Practical implementation of Hilbert-Huang Transform algorithm

Hilbert-Huang Transform(HHT) is a newly developed powerful method for nonlinear and non-stationary time series analysis.The empirical mode decomposition is the key part of HHT,while its algorithm was protected by NASA as a US patent,which limits the wide application among the scientific community.Two approaches,mirror periodic and extrema extending methods,have been developed for handling the end effects of empirical mode decomposition.The implementation of the HHT is realized in detail to widen the application.The detailed comparison of the results from two methods with that from Huang et al.(1998,1999),and the comparison between two methods are presented.Generally,both methods reproduce faithful results as those of Huang et al.For mirror periodic method(MPM),the data are extended once forever.Ideally,it is a way for handling the end effects of the HHT,especially for the signal that has symmetric waveform.The extrema extending method(EEM) behaves as good as MPM,and it is better than MPM for the signal that has strong asymmetric waveform.However,it has to perform extrema exvelope extending every shifting process.