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On the Practical Use of Blaschke Decomposition in Nonstationary Signal Analysis

arXiv 2508.10861 ↗First posted 14 Aug 2025stat.ME math.CV physics.data-ancited by 1

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Abstract (arXiv)

The Blaschke decomposition-based algorithm, em Phase Dynamics Unwinding (PDU), possesses several attractive theoretical properties, including fast convergence, effective decomposition, and multiscale analysis. However, its application to real-world signal decomposition tasks encounters notable challenges. In this work, we propose two techniques, divide-and-conquer via tapering and cumulative summation (cumsum), to handle complex trends and amplitude modulations and the mode-mixing caused by winding. The resulting method, termed em windowed PDU, enhances PDU's performance in practical decomposition tasks. We validate our approach through both simulated and real-world signals, demonstrating its effectiveness across diverse scenarios.

Key facts. Cited by 1 paper in the map (data through 14 Oct 2026). First posted on arXiv 14 Aug 2025.

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