An Alternative Formulation for the Empirical Mode Decomposition

The Empirical Mode Decomposition (EMD) is a relatively new adaptive method for multicomponent signal representation which allows for analyzing nonlinear and nonstationary signals. In spite of its lack of mathematical foundations, very few papers are dedicated to defining new decompositions that would preserve the interesting properties of the EMD while improving the mathematical setting. The new decomposition based on direct constrained optimization we introduce in this article is an attempt in that direction.