Multivariate empirical mode decomposition and application to multichannel filtering

Empirical Mode Decomposition (EMD) is an emerging topic in signal processing research, applied in various practical fields due in particular to its data-driven filter bank properties. In this paper, a novel EMD approach called X-EMD (eXtended-EMD) is proposed, which allows for a straightforward decomposition of mono- and multivariate signals without any change in the core of the algorithm. Qualitative results illustrate the good behavior of the proposed algorithm whatever the signal dimension is. Moreover, a comparative study of X-EMD with classical mono- and multivariate methods is presented and shows its competitiveness. Besides, we show that X-EMD extends the filter bank properties enjoyed by monovariate EMD to the case of multivariate EMD. Finally, a practical application on multichannel sleep recording is presented.