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Some recent methods, like the empirical mode decomposition (EMD), propose to decompose a signal accordingly to its contained information. Even though its adaptability seems useful for many applications, the main issue with this approach is its lack of theory. This paper presents a new approach to build adaptive wavelets. The main idea is to extract the different modes of a signal by designing an appropriate wavelet filter bank. This construction leads us to a new wavelet transform, called the empirical wavelet transform. Many experiments are presented showing the usefulness of this method compared to the classic EMD.
Jérôme Gilles (Thu,) studied this question.