Nonlinear mode decomposition: A noise-robust, adaptive decomposition method

Abstract

The signals emanating from complex systems are usually composed of a mixture of different oscillations which, for a reliable analysis, should be separated from each other and from the inevitable background of noise. Here we introduce an adaptive decomposition tool - nonlinear mode decomposition (NMD) - which decomposes a given signal into a set of physically meaningful oscillations for any wave form, simultaneously removing the noise. NMD is based on the powerful combination of time-frequency analysis techniques - which, together with the adaptive choice of their parameters, make it extremely noise robust - and surrogate data tests used to identify interdependent oscillations and to distinguish deterministic from random activity. We illustrate the application of NMD to both simulated and real signals and demonstrate its qualitative and quantitative superiority over other approaches, such as (ensemble) empirical mode decomposition, Karhunen-Loève expansion, and independent component analysis. We point out that NMD is likely to be applicable and useful in many different areas of research, such as geophysics, finance, and the life sciences. The necessary matlab codes for running NMD are freely available for download.