htFIF-dFIF

Hard Thresholding Fast Iterative Filtering (htFIF) and Direct Fast Iterative Filtering (dFIF)

htFIF and dFIF

Hard Thresholding Fast Iterative Filtering (htFIF) Direct Fast Iterative Filtering (dFIF) for the decompostion of nonstationary signals

Please refer to Example_1.m and Example_4.m for examples of how to use the code and the paper A. Cicone. 'Iterative Filtering as a direct method for the decomposition of non-stationary signals' ArXiv http://arxiv.org/abs/1811.03536

It works only for periodical extension at the boundaries, but is made fast thanks to the FFT.

Please cite our work: A. Cicone, J. Liu, H. Zhou. Adaptive Local Iterative Filtering for Signal Decomposition and Instantaneous Frequency analysis. Applied and Computational Harmonic Analysis, Volume 41, Issue 2, September 2016, Pages 384-411. doi:10.1016/j.acha.2016.03.001 Arxiv http://arxiv.org/abs/1411.6051

A. Cicone. Nonstationary signal decomposition for dummies. Chapter in the book: Advances in Mathematical Methods and High Performance Computing. Springer, 2019. ArXiv https://arxiv.org/abs/1710.04844

A. Cicone, H. Zhou. Numerical Analysis for Iterative Filtering with New Efficient Implementations Based on FFT. ArXiv http://arxiv.org/abs/1802.01359

A. Cicone. 'Iterative Filtering as a direct method for the decomposition of non-stationary signals' ArXiv http://arxiv.org/abs/1811.03536