On Holo-Hilbert Spectral Analysis: A Full Informational Spectral Representation for Nonlinear and Non-Stationary Data

• Published in: Philosophical transactions of the Royal Society of London. Series A: Mathematical, physical, and engineering sciences physical, and engineering sciences, 2016-04, Vol.374 (2065), p.20150206-20150206
• Main Authors: Huang, Norden E., Hu, Kun, Yang, Albert C. C., Chang, Hsing-Chih, Jia, Deng, Liang, Wei-Kuang, Yeh, Jia Rong, Kao, Chu-Lan, Juan, Chi-Huang, Peng, Chung Kang, Meijer, Johanna H., Wang, Yung-Hung, Long, Steven R., Wu, Zhauhua
• Format: Article
• Language: English
• Subjects: Empirical Mode Decomposition; Hilbert-Huang Transform; Holo-Hilbert Spectral Analysis; Holo-Hilbert Spectrum; Instrumentation And Photography; Non-Stationary; Nonlinear; Numerical Analysis
• ISSN: 1364-503X; 1471-2962
• DOI: 10.1098/rsta.2015.0206

The Holo-Hilbert spectral analysis (HHSA) method is introduced to cure the deficiencies of traditional spectral analysis and to give a full informational representation of nonlinear and non-stationary data. It uses a nested empirical mode decomposition and Hilbert-Huang transform (HHT) approach to identify intrinsic amplitude and frequency modulations often present in nonlinear systems. Comparisons are first made with traditional spectrum analysis, which usually achieved its results through convolutional integral transforms based on additive expansions of an a priori determined basis, mostly under linear and stationary assumptions. Thus, for non-stationary processes, the best one could do historically was to use the time- frequency representations, in which the amplitude (or energy density) variation is still represented in terms of time. For nonlinear processes, the data can have both amplitude and frequency modulations (intra-mode and inter-mode) generated by two different mechanisms: linear additive or nonlinear multiplicative processes. As all existing spectral analysis methods are based on additive expansions, either a priori or adaptive, none of them could possibly represent the multiplicative processes. While the earlier adaptive HHT spectral analysis approach could accommodate the intra-wave nonlinearity quite remarkably, it remained that any inter-wave nonlinear multiplicative mechanisms that include cross-scale coupling and phase-lock modulations were left untreated. To resolve the multiplicative processes issue, additional dimensions in the spectrum result are needed to account for the variations in both the amplitude and frequency modulations simultaneously. HHSA accommodates all the processes: additive and multiplicative, intra-mode and inter-mode, stationary and nonstationary, linear and nonlinear interactions. The Holo prefix in HHSA denotes a multiple dimensional representation with both additive and multiplicative capabilities.