Self-tuning Multivariate Variational Mode Decomposition
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摘要: 多元变分模态分解(MVMD)作为变分模态分解(VMD)的多元扩展,在继承VMD优点的同时,也存在其分解性能很大程度上依赖于两个预置参数——模态数量K 和惩罚系数$ \alpha $的问题。为此,该文提出一种自整定MVMD(SMVMD)算法。SMVMD采取了匹配追踪法的思想,通过频域的能量占比和模态正交性分别自适应地更新K和$ \alpha $。对仿真信号与真实案例的分析结果表明,所提SMVMD方法不仅有效解决了原MVMD的参数整定问题,而且表现出以下优势,(1) 与MVMD相比,SMVMD抗模态混叠的能力更强,且对噪声和$ \alpha $值的变化都具有更好的鲁棒性。(2) 与多元经验模态分解、快速多元经验模态分解和多元变分模态分解这些经典算法相比,SMVMD算法的分解误差最小,分解效果最好。Abstract: The Multivariate Variational Mode Decomposition (MVMD), being an extension of the Variational Mode Decomposition (VMD), inherits the merits of VMD. However, it encounters an issue wherein its decomposition performance relies heavily on two predefined parameters, the number of modes (K) and the penalty factor ($ \alpha $). To address this issue, a Self-tuning MVMD (SMVMD) algorithm is proposed. SMVMD employs the notion of matching pursuit to adaptively update K and $ \alpha $ based on energy occupation and mode orthogonality in the frequency domain, respectively. The experimented results of both simulated signals and real cases demonstrate that the proposed SMVMD not only effectively addresses the parameter rectification problem of the original MVMD, but also exhibits the following advantages: (1) SMVMD displays superior resilience to mode-mixing compared to MVMD, along with enhanced robustness to both noise and variations in $ \alpha $-value. (2) In comparison to the classical algorithms of multivariate empirical mode decomposition, fast multivariate empirical mode decomposition, and multivariate variational mode decomposition, SMVMD showcases the lowest decomposition error and the best decomposition effect.
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1 SMVMD算法
初始化:$ \{ u_{k,c}^1(\omega )\} ,\{ \omega _k^1\} ,n \leftarrow 0 $ 令$ k = 1,{{\mathbf{r}}_1}(\omega ) = {\mathbf{x}}(\omega ) $ while $ \left\| {{{\mathbf{r}}_{{k}}}(\omega )} \right\|_2^2/\left\| {{\mathbf{x}}(\omega )} \right\|_2^2 > \delta $ do 令n=1,初始化中心频率$ \{ \omega _k^1\} $ while $ \displaystyle\sum\limits_c {\dfrac{{||u_{k,c}^n(\omega ) - u_{k,c}^{n - 1}(\omega )||_2^2}}{{||u_{k,c}^{n - 1}(\omega )||_2^2}}} \gt \varepsilon $ do $ n \leftarrow n + 1 $ for $ c = 1:C $ do $ u_{k,c}^{n + 1}(\omega ) \leftarrow \dfrac{{{r_{k,c}}(\omega )}}{{1 + 2\alpha _c^n{{(\omega - \omega _k^n)}^2}}} $ end for $ \omega _k^{n + 1} \leftarrow \dfrac{{\displaystyle\sum\limits_c {\int\limits_0^\infty {\omega |u_{^{_{k,c}}}^{n + 1}(\omega ){|^2}{\text{d}}\omega } } }}{{\displaystyle\sum\limits_c {\int\limits_0^\infty {|u_{k,c}^{n + 1}(\omega ){|^2}{\text{d}}\omega } } }} $ for $ c = 1:C $do $ \alpha _c^{n + 1} = \alpha _c^n\dfrac{{u_{k,c}^{n + 1}{{(\omega )}^*}u_{k,c}^{n + 1}(\omega )}}{{u_{k,c}^{n + 1}{{(\omega )}^*}{r_{k,c}}(\omega )}} $ end for end while 令$ {u_{k,c}}(\omega ) = u_{k,c}^{n + 1}(\omega ),{\omega _k} = \omega _k^{n + 1} $,同时更新 $ {{\mathbf{r}}_{k + 1}}(\omega ) = {\mathbf{x}}(\omega ) - {{\mathbf{u}}_k}(\omega ) $ end while 表 1 4种算法的SAD值
算法 MVMD MEMD FMEMD SMVMD SAD 858.30 854.64 993.42 226.11 表 2 归一化相关系数与稀疏指数
模态 x1 x2 x3 x4 x5 x6 x7 x8 x9 ${\theta _{k,c}}$ u1 0.446 0.497 0.398 0.441 0.371 0.497 1 1 1 u2 1 1 1 1 1 1 0.491 0.419 0.493 SI u1 – – – – – – 0.8936 0.8853 0.8769 u2 0.9117 0.8818 0.8814 0.8866 0.8361 0.8306 - - - -
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