The paper proposes an approach to signal denoising based on a combination of Variational Mode Decomposition with the Split Augmented Lagrangian Shrinkage Algorithm.
In our research, we found that the proposed approach gives a great improvement of denoising gyroscopic signals. In turn, the results for the synthetic signals are not straightforward. For the bumps synthetic signals, the proposed algorithm gives the best results for different levels of signal degradation. While for the Doppler and blocks synthetic signals the reference methods give better results. However, for heavisine test signal the proposed algorithm gives better results in almost all cases.
A weak point of the presented algorithm is its time complexity. The proposed approach is based on the Split Augmented Lagrangian Shrinkage Algorithm, which is the iterative optimization method since the time of computation strongly depends on the number of iterations.
The presented results show that the proposed approach gives a great improvement in signal denoising and it is a promising direction of future research.