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Nonlinear time-varying spectral analysis: HHT and MODWPT. (English) Zbl 1192.65087

Summary: The time-frequency distribution has received a growing utilization for analysis and interpretation of nonlinear and nonstationary processes in a variety of fields. Among them, two methods, such as, the empirical mode decomposition (EMD) with Hilbert transform (HT) which is termed as the Hilbert-Huang Transform (HHT) and the Hilbert spectrum based on the maximal overlap discrete wavelet package transform (MODWPT), are fairly noteworthy. Comparisons of HHT and MODWPT in analyzing several typical nonlinear systems and examinations of the effectiveness using these two methods are illustrated. This study demonstrates that HHT can provide comparatively more accurate identifications of nonlinear systems than MODWPT.

MSC:

65K10 Numerical optimization and variational techniques
93B30 System identification
93E12 Identification in stochastic control theory
65T60 Numerical methods for wavelets
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