Successive Jump and Mode Decomposition (SJMD)

SJMD decomposes the univariate (or multivariate) signal into jumps and multiple oscillatory components.

Successive (Multivariate) Jump and Mode Decomposition (S(M)JMD) is the successive extension of (Multivariate) Jump Plus AM-FM Mode Decomposition ((M)JMD), a method to successively decomposing nonstationary (multi/single channel) signals into amplitude- and frequency-modulated (AMFM) oscillations and jump components. Unlike existing JMD and MJMD methods, S(M)JMD employ a successive optimization-based scheme that jointly handle AM-FM oscillations and jump discontinuities without the need to predefine K. This code is compatible with both the single channel and multichannel signals.