Empirical mode decomposition (EMD) is a newly developed tool to analyze nonlinear and non-stationary signals.It is used to decompose any signal into a finite number of time varying subband signals termed as intrinsic mode functions (IMFs). Such data adaptive decomposition is recently used in speech enhancement. This study presents the concept of EMD and its application to advanced speech signal processing paradigms including speech enhancement by soft-thresholding, voiced/unvoiced (V/Uv) speech discrimination and pitch estimation. The speech processing is frequently performed in the transformed domain and the transformation is usually achieved by traditional signal analysis techniques i.e. Fourier and wavelet transformations. These analysis methods employ priori basis function and it is not suitable for data adaptive analysis for non-stationary signal like speech. Recently, EMD is taken much attention for speech signal processing in data adaptive way. Several EMD based potential soft-thresholding algorithms for speech enhancement are discussed here. The V/Uv discrimination is an important concern in speech processing. It is usually performed by using acoustic features. The training data is used to determine the threshold for classification. The EMD based data adaptive thresholding approach is developed for V/Uv discrimination without any training phase. Noticeable improvement is achieved with the application of EMD in pitch estimation of noisy speech signals. The related experimental results are also presented to realize the effectiveness of EMD in advanced speech processing algorithms.