期刊
PHYSICS LETTERS A
卷 384, 期 15, 页码 -出版社
ELSEVIER
DOI: 10.1016/j.physleta.2020.126307
关键词
Empirical mode decomposition; Signal superposition; Stochastic modeling
资金
- German Research Foundation [PE 478/15-1]
- bilateral cooperation DFG-FAPERJ [LI-1599/3-1]
We introduce a procedure for separating periodic oscillations superposed on a stochastic signal. The procedure combines empirical mode decomposition (EMD) of a signal with tools of data analysis based on stochastic differential equations, namely nonlinear Langevin equations. Taking the set of modes retrieved from the EMD of the signal, our procedure is able to separate them into two groups, one composing the periodic signal and another composing the stochastic signal. The framework is robust for a broad family of localized oscillations, in the range of large frequencies. In particular, we show that, in this context, the EMD method outperforms a low-pass filter and is robust for a wide interval of different frequency ranges and amplitudes of the periodic oscillation, as well as for a broad family of different non-linear Langevin processes. (C) 2020 Elsevier B.V. All rights reserved.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据