Sparse Time-Frequency decomposition by dictionary learning

In this paper, we propose a time-frequency analysis method to obtain instantaneous frequencies and the corresponding decomposition by solving an optimization problem. In this optimization problem, the basis to decompose the signal is not known. Instead, it is adapted to the signal and is determined as part of the optimization problem. In this sense, this optimization problem can be seen as a dictionary learning problem. This dictionary learning problem is solved by using the Augmented Lagrangian Multiplier method (ALM) iteratively. We further accelerate the convergence of the ALM method in each iteration by using the fast wavelet transform. We apply our method to decompose several signals, including signals with poor scale separation, signals with outliers and polluted by noise and a real signal. The results show that this method can give accurate recovery of both the instantaneous frequencies and the intrinsic mode functions.

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