资源描述：
《A Study of the Characteristics of White Noise》由会员上传分享，免费在线阅读，更多相关内容在学术论文-天天文库。
1、AStudyoftheCharacteristicsofWhiteNoiseUsingtheEmpiricalModeDecompositionMethod12ZhaohuaWuandNordenE.Huang1CenterforOcean-Land-AtmosphereStudies4041PowderMillRd.,Suite302Calverton,MD207052NASAGoddardSpaceFlightCenterCode971Greenbelt,MD20771E-mail:zhwu
2、@cola.iges.orgJanuary2003AbstractBasedonnumericalexperimentsonuniformlydistributedwhitenoiseusingtheEmpiricalModeDecomposition(EMD)method,wefindthattheEMDiseffectivelyadyadicfilter;thattheIntrinsicModeFunction(IMF)componentsareallnormallydistributed,
3、andthattheFourierspectraoftheIMFcomponentsareallidenticalandcoverthesameareaonsemi-logarithmperiodscale.WefurtherdeducethattheproductoftheenergydensityofIMFanditscorrespondingmeanperiodisaconstant,andthattheenergydensityfunctionisChi-squareddistribut
4、ed.WederivetheenergydensityspreadfunctionoftheIMFcomponents.Throughtheseresults,weestablishamethodtoassignstatisticalsignificanceofinformationcontentforIMFcomponentsfromanynoisydata.SouthernOscillationIndexdataareusedtoillustratethemethodologydevelop
5、edhere.1.IntroductionNoiseisaninevitablepartofourexistence.Inscientificstudy,noiseariesinmanyways:Itcouldbepartofthenaturalprocessesgeneratedbylocalandintermittentinstabilitiesandsub-gridphenomena;itcouldbepartoftheconcurrentphenomenaintheenvironment
6、wheretheinvestigationswereconducted;anditcouldalsobepartofthesensorsandrecordingsystems.Asaresult,whenwefacedata,dataisalwaysanamalgamationofsignalandnoise,x(t)=s(t)+n(t),(1)inwhichx(t)isourdata,ands(t)andn(t)areourtruesignalandnoiserespectively.Once
7、thenoisecontaminatesthedata,itisnotatrivialtasktoremoveit.Fortheobviouscases,whentheprocessesarelinearandthenoisehasadistincttimeorfrequencyscalesfromthoseofthetruesignal,Fourierfilterscanbeemployedtoseparatethenoisefromthesignal.But,filtermethodswil
8、lfailwhentheprocessesarenonlinear.Then,evenifthesignalandthenoisehavedistinctfundamentalfrequencies,theharmonicsofthesignalfundamentalcanstillmixwiththenoise.ThismixingofharmonicswithnoisewillrendertheFourierfilterineffectiveasanoiseseparatingmethod.
