Friction Signal Denoising Using Complete Ensemble EMD with Adaptive Noise and Mutual Information
Abstract
:1. Introduction
2. EMD and Improved Versions
2.1. EMD Algorithm
- (a)
- In a data set, the number of extreme value and zero-crossings must be equal or differ by one at most.
- (b)
- At any point, the mean value of the envelope line defined by the local maxima and the local minima is zero.
- (1)
- Identify the positions and amplitudes of all local maxima and local minima in the signal ;
- (2)
- Create an upper envelope line and lower envelope line by cubic spline interpolation of the local maxima and minima;
- (3)
- Calculate the mean ;
- (4)
- Obtain the difference of the signal and the mean as follows:
- (5)
- Check if is an IMF that meets the requirements or not. If not, consider as the new and repeat the above process until an IMF is obtained. Let , where k is the sifting times. However, continuous repetition to derive IMFs might not be practical. Thus, a critical decision has to be made as to when to apply the stoppage criterion as follows:
2.2. EEMD Algorithm
- (1)
- Add a white noise series to the analyzed signal to obtain the new time series .
- (2)
- Decompose signal using the EMD algorithm, and obtain the corresponding IMF of each order;
- (3)
- Repeat Steps 1 and 2 with the different white noise series in each trial to obtain the IMFs , where is the iteration number and j is the mode;
- (4)
- Calculate the mean of the corresponding IMFs as the final signal IMF;
2.3. CEEMD Algorithm
- (1)
- Add positive and negative white noise into the targeted signal , and construct two new data sets and .
- (2)
- Repeat Step 1, and decompose each new data and using the EMD algorithm;
- (3)
- Obtain two sets of IMFs for the and signals;
- (4)
- Obtain the decomposed result by averaging the in Equation (11), where represents the j-th IMF of the i-th iteration.
2.4. CEEMDAN Algorithm
- (1)
- Decompose signal to obtain the first mode by using the EMD algorithm;
- (2)
- Compute the difference signal;
- (3)
- Decompose to obtain the first mode and define the second mode by
- (4)
- For k= 2, …, K, calculate the k-th residue and obtain the first mode. Define the (k+1)-th mode as follows:
- (5)
- Repeat Step 4 until the residue contains no more than two extrema. The residue mode is then defined as:Therefore, the signal can be expressed as follows:
3. Filtering Method
3.1. Mutual Information
3.2. Identification of Relevant Mode
- (1)
- Obtain the new waveform by the difference between the original signal and the sum of IMFs, respectively.
- (2)
- Calculate the mutual information of adjacent new waveforms:
- (3)
- Identify the index of the relevant mode:
- (4)
- Obtain the filtered signal:
3.3. Application
4. Results and Discussions
4.1. Simulation Signal Filtering
- (1)
- Compare by using a different ensemble number under the condition that the amplitude of the added white noise is the same.
- (2)
- Compare using a different sample rate.
- (3)
- Compare by adding a different input signal-noise ratios () into the original signal, where is the output signal-noise ratio.
4.1.1. Ensemble Number
4.1.2. Different Sampling Rate
4.1.3. Different Input Signal-Noise Ratio
4.2. Friction Signal Filtering
- (1)
- Determine the integrated time series:
- (2)
- Divide into n length segments;
- (3)
- Determine the local trend by using least squares method fitting;
- (4)
- Obtain fluctuation function by subtracting from the integrated time series ;
- (5)
- Get different through different length segments;
- (6)
- Calculate the slope between and (the slope is called the fractal scaling index, represented as ), which is expressed by a power law as follows:
5. Conclusion
Author Contributions
Conflicts of interest
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Li, C.; Zhan, L.; Shen, L. Friction Signal Denoising Using Complete Ensemble EMD with Adaptive Noise and Mutual Information. Entropy 2015, 17, 5965-5979. https://doi.org/10.3390/e17095965
Li C, Zhan L, Shen L. Friction Signal Denoising Using Complete Ensemble EMD with Adaptive Noise and Mutual Information. Entropy. 2015; 17(9):5965-5979. https://doi.org/10.3390/e17095965
Chicago/Turabian StyleLi, Chengwei, Liwei Zhan, and Liqun Shen. 2015. "Friction Signal Denoising Using Complete Ensemble EMD with Adaptive Noise and Mutual Information" Entropy 17, no. 9: 5965-5979. https://doi.org/10.3390/e17095965
APA StyleLi, C., Zhan, L., & Shen, L. (2015). Friction Signal Denoising Using Complete Ensemble EMD with Adaptive Noise and Mutual Information. Entropy, 17(9), 5965-5979. https://doi.org/10.3390/e17095965