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多分辨希尔伯特—黄(Hilbert-Huang)变换方法的研究
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摘要
Hilbert-Huang变换是一种新的分析非线性非平稳信号的时频分析方法。
    这种方法的关键部分是经验模态分解方法,任何复杂信号都可以分解为有限数
    目并且具有一定物理定义的固有模态函数,利用Hilbert变换,求解每一阶固
    有模态函数的瞬时频率,从而得到信号的时频表示。
     本文讨论了瞬时频率的定义,详细论述了连续和离散瞬时频率的计算,
    同时比较了瞬时频率Fourier频率的异同点。由于瞬时频率是时间的函数,因
    此可以获得信号任意时刻的频率分布,利用瞬时频率的局部化特征可以有效地
    揭示信号的内在结构。瞬时频率只能对单分量估量才有意义,本文通过局部类
    比三类正弦信号获得了具有单分量信号特征的固有模态函数。瞬时频率在统计
    上与Fourier频率是相容的。
     通过经验模态分解方法可以获得一系列固有模态函数。这种分解方法直
    接从信号本身获取基函数的概念,因此具有自适应性和高效性,同时,也存在
    计算量大和模态混叠的缺点。本文在经验模态分解方法的基础上引入了多分辨
    分析技术,提出了分段固有模态函数,建立了多分辨经验模态分解方法,通过
    可调的时间矩形窗,对信号进行筛分,实现了信号的多尺度分解,并且显著地
    减小了计算量,增加了信号处理的实时性,有效地消除了固有模态函数中模态
    混叠现象。由于多分辨经验模态分解方法是基于信号的局部时间尺度特征的,
    因此该方法特别适合于分析非线性非平稳信号。利用Hilbert变换对分段固有
    模态函数求解瞬时频率,可以获得以分段固有模态函数为基函数的信号表示形
    式,它是一般化的Fourier级数形式。进一步可以得到信号的能量时频分布一
    11 if bert谱。结合多分辨经验模态分解方法和Hilbert谱分析方法,从而建立
    了多分辨Hilbert-Huang变换。由于引入了多分辨分析技术,使得Hilbert-
    IJuang变换既保留了小波变换中时频局部化的优点,同时又因为不需要基函
    数,克服了小坡变换中选择小波基的的困难。多分辨Hilbert-llunag变换对信
    号具有良好的局部化、自适应和分析的结果的直观性。
     本文结合Fourier变换和小波变换,从非线性系统和非平稳信号两方面
    入手,列举了多分辨Hilbert-Huang变换在多个领域的应用,大量的实例说明
    该方法的有效性。
Hilbert-Huang transform (HHT) is a new two-step time-frequency analytic method to analyze the nonlinear and the non-stationary signal. The key step of this method is the empirical mode decomposition (EMD) method with which any complicated data set can be decomposed into a finite and often small number of intrinsic mode functions (IMF). Using Hilbert transform to those IMF components can yield instantaneous frequency, the final presentation of this results is an energy-frequency-time distribution, designated as the Hilbert spectrum.
    This paper discussed the definition of instantaneous frequency and it's calculation in continuous and discrete time. Instantaneous frequency is function of time that gives sharp identification of imbedded structures in signal. Obtaining meaningful instantaneous frequency hove to be restricted to the mono-component signal, for multi-component signal, it is necessary to decompose this signal into the combination of some mono-component signals. In this paper, based on the local properties of signal, define a class of function designated as intrinsic mode function i in which the instantaneous frequency can be defined everywhere.
    The empirical mode decomposition Method is adaptive and highly efficient, meanwhile, this method is time consuming and may run into difficulties when the data contains intermittence which will cause mode mixing. This paper invokes the multi-resolution analytic technology into the EMD, develops the sectional intrinsic mode function and constructs multi-resolution EMD method (MEMD). Using a series of adjustable time windows to control the shifting process can yield a multi-scale decomposition of signal. The MEMD method can notable decrease the time consuming and efficiently overcome the mode mixing. Since this decomposition is based on the local characteristic time scale of the signal, it is applicable to nonlinear
    r
    and non-stationary process. Using Hilbert transform to those sectional IMF components can obtain the presentation of signal that represents a generalized Fourier expansion. Furthermore yield the Hilbert spectrum.
    Combination of the MEMD method and the Hilbert spectrum method sets up
    v
    the multi-resolution Hilbert-Huang transform (MHHT). The MHHT not only provides a more precise definition of particular events in time-frequent space than wavelet analysis, but also provides a more physically meaningful interpretation of the underlying dynamic processes and overcomes the difficult to choose the wavelet in wavelet transform.
     In this paper, examples from the numerical results of the classical nonlinear equation system and data representing natural phenomena are given to demonstrate the power of this new meshed .those results can clarity the advance and efficient of this method.
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