function [imf,ort,nbits] = emd(varargin)
[x,t,sd,sd2,tol,MODE_COMPLEX,ndirs,display_sifting,sdt,sd2t,r,imf,k,nbit,NbIt,MAXITERATIONS,FIXE,FIXE_H,MAXMODES,INTERP,mask] = init(varargin{:});
if display_sifting
fig_h = figure;
end
while ~stop_EMD(r,MODE_COMPLEX,ndirs) && (k < maxmodes+1="" ||="" maxmodes="=" 0)="" &&="">
m = r;
mp = m;
if FIXE % 如果设定了迭代次数
[stop_sift,moyenne] = stop_sifting_fixe(t,m,INTERP,MODE_COMPLEX,ndirs);
elseif FIXE_H
stop_count = 0;
[stop_sift,moyenne] = stop_sifting_fixe_h(t,m,INTERP,stop_count,FIXE_H,MODE_COMPLEX,ndirs);
else
[stop_sift,moyenne] = stop_sifting(m,t,sd,sd2,tol,INTERP,MODE_COMPLEX,ndirs);
end
if (max(abs(m))) <>
if ~stop_sift
warning('emd:warning','forced stop of EMD : too small amplitude')
else
disp('forced stop of EMD : too small amplitude')
end
break
end
while ~stop_sift && nbit<>
if(~MODE_COMPLEX && nbit>MAXITERATIONS/5 && mod(nbit,floor(MAXITERATIONS/10))==0 && ~FIXE && nbit > 100)
disp(['mode ',int2str(k),', iteration ',int2str(nbit)])
if exist('s','var')
disp(['stop parameter mean value : ',num2str(s)])
end
[im,iM] = extr(m);
disp([int2str(sum(m(im) > 0)),' minima > 0; ',int2str(sum(m(iM) < 0)),'="" maxima=""><>
end
m = m - moyenne;
if FIXE
[stop_sift,moyenne] = stop_sifting_fixe(t,m,INTERP,MODE_COMPLEX,ndirs);
elseif FIXE_H
[stop_sift,moyenne,stop_count] = stop_sifting_fixe_h(t,m,INTERP,stop_count,FIXE_H,MODE_COMPLEX,ndirs);
else
[stop_sift,moyenne,s] = stop_sifting(m,t,sd,sd2,tol,INTERP,MODE_COMPLEX,ndirs);
end
if display_sifting && ~MODE_COMPLEX
NBSYM = 2;
[indmin,indmax] = extr(mp);
[tmin,tmax,mmin,mmax] = boundary_conditions(indmin,indmax,t,mp,mp,NBSYM);
envminp = interp1(tmin,mmin,t,INTERP);
envmaxp = interp1(tmax,mmax,t,INTERP);
envmoyp = (envminp+envmaxp)/2;
if FIXE || FIXE_H
display_emd_fixe(t,m,mp,r,envminp,envmaxp,envmoyp,nbit,k,display_sifting)
else
sxp = 2*(abs(envmoyp))./(abs(envmaxp-envminp));
sp = mean(sxp);
display_emd(t,m,mp,r,envminp,envmaxp,envmoyp,s,sp,sxp,sdt,sd2t,nbit,k,display_sifting,stop_sift)
end
end
mp = m;
nbit = nbit+1;
NbIt = NbIt+1;
if (nbit==(MAXITERATIONS-1) && ~FIXE && nbit > 100)
if exist('s','var')
warning('emd:warning',['forced stop of sifting : too many iterations... mode ',int2str(k),'. stop parameter mean value : ',num2str(s)])
else
warning('emd:warning',['forced stop of sifting : too many iterations... mode ',int2str(k),'.'])
