MATLAB Implementation of Empirical Mode Decomposition

Empirical Mode Decomposition (EMD) is a widely used signal analysis method particularly suitable for local wave decomposition and multi-component signal analysis. The EMD algorithm decomposes a signal into a series of Intrinsic Mode Functions (IMFs), where each IMF represents a distinct local characteristic of the original signal. In MATLAB implementation, this typically involves an iterative sifting process that identifies local extrema, constructs envelope functions using cubic spline interpolation, and extracts IMF components until the stopping criteria are met. The key functions involved include finding local maxima/minima, envelope generation, and the sifting process that ensures each IMF satisfies the conditions of having symmetric envelopes and zero mean. By analyzing these IMF components, researchers can gain detailed insights into both frequency characteristics and time-domain properties of signals. EMD finds extensive applications across various fields, including financial market analysis, biomedical signal processing, and seismic signal analysis, where its adaptive decomposition capability makes it particularly valuable for non-stationary and nonlinear signal processing tasks.