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The Monte-Carlo method is used to investigate the effect of random noise on empirical mode decomposition of the nonlinear signals. The simulation results show that, the influence of noise is obvious for the low-level intrinsic mode function and unabvious for the high-level intrinsic mode function. With the increase of the intensity of white noise, the intrinsic mode function pure noise level will increase. When the intrinsic mode function pure noise levels is subtracted from the noise signal, about 80% of the noise influence will be reduced. The noise signals largest Lyapunov exponent is smaller than that of the noise-free signal.
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Keywords:
- empirical mode decomposition /
- nonlinear /
- noise /
- largest Lyapunov exponent
[1] [1]Huang N E, Shen Z, Long S R 1998 Proc. Roy. Soc. A 454 903
[2] [2]Yang Y F, Ren X M, Qin W Y 2008 Acta Phys. Sin. 57 6139 (in Chinese) [杨永锋、 任兴民、 秦卫阳 2008 物理学报 57 6139]
[3] [3]Bulian G, Francescutto A, Umeda N, Hashimoto H 2008 Ocean Eng. 35 1661
[4] [4]Zhao Y, Lin J H, Cao J H 2002 Chin. J. Comput. Mech. 19 7 (in Chinese) [赵岩、 林家浩、 曹建华 2002 计算力学学报 19 7]
[5] [5]Shinozuka M 1971 J. Sound Vib. 19 357
[6] [6]Shinozuka M 1972 J. Sound Vib. 25 111
[7] [7]Leng X L, Meng G, Zhang T, Fang T 2007 J. Sound Vib. 299 621
[8] [8]Rong H W, Wang X D, Xu W, Fang T 2008 Acta Phys. Sin. 57 6888 (in Chinese) [戎海武、 王向东、 徐伟、方同 2008 物理学报 57 6888]
[9] [9]Wolf A, Swift J B, Swinney H L 1985 Physica D 16 285
[10] ]Han X J, Jiang B, Bi Q S 2009 Acta Phys. Sin. 58 6006 (in Chinese) [韩修静、 江波、 毕勤胜 2009 物理学报 58 6006]
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[1] [1]Huang N E, Shen Z, Long S R 1998 Proc. Roy. Soc. A 454 903
[2] [2]Yang Y F, Ren X M, Qin W Y 2008 Acta Phys. Sin. 57 6139 (in Chinese) [杨永锋、 任兴民、 秦卫阳 2008 物理学报 57 6139]
[3] [3]Bulian G, Francescutto A, Umeda N, Hashimoto H 2008 Ocean Eng. 35 1661
[4] [4]Zhao Y, Lin J H, Cao J H 2002 Chin. J. Comput. Mech. 19 7 (in Chinese) [赵岩、 林家浩、 曹建华 2002 计算力学学报 19 7]
[5] [5]Shinozuka M 1971 J. Sound Vib. 19 357
[6] [6]Shinozuka M 1972 J. Sound Vib. 25 111
[7] [7]Leng X L, Meng G, Zhang T, Fang T 2007 J. Sound Vib. 299 621
[8] [8]Rong H W, Wang X D, Xu W, Fang T 2008 Acta Phys. Sin. 57 6888 (in Chinese) [戎海武、 王向东、 徐伟、方同 2008 物理学报 57 6888]
[9] [9]Wolf A, Swift J B, Swinney H L 1985 Physica D 16 285
[10] ]Han X J, Jiang B, Bi Q S 2009 Acta Phys. Sin. 58 6006 (in Chinese) [韩修静、 江波、 毕勤胜 2009 物理学报 58 6006]
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