The empirical mode decomposition (EMD) is reviewed and some questions related to its effective performance are discussed. Its interpretation in terms of AM/FM modulation is done. Solutions for its drawbacks are proposed. Numerical simulations are carried out to empirically evaluate the proposed modified EMD. r

Abstract.A definition of the fractional Brownian motion based on the fractional differintegrator characteristics is proposed and studied. It is shown that the model enjoys the usually required properties. A discrete-time version based in the backward difference and in the bilinear transformation is considered. Some results are presented.

No abstract

The definition and simulation of fractional Brownian motion are considered from the point of view of a set of coherent fractional derivative definitions. To do it, two sets of fractional derivatives are considered: (a) the forward and backward and (b) the central derivatives, together with two representations: generalised difference and integral. It is shown that for these derivatives the corresponding autocorrelation functions have the same representations. The obtained results are used to define a fractional noise and, from it, the fractional Brownian motion. This is studied. The simulation problem is also considered.