Successive Jump and Mode Decomposition

Fuente: arXiv
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Auteurs principaux: Nazari, Mojtaba, Korshøj, Anders Rosendal, Rehman, Naveed ur
Format: Preprint
Publié: 2025
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author Nazari, Mojtaba
Korshøj, Anders Rosendal
Rehman, Naveed ur
author_facet Nazari, Mojtaba
Korshøj, Anders Rosendal
Rehman, Naveed ur
contents We propose fully data-driven variational methods, termed successive jump and mode decomposition (SJMD) and its multivariate extension, successive multivariate jump and mode decomposition (SMJMD), for successively decomposing nonstationary signals into amplitude- and frequency-modulated (AM-FM) oscillations and jump components. Unlike existing methods that treat oscillatory modes and jump discontinuities separately and often require prior knowledge of the number of components (K) -- which is difficult to obtain in practice -- our approaches employ successive optimization-based schemes that jointly handle AM-FM oscillations and jump discontinuities without the need to predefine K. Empirical evaluations on synthetic and real-world datasets demonstrate that the proposed algorithms offer superior accuracy and computational efficiency compared to state-of-the-art methods.
format Preprint
id arxiv_https___arxiv_org_abs_2504_08453
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Successive Jump and Mode Decomposition
Nazari, Mojtaba
Korshøj, Anders Rosendal
Rehman, Naveed ur
Signal Processing
We propose fully data-driven variational methods, termed successive jump and mode decomposition (SJMD) and its multivariate extension, successive multivariate jump and mode decomposition (SMJMD), for successively decomposing nonstationary signals into amplitude- and frequency-modulated (AM-FM) oscillations and jump components. Unlike existing methods that treat oscillatory modes and jump discontinuities separately and often require prior knowledge of the number of components (K) -- which is difficult to obtain in practice -- our approaches employ successive optimization-based schemes that jointly handle AM-FM oscillations and jump discontinuities without the need to predefine K. Empirical evaluations on synthetic and real-world datasets demonstrate that the proposed algorithms offer superior accuracy and computational efficiency compared to state-of-the-art methods.
title Successive Jump and Mode Decomposition
topic Signal Processing
url https://arxiv.org/abs/2504.08453