end
end
end
imf(k,:) = m;
if display_sifting
disp(['mode ',int2str(k),' stored'])
end
nbits(k) = nbit;
k = k+1;
r = r - m;
nbit = 0;
end
if any(r) && ~any(mask)
imf(k,:) = r;
end
ort = io(x,imf);
if display_sifting
close
end
end
function stop = stop_EMD(r,MODE_COMPLEX,ndirs)
if MODE_COMPLEX
for k = 1:ndirs
phi = (k-1)*pi/ndirs;
[indmin,indmax] = extr(real(exp(i*phi)*r));
ner(k) = length(indmin) + length(indmax);
end
stop = any(ner <>
else
[indmin,indmax] = extr(r);
ner = length(indmin) + length(indmax);
stop = ner <>
end
end
function [envmoy,nem,nzm,amp] = mean_and_amplitude(m,t,INTERP,MODE_COMPLEX,ndirs)
NBSYM = 2;
if MODE_COMPLEX
switch MODE_COMPLEX
case 1
for k = 1:ndirs
phi = (k-1)*pi/ndirs;
y = real(exp(-i*phi)*m);
[indmin,indmax,indzer] = extr(y);
nem(k) = length(indmin)+length(indmax);
nzm(k) = length(indzer);
[tmin,tmax,zmin,zmax] = boundary_conditions(indmin,indmax,t,y,m,NBSYM);
envmin(k,:) = interp1(tmin,zmin,t,INTERP);
envmax(k,:) = interp1(tmax,zmax,t,INTERP);
end
envmoy = mean((envmin+envmax)/2,1);
if nargout > 3
amp = mean(abs(envmax-envmin),1)/2;
end
case 2
for k = 1:ndirs
phi = (k-1)*pi/ndirs;
y = real(exp(-i*phi)*m);
[indmin,indmax,indzer] = extr(y);
nem(k) = length(indmin)+length(indmax);
nzm(k) = length(indzer);
[tmin,tmax,zmin,zmax] = boundary_conditions(indmin,indmax,t,y,y,NBSYM);
envmin(k,:) = exp(i*phi)*interp1(tmin,zmin,t,INTERP);
envmax(k,:) = exp(i*phi)*interp1(tmax,zmax,t,INTERP);
end
envmoy = mean((envmin+envmax),1);
if nargout > 3
amp = mean(abs(envmax-envmin),1)/2;
end
end
else
[indmin,indmax,indzer] = extr(m);
nem = length(indmin)+length(indmax);
nzm = length(indzer);
[tmin,tmax,mmin,mmax] = boundary_conditions(indmin,indmax,t,m,m,NBSYM);
envmin = interp1(tmin,mmin,t,INTERP);
envmax = interp1(tmax,mmax,t,INTERP);
envmoy = (envmin+envmax)/2;
if nargout > 3
amp = mean(abs(envmax-envmin),1)/2; % 计算包络幅度
end
end
end
function [stop,envmoy,s] = stop_sifting(m,t,sd,sd2,tol,INTERP,MODE_COMPLEX,ndirs)
try
[envmoy,nem,nzm,amp] = mean_and_amplitude(m,t,INTERP,MODE_COMPLEX,ndirs);
sx = abs(envmoy)./amp;
s = mean(sx);
stop = ~((mean(sx > sd) > tol | any(sx > sd2)) & (all(nem > 2)));
if ~MODE_COMPLEX
stop = stop && ~(abs(nzm-nem)>1);
end
catch
stop = 1;
envmoy = zeros(1,length(m));
s = NaN;
end
end
function [stop,moyenne]= stop_sifting_fixe(t,m,INTERP,MODE_COMPLEX,ndirs)
try
moyenne = mean_and_amplitude(m,t,INTERP,MODE_COMPLEX,ndirs);
stop = 0;
catch
moyenne = zeros(1,length(m));
stop = 1;
end
end
function [stop,moyenne,stop_count]= stop_sifting_fixe_h(t,m,INTERP,stop_count,FIXE_H,MODE_COMPLEX,ndirs)
try
[moyenne,nem,nzm] = mean_and_amplitude(m,t,INTERP,MODE_COMPLEX,ndirs);
if (all(abs(nzm-nem)>1))
stop = 0;
stop_count = 0;
else
stop_count = stop_count+1;
stop = (stop_count == FIXE_H);
end
catch
moyenne = zeros(1,length(m));
stop = 1;
end
end
function display_emd(t,m,mp,r,envmin,envmax,envmoy,s,sb,sx,sdt,sd2t,nbit,k,display_sifting,stop_sift)
subplot(4,1,1)
plot(t,mp);hold on;
plot(t,envmax,'--k');plot(t,envmin,'--k');plot(t,envmoy,'r');
