Signal denoising is one of the most important issues in signal processing, and various techniques have been proposed to address this issue. A combined method involving wavelet decomposition and multiscale principal component analysis (MSPCA) has been proposed and exhibits a strong signal denoising performance. This technique takes advantage of several signals that have similar noises to conduct denoising; however, noises are usually quite different between signals, and wavelet decomposition has limited adaptive decomposition abilities for complex signals. To address this issue, we propose a signal denoising method based on ensemble empirical mode decomposition (EEMD) and MSPCA. The proposed method can conduct MSPCA-based denoising for a single signal compared with the former MSPCA-based denoising methods. The main steps of the proposed denoising method are as follows: First, EEMD is used for adaptive decomposition of a signal, and the variance contribution rate is selected to remove components with high-frequency noises. Subsequently, the Hankel matrix is constructed on each component to obtain a higher order matrix, and the main score and load vectors of the PCA are adopted to denoise the Hankel matrix. Next, the PCA-denoised component is denoised using soft thresholding. Finally, the stacking of PCA- and soft thresholding-denoised components is treated as the final denoised signal. Synthetic tests demonstrate that the EEMD-MSPCA-based method can provide good signal denoising results and is superior to the low-pass filter, wavelet reconstruction, EEMD reconstruction, Hankel–SVD, EEMD-Hankel–SVD, and wavelet-MSPCA-based denoising methods. Moreover, the proposed method in combination with the AIC picking method shows good prospects for processing microseismic waves.

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