A study of the characteristics of white noise using the empirical mode decomposition method

@article{Wu2004ASO,
  title={A study of the characteristics of white noise using the empirical mode decomposition method},
  author={Zhaohua Wu and Norden E. Huang},
  journal={Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences},
  year={2004},
  volume={460},
  pages={1597 - 1611}
}
  • Zhaohua Wu, N. Huang
  • Published 8 June 2004
  • Physics
  • Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences
Based on numerical experiments on white noise using the empirical mode decomposition (EMD) method, we find empirically that the EMD is effectively a dyadic filter, the intrinsic mode function (IMF) components are all normally distributed, and the Fourier spectra of the IMF components are all identical and cover the same area on a semi–logarithmic period scale. Expanding from these empirical findings, we further deduce that the product of the energy density of IMF and its corresponding averaged… 

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