Iterative Filtering as a direct method for the decomposition of non-stationary signals
For researchers working on non-stationary signal decomposition, this work offers an incremental improvement by making an existing method more suitable for online applications.
The paper proposes two alternative formulations of the Iterative Filtering method to transform it into a direct technique, enabling online-like decomposition of non-stationary signals. Numerical examples demonstrate effectiveness.
The Iterative Filtering method is a technique developed recently for the decomposition and analysis of non-stationary and non-linear signals. In this work we propose two alternative formulations of the original algorithm which allows to transform the Iterative Filtering method into a direct technique, making the algorithm closer to an online algorithm. We present a few numerical examples to show the effectiveness of the proposed approaches.