adaptive Noise"
%
Proc. 36th Int. Conf. on Acoustics, Speech and Signa Processing ICASSP 2
011 (May 22-27, Prague, Czech Republic)
%Author: Marcelo A. Colominas
%contact: [email protected]
%Last version: 25 feb 2015
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function [modes,its]=ceemdan(x,Nstd,NR,MaxIter,SNRFlag)
x=x(:)';
desvio_x=std(x);
x=x/desvio_x;
modes=zeros(size(x));

temp=zeros(size(x));
aux=zeros(size(x));
iter=zeros(NR,round(log2(length(x))+5));
for i=1:NR
white_noise{i}=randn(size(x));%creates the noise realizations
end;
for i=1:NR
modes_white_noise{i}=emd(white_noise{i});%calculates the modes of white gaus
sian noise
end;
for i=1:NR %calculates the first mode
xi=x+Nstd*modes_white_noise{i}(1,:)/std(modes_white_noise{i}(1,:));
[temp, o, it]=emd(xi,'MAXMODES',1,'MAXITERATIONS',MaxIter);
temp=temp(1,:);
aux=aux+(xi-temp)/NR;
iter(i,1)=it;
end;
modes= x-aux; %saves the first mode
medias = aux;
k=1;
aux=zeros(size(x));
es_imf = min(size(emd(medias(end,:),'MAXMODES',1,'MAXITERATIONS',MaxIter)));
while es_imf>1 %calculates the rest of the modes
for i=1:NR
tamanio=size(modes_white_noise{i});
if tamanio(1)>=k+1
noise=modes_white_noise{i}(k+1,:);
if SNRFlag == 2
noise=noise/std(noise); %adjust the std of the noise
end;
noise=Nstd*noise;
try
[temp,o,it]=emd(medias(end,:)+std(medias(end,:))*noise,'MAXMODES
',1,'MAXITERATIONS',MaxIter);
catch
it=0; disp('catch 1 '); disp(num2str(k))
temp=emd(medias(end,:)+std(medias(end,:))*noise,'MAXMODES',1,'MA
XITERATIONS',MaxIter);
end;
temp=temp(end,:);
else
try
[temp, o, it]=emd(medias(end,:),'MAXMODES',1,'MAXITERATIONS',Max
Iter);
catch
temp=emd(medias(end,:),'MAXMODES',1,'MAXITERATIONS',MaxIter);
it=0; disp('catch 2 sin ruido')
end;
temp=temp(end,:);
end;
aux=aux+temp/NR;
iter(i,k+1)=it;
end;
modes=[modes;medias(end,:)-aux];
medias = [medias;aux];

aux=zeros(size(x));
k=k+1;
es_imf = min(size(emd(medias(end,:),'MAXMODES',1,'MAXITERATIONS',MaxIter)));
end;
modes = [modes;medias(end,:)];
modes=modes*desvio_x;
its=iter;

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