title(['IMF ',int2str(k),'; iteration ',int2str(nbit),' before sifting']);
set(gca,'XTick',[])
hold off
subplot(4,1,2)
plot(t,sx)
hold on
plot(t,sdt,'--r')
plot(t,sd2t,':k')
title('stop parameter')
set(gca,'XTick',[])
hold off
subplot(4,1,3)
plot(t,m)
title(['IMF ',int2str(k),'; iteration ',int2str(nbit),' after sifting']);
set(gca,'XTick',[])
subplot(4,1,4);
plot(t,r-m)
title('residue');
disp(['stop parameter mean value : ',num2str(sb),' before sifting and ',num2str(s),' after'])
if stop_sift
disp('last iteration for this mode')
end
if display_sifting == 2
pause(0.01)
else
pause
end
end
function display_emd_fixe(t,m,mp,r,envmin,envmax,envmoy,nbit,k,display_sifting)
subplot(3,1,1)
plot(t,mp);hold on;
plot(t,envmax,'--k');plot(t,envmin,'--k');plot(t,envmoy,'r');
title(['IMF ',int2str(k),'; iteration ',int2str(nbit),' before sifting']);
set(gca,'XTick',[])
hold off
subplot(3,1,2)
plot(t,m)
title(['IMF ',int2str(k),'; iteration ',int2str(nbit),' after sifting']);
set(gca,'XTick',[])
subplot(3,1,3);
plot(t,r-m)
title('residue');
if display_sifting == 2
pause(0.01)
else
pause
end
end
function [tmin,tmax,zmin,zmax] = boundary_conditions(indmin,indmax,t,x,z,nbsym)
% 实数情况下，x = z
lx = length(x);
% 判断极值点个数
if (length(indmin) + length(indmax) <>
error('not enough extrema')
end
% 插值的边界条件
if indmax(1) <>% 第一个极值点是极大值
if x(1) > x(indmin(1))% 以第一个极大值为对称中心
lmax = fliplr(indmax(2:min(end,nbsym+1)));
lmin = fliplr(indmin(1:min(end,nbsym)));
lsym = indmax(1);
else% 如果第一个采样值小于第一个极小值，则将认为该值是一个极小值，以该点为对称中心
lmax = fliplr(indmax(1:min(end,nbsym)));
lmin = [fliplr(indmin(1:min(end,nbsym-1))),1];
lsym = 1;
end
else
if x(1) <>% 以第一个极小值为对称中心
lmax = fliplr(indmax(1:min(end,nbsym)));
lmin = fliplr(indmin(2:min(end,nbsym+1)));
lsym = indmin(1);
else % 如果第一个采样值大于第一个极大值，则将认为该值是一个极大值，以该点为对称中心
lmax = [fliplr(indmax(1:min(end,nbsym-1))),1];
lmin = fliplr(indmin(1:min(end,nbsym)));
lsym = 1;
end
end
% 序列末尾情况与序列开头类似
if indmax(end) <>
if x(end) <>
rmax = fliplr(indmax(max(end-nbsym+1,1):end));
rmin = fliplr(indmin(max(end-nbsym,1):end-1));
rsym = indmin(end);
else
rmax = [lx,fliplr(indmax(max(end-nbsym+2,1):end))];
rmin = fliplr(indmin(max(end-nbsym+1,1):end));
rsym = lx;
end
else
if x(end) > x(indmin(end))
rmax = fliplr(indmax(max(end-nbsym,1):end-1));
rmin = fliplr(indmin(max(end-nbsym+1,1):end));
rsym = indmax(end);
else
rmax = fliplr(indmax(max(end-nbsym+1,1):end));
rmin = [lx,fliplr(indmin(max(end-nbsym+2,1):end))];
rsym = lx;
end
end
% 将序列根据对称中心，镜像到两边
tlmin = 2*t(lsym)-t(lmin);
tlmax = 2*t(lsym)-t(lmax);
trmin = 2*t(rsym)-t(rmin);
trmax = 2*t(rsym)-t(rmax);
% 如果对称的部分没有足够的极值点
if tlmin(1) > t(1) || tlmax(1) > t(1)% 对折后的序列没有超出原序列的范围
if lsym == indmax(1)
lmax = fliplr(indmax(1:min(end,nbsym)));
else
lmin = fliplr(indmin(1:min(end,nbsym)));
end
if lsym == 1% 这种情况不应该出现，程序直接中止
error('bug')
end
lsym = 1;% 直接关于第一采样点取镜像
tlmin = 2*t(lsym)-t(lmin);
tlmax = 2*t(lsym)-t(lmax);
end
% 序列末尾情况与序列开头类似
if trmin(end) < t(lx)="" ||="" trmax(end)=""><>
if rsym == indmax(end)
