Ensemble EMD | Noise-assisted Multivariate EMD | combining EMD with Gaussian noise

This video explains how Gaussian noise can be used in the EMD method to enhance the separation between modes, i.e., reduce mode mixing. There are basically two ways to incorporate noise: while the Ensemble EMD directly disturbs the input data by noise, the Noise-Assisted MEMD only appends the input data with additional variates of noise, which preserves the original data. univariate EMD:    • Empirical Mode Decomposition (1D, univaria...   multivariate EMD:    • 1D Multivariate Empirical Mode Decompositi...   -------------------------------------------------------------------------------------------------------------------------------------------------------------- Personal webpage of Prof. Mandic, where you can get the matlab code of the MEMD: https://www.commsp.ee.ic.ac.uk/~mandi... -------------------------------------------------------------------------------------------------------------------------------------------------------------- References: Flandrin, P., Rilling, G., & Goncalves, P. (2004). Empirical mode decomposition as a filter bank. IEEE signal processing letters, 11(2), 112-114. doi: 10.1109/LSP.2003.821662 Rehman, N., & Mandic, D. P. (2010). Multivariate empirical mode decomposition. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 466(2117), 1291-1302. https://doi.org/10.1098/rspa.2009.0502 Rehman, N., & Mandic, D. P. (2011). Filter bank property of multivariate empirical mode decomposition. IEEE transactions on signal processing, 59(5), 2421-2426. doi: 10.1109/TSP.2011.2106779 Rehman, N. et al. (2013). EMD via MEMD: multivariate noise-aided computation of standard EMD. Advances in adaptive data analysis, 5(02), 1350007. https://doi.org/10.1142/S179353691350... Wu, Z., & Huang, N. E. (2004). A study of the characteristics of white noise using the empirical mode decomposition method. Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences, 460(2046), 1597-1611. https://doi.org/10.1098/rspa.2003.1221 Wu, Z., & Huang, N. E. (2009). Ensemble empirical mode decomposition: a noise-assisted data analysis method. Advances in adaptive data analysis, 1(01), 1-41. https://doi.org/10.1142/S179353690900... -------------------------------------------------------------------------------------------------------------------------------------------------------------- Time schedule: 00:00 Introduction 00:25 Mode mixing phenomenon 02:57 Ensemble EMD 04:48 Noise-assisted MEMD 05:32 Example with NA-MEMD