The empirical mode decomposition (EMD) has seen widespread use for analysis of nonlinear and nonstationary time-series. Despite some practical success, it lacks a firm theoretical foundation. This work addresses this. The original EMD algorithm is slightly modified, in a way that facilitates its analysis. We prove three theorems that give conditions for the convergence and time scale separation of the EMD for stationary, band-limited signals.
Stephen D. Hawley, Les E. Atlas, Howard J. Chizeck