• The EMD will break down a signal into its component IMFs.
• An IMF is a function that:
  1. has only one extreme between zero crossings, and
  2. has a mean value of zero.
• In order to describe the process, we borrow from our poster the following section:

The Sifting Process

• The sifting process is what EMD uses to decomposes the signal into IMFs.
  The sifting process is as follows:
  For a signal X(t), let m₁ be the mean of its upper and lower envelopes as determined from a cubic-spline interpolation of local maxima and minima. The locality is determined by an arbitrary parameter; the calculation time and the effectiveness of the EMD depends greatly on such a parameter.
• The first component h₁ is computed:
  h₁=X(t)-m₁
• In the second sifting process, h1 is treated as the data, and m₁₁ is the mean of h₁’s upper and lower envelopes:
  h₁₁=h₁-m₁₁
• This sifting procedure is repeated k times, until h_1k is an IMF, that is:
  h_1(k-1)-m_1k=h_1k
• Then it is designated as c₁=h_1k, the first IMF component from the data, which contains the shortest period component of the signal. We separate it from the rest of the data: X(t)-c₁ = r₁ The procedure is repeated on r_j: r₁-c₂ = r₂,....,r_n-1 - c_n = r_n