In this paper, we propose a time-frequency analysis
method to obtain instantaneous frequencies and
the corresponding decomposