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中国物理学会期刊

基于最大Lyapunov指数预测的EMD端点延拓

CSTR: 32037.14.aps.58.3742

The largest Lyapunov prediction method for the end issue of empirical mode decomposition

CSTR: 32037.14.aps.58.3742
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  • 将最大Lyapunov指数预测引入到经验模式分解(EMD)的端点延拓中,提出用最大Lyapunov指数预测后的数据进行EMD分解的方法.该方法充分考虑了信号的内在特性,使端点处的延拓更加合理,从而使得三次样条曲线在端点处不会发生大的摆动.通过线性、非线性和实测信号的分析表明该方法能够有效地抑制端点效应.

     

    The largest Lyapunov prediction method for dealing with the end issue of empirical mode decomposition (EMD) is proposed. Generally,the largest Lyapunov prediction method extends the time series near both ends of the data. After the extension,the spline does not swing at both ends of the data. Because the intrinsic characteristics of the signal are considered, the end issue becomes more reasonable. The simulation results proved that the new method can be used to solve the end issue effectively.

     

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