A two-level method for sparse time-frequency representation of multiscale data
Based on the recently developed data-driven time-frequency analysis (Hou and Shi, 2013), we propose a two-level method to look for the sparse time-frequency decomposition of multiscale data. In the two-level method, we first run a local algorithm to get a good approximation of the instantaneous frequency. We then pass this instantaneous frequency to the global algorithm to get an accurate global intrinsic mode function (IMF) and instantaneous frequency. The two-level method alleviates the difficulty of the mode mixing to some extent. We also present a method to reduce the end effects.
© Science China Press and Springer-Verlag GmbH Germany 2017. This work was supported by National Science Foundation of USA (Grants Nos. DMS-1318377 and DMS-1613861) and National Natural Science Foundation of China (Grant Nos. 11371220, 11671005, 11371173, 11301222 and 11526096). Dedicated to Professor LI TaTsien on the Occasion of His 80th Birthday.