rmax = fliplr(indmax(max(end-nbsym+1,1):end));
else
rmin = fliplr(indmin(max(end-nbsym+1,1):end));
end
if rsym == lx
error('bug')
end
rsym = lx;
trmin = 2*t(rsym)-t(rmin);
trmax = 2*t(rsym)-t(rmax);
end
% 延拓点上的取值
zlmax = z(lmax);
zlmin = z(lmin);
zrmax = z(rmax);
zrmin = z(rmin);
% 完成延拓
tmin = [tlmin t(indmin) trmin];
tmax = [tlmax t(indmax) trmax];
zmin = [zlmin z(indmin) zrmin];
zmax = [zlmax z(indmax) zrmax];
end
%---------------------------------------------------------------------------------------------------
% 极值点和过零点位置提取
function [indmin, indmax, indzer] = extr(x,t)
if(nargin==1)
t = 1:length(x);
end
m = length(x);
if nargout > 2
x1 = x(1:m-1);
x2 = x(2:m);
indzer = find(x1.*x2<>% 寻找信号符号发生变化的位置
if any(x == 0)% 考虑信号采样点恰好为0的位置
iz = find( x==0 ); % 信号采样点恰好为0的位置
indz = [];
if any(diff(iz)==1) % 出现连0的情况
zer = x == 0;% x=0处为1，其它地方为0
dz = diff([0 zer 0]);% 寻找0与非0的过渡点
debz = find(dz == 1);% 0值起点
finz = find(dz == -1)-1; % 0值终点
indz = round((debz+finz)/2);% 选择中间点作为过零点
else
indz = iz;% 若没有连0的情况，该点本身就是过零点
end
indzer = sort([indzer indz]);% 全体过零点排序
end
end
% 提取极值点
d = diff(x);
n = length(d);
d1 = d(1:n-1);
d2 = d(2:n);
indmin = find(d1.*d2<0 &="">0><>% 最小值
indmax = find(d1.*d2<0 &="" d1="">0)+1;% 最大值
% 当连续多个采样值相同时，把最中间的一个值作为极值点，处理方式与连0类似
if any(d==0)
imax = [];
imin = [];
bad = (d==0);
dd = diff([0 bad 0]);
debs = find(dd == 1);
fins = find(dd == -1);
if debs(1) == 1% 连续值出现在序列开头
if length(debs) > 1
debs = debs(2:end);
fins = fins(2:end);
else
debs = [];
fins = [];
end
end
if length(debs) > 0
if fins(end) == m% 连续值出现在序列末尾
if length(debs) > 1
debs = debs(1:(end-1));
fins = fins(1:(end-1));
else
debs = [];
fins = [];
end
end
end
lc = length(debs);
if lc > 0
for k = 1:lc
if d(debs(k)-1) > 0% 取中间值
if d(fins(k)) <>
imax = [imax round((fins(k)+debs(k))/2)];
end
else
if d(fins(k)) > 0
imin = [imin round((fins(k)+debs(k))/2)];
end
end
end
end
if length(imax) > 0
indmax = sort([indmax imax]);
end
if length(imin) > 0
indmin = sort([indmin imin]);
end
end
end
%---------------------------------------------------------------------------------------------------
function ort = io(x,imf)
% ort = IO(x,imf) 计算正交指数
%
% 输入 : - x : 分析信号
% - imf : IMF信号
n = size(imf,1);
s = 0;
% 根据公式计算
for i = 1:n
for j = 1:n
if i ~= j
s = s + abs(sum(imf(i,:).*conj(imf(j,:)))/sum(x.^2));
end
end
end
ort = 0.5*s;
end
%---------------------------------------------------------------------------------------------------
% 函数参数解析
function [x,t,sd,sd2,tol,MODE_COMPLEX,ndirs,display_sifting,sdt,sd2t,r,imf,k,nbit,NbIt,MAXITERATIONS,FIXE,FIXE_H,MAXMODES,INTERP,mask] = init(varargin)
x = varargin{1};
if nargin == 2
if isstruct(varargin{2})
inopts = varargin{2};
else
error('when using 2 arguments the first one is the analyzed signal X and the second one is a struct object describing the options')
end
elseif nargin > 2
try
inopts = struct(varargin{2:end});
catch
error('bad argument syntax')
end
end
% 默认停止条件
defstop = [0.05,0.5,0.05];
opt_fields = {'t','stop','display','maxiterations','fix','maxmodes','interp','fix_h','mask','ndirs','complex_version'};
% 时间序列，停止参数，是否演示，最大迭代次数，每一轮迭代次数，IMF个数，插值方法，每一轮迭代次数(带条件)，mask信号，方向数，是否采用复数模式
defopts.stop = defstop;
defopts.display = 0;
defopts.t = 1:max(size(x));
defopts.maxiterations = 2000;
defopts.fix = 0;
defopts.maxmodes = 0;
defopts.interp = 'spline';
defopts.fix_h = 0;
defopts.mask = 0;
defopts.ndirs = 4;
defopts.complex_version = 2;
opts = defopts;
if(nargin==1)
inopts = defopts;
elseif nargin == 0
error('not enough arguments')
end
names = fieldnames(inopts);
for nom = names'
if ~any(strcmpi(char(nom), opt_fields))
error(['bad option field name: ',char(nom)])
end
if ~isempty(eval(['inopts.',char(nom)]))
eval(['opts.',lower(char(nom)),' = inopts.',char(nom),';'])
end
end
t = opts.t;
stop = opts.stop;
display_sifting = opts.display;
MAXITERATIONS = opts.maxiterations;
FIXE = opts.fix;
MAXMODES = opts.maxmodes;
INTERP = opts.interp;
FIXE_H = opts.fix_h;
mask = opts.mask;
ndirs = opts.ndirs;
complex_version = opts.complex_version;
if ~isvector(x)
error('X must have only one row or one column')
end
if size(x,1) > 1
x = x.';
end
if ~isvector(t)
error('option field T must have only one row or one column')
end
if ~isreal(t)
error('time instants T must be a real vector')
end
if size(t,1) > 1
t = t';
end
if (length(t)~=length(x))
error('X and option field T must have the same length')
end
if ~isvector(stop) || length(stop) > 3
error('option field STOP must have only one row or one column of max three elements')
end
if ~all(isfinite(x))
error('data elements must be finite')
end
if size(stop,1) > 1
stop = stop';
end
L = length(stop);
if L <>
stop(3) = defstop(3);
end
if L <>
stop(2) = defstop(2);
end
if ~ischar(INTERP) || ~any(strcmpi(INTERP,{'linear','cubic','spline'}))
error('INTERP field must be ''linear'', ''cubic'', ''pchip'' or ''spline''')
end
% 使用mask信号时的特殊处理
if any(mask)
if ~isvector(mask) || length(mask) ~= length(x)
error('masking signal must have the same dimension as the analyzed signal X')
end
if size(mask,1) > 1
mask = mask.';
end
opts.mask = 0;
imf1 = emd(x+mask, opts);
imf2 = emd(x-mask, opts);
if size(imf1,1) ~= size(imf2,1)
warning('emd:warning',['the two sets of IMFs have different sizes: ',int2str(size(imf1,1)),' and ',int2str(size(imf2,1)),' IMFs.'])
end
S1 = size(imf1,1);
S2 = size(imf2,1);
if S1 ~= S2% 如果两个信号分解得到的IMF个数不一致，调整顺序
if S1 <>
tmp = imf1;
imf1 = imf2;
imf2 = tmp;
end
imf2(max(S1,S2),1) = 0;% 将短的那个补零，达到长度一致
end
imf = (imf1+imf2)/2;
end
sd = stop(1);
sd2 = stop(2);
tol = stop(3);
lx = length(x);
sdt = sd*ones(1,lx);
sd2t = sd2*ones(1,lx);
if FIXE
MAXITERATIONS = FIXE;
if FIXE_H
error('cannot use both ''FIX'' and ''FIX_H'' modes')
end
end
MODE_COMPLEX = ~isreal(x)*complex_version;
if MODE_COMPLEX && complex_version ~= 1 && complex_version ~= 2
error('COMPLEX_VERSION parameter must equal 1 or 2')
end
% 极值点和过零点的个数
ner = lx;
nzr = lx;
r = x;
if ~any(mask)
imf = [];
end
k = 1;
nbit = 0;
NbIt = 0;
end
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