Abstract

This paper presents a novel methodology for extracting the underlying trends of signals via a joint empirical mode decomposition (EMD) and sparse binary programming approach. The EMD is applied to the signals and the corresponding intrinsic mode functions (IMFs) are obtained. The underlying trends of the signals are obtained by the sums of the IMFs where these IMFs are either selected or discarded. The total number of the selected IMFs is minimized subject to a specification on the maximum absolute differences between the denoised signals (signals obtained by discarding the first IMFs) and the underlying trends. Since the total number of the selected IMFs is minimized, the obtained solutions are sparse and only few IMFs are selected. The selected IMFs correspond to the components of the underlying trend of the signals. On the other hand, the L\infty norm specification guarantees that the maximum absolute differences between the underlying trends and the denoised signals are bounded by an acceptable level. This forces the underlying trends to follow the global changes of the signals. As the IMFs are either selected or discarded, the coefficients are either zero or one. This problem is actually a sparse binary programming problem with an L0 norm objective function subject to an L\infty norm constraint. Nevertheless, the problem is nonconvex, nonsmooth, and NP hard. It requires an exhaustive search for solving the problem. However, the required computational effort is too heavy to be implemented practically. To address these difficulties, we approximate the L0 norm objective function by the L1 norm objective function, and the solution of the sparse binary programming problem is obtained by applying the zero and one quantization to the solution of the corresponding continuous-valued L1 norm optimization problem. Since the isometry condition is satisfied and the number of the IMFs is small for most of practical signals, this approximation is valid and verified via our experiments conducted on practical data. As the L1 norm optimization problem can be reformulated as a linear programming problem and many efficient algorithms such as simplex or interior point methods can be applied for solving the linear programming problem, our proposed method can be implemented in real time. Also, unlike previously reported techniques that require precursor models or parameter specifications, our proposed adaptive method does not make any assumption on the characteristics of the original signals. Hence, it can be applied to extract the underlying trends of more general signals. The results show that our proposed method outperforms existing EMD, classical lowpass filtering and the wavelet methods in terms of the efficacy. © 1963-2012 IEEE.