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A novel method for decomposing a nonstationary signal into amplitude- and frequency-modulated (AM-FM) oscillations and discontinuous (jump) components is proposed. Current nonstationary signal decomposition methods are designed to either…

Signal Processing · Electrical Eng. & Systems 2024-07-11 Mojtaba Nazari , Anders Rosendal Korshøj , Naveed ur Rehman

In this paper, we introduce a sequential variational mode decomposition method to separate non-stationary mixed signals successively. This method is inspired by the variational method, and can precisely recover the original components one…

Signal Processing · Electrical Eng. & Systems 2021-03-11 Wei Chen

In this paper, a generic extension of variational mode decomposition (VMD) algorithm for multivariate or multichannel data sets is presented. We first define a model for multivariate modulated oscillations that is based on the presence of a…

Signal Processing · Electrical Eng. & Systems 2020-01-08 Naveed ur Rehman , Hania Aftab

Modern time series are usually composed of multiple oscillatory components, with time-varying frequency and amplitude contaminated by noise. The signal processing mission is further challenged if each component has an oscillatory pattern,…

Signal Processing · Electrical Eng. & Systems 2021-10-04 Marcelo A. Colominas , Hau-Tieng Wu

Signal decomposition (SD) approaches aim to decompose non-stationary signals into their constituent amplitude- and frequency-modulated components. This represents an important preprocessing step in many practical signal processing…

Signal Processing · Electrical Eng. & Systems 2022-09-05 Thomas Eriksen , Naveed ur Rehman

We introduce Variational Latent Mode Decomposition (VLMD), a new algorithm for extracting oscillatory modes and associated connectivity structures from multivariate signals. VLMD addresses key limitations of existing Multivariate Mode…

Machine Learning · Computer Science 2025-05-26 Manuel Morante , Naveed ur Rehman

A novel data-driven method of modal analysis for complex flow dynamics, termed as reduced-order variational mode decomposition (RVMD), has been proposed, combining the idea of the separation of variables and a state-of-the-art nonstationary…

Fluid Dynamics · Physics 2022-09-27 Zi-Mo Liao , Zhiye Zhao , Liang-Bing Chen , Zhen-Hua Wan , Nan-Sheng Liu , Xi-Yun Lu

Many real-life signals, such as gravitational wave measurements, biomedical signals, or geophysical data, are strongly non-stationary but can be decomposed into mono-component signals that contain only one active frequency over time. This…

Signal Processing · Electrical Eng. & Systems 2026-04-17 Jayanth Mouli , David Anderson , Antonio Cicone

Signal decomposition and multiscale signal analysis provide many useful tools for time-frequency analysis. We proposed a random feature method for analyzing time-series data by constructing a sparse approximation to the spectrogram. The…

Signal Processing · Electrical Eng. & Systems 2023-03-17 Nicholas Richardson , Hayden Schaeffer , Giang Tran

We introduce a new adaptive decomposition tool, which we refer to as Nonlinear Mode Decomposition (NMD). It decomposes a given signal into a set of physically meaningful oscillations for any waveform, simultaneously removing the noise. NMD…

Numerical Analysis · Mathematics 2015-10-07 Dmytro Iatsenko , Peter V. E. McClintock , Aneta Stefanovska

We propose a new solution to the blind source separation problem that factors mixed time-series signals into a sum of spatiotemporal modes, with the constraint that the temporal components are intrinsic mode functions (IMF's). The key…

Numerical Analysis · Mathematics 2018-06-25 Seth M. Hirsh , Bingni W. Brunton , J. Nathan Kutz

Variational mode decomposition (VMD) and its extensions like Multivariate VMD (MVMD) decompose signals into ensembles of band-limited modes with narrow central frequencies. These methods utilize Fourier transformations to shift signals…

Information Theory · Computer Science 2025-01-17 Hao Jia , Pengfei Cao , Tong Liang , Cesar F. Caiafa , Zhe Sun , Yasuhiro Kushihashi , Grau A , Bolea Y , Feng Duan , Jordi Sole-Casals

We present a data-driven method for separating complex, multiscale systems into their constituent time-scale components using a recursive implementation of dynamic mode decomposition (DMD). Local linear models are built from windowed…

Systems and Control · Computer Science 2019-06-26 Daniel Dylewsky , Molei Tao , J. Nathan Kutz

Dynamic Mode Decomposition (DMD) is a data-driven decomposition technique extracting spatio-temporal patterns of time-dependent phenomena. In this paper, we perform a comprehensive theoretical analysis of various variants of DMD. We provide…

Numerical Analysis · Mathematics 2022-02-15 Tim Krake , Daniel Weiskopf , Bernhard Eberhardt

Dynamic Mode Decomposition (DMD) is a data-driven technique to identify a low dimensional linear time invariant dynamics underlying high-dimensional data. For systems in which such underlying low-dimensional dynamics is time-varying, a…

Signal Processing · Electrical Eng. & Systems 2020-04-09 Mustaffa Alfatlawi , Vaibhav Srivastava

We propose a new method for computing Dynamic Mode Decomposition (DMD) evolution matrices, which we use to analyze dynamical systems. Unlike the majority of existing methods, our approach is based on a variational formulation consisting of…

Numerical Analysis · Mathematics 2019-05-24 Omri Azencot , Wotao Yin , Andrea Bertozzi

The Dynamic-Mode Decomposition (DMD) is a well established data-driven method of finding temporally evolving linear-mode decompositions of nonlinear time series. Traditionally, this method presumes that all relevant dimensions are sampled…

Dynamical Systems · Mathematics 2021-01-13 Christopher W. Curtis , Daniel Jay Alford-Lago

The increasing penetration of renewable energy sources, characterised by low inertia and intermittent disturbances, presents substantial challenges to power system stability. As critical indicators of system stability, frequency dynamics…

Systems and Control · Electrical Eng. & Systems 2025-02-19 Xiao Li , Xinyi Wen , Benjamin Schäfer

The dynamic mode decomposition (DMD) has become a leading tool for data-driven modeling of dynamical systems, providing a regression framework for fitting linear dynamical models to time-series measurement data. We present a simple…

Numerical Analysis · Mathematics 2017-04-11 Travis Askham , J. Nathan Kutz

Dynamic Mode Decomposition (DMD) is a data-driven and model-free decomposition technique. It is suitable for revealing spatio-temporal features of both numerically and experimentally acquired data. Conceptually, DMD performs a…

Fluid Dynamics · Physics 2020-12-18 Tim Krake , Stefan Reinhardt , Marcel Hlawatsch , Bernhard Eberhardt , Daniel Weiskopf
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