Grouping and Selecting Singular Spectrum Analysis Components for Denoising Via Empirical Mode Decomposition Approach

2019 
This paper proposes a threshold-free method for grouping and selecting the singular spectrum analysis (SSA) components for performing the signal denoising via the empirical mode decomposition (EMD) approach. First, the total number of the groups of the SSA components is selected to be the same as the total number of the intrinsic mode functions (IMFs) of the signal. The SSA components are assigned to the group where the absolute correlation coefficient between the IMF and the SSA component is the highest. This grouping method is implemented using the matching pursuit algorithm. Then, the groups of the SSA components are selected based on the selection criterion used in an existing EMD denoising method. As the EMD denoising approach is a time-domain approach and the SSA components are represented in the transformed domain, our proposed method exploits both the time-domain and the transformed-domain information for performing the denoising. Computer numerical simulation results show that the signal-to-noise ratios of common practical signals denoised by our proposed method are higher than those denoised by the existing methods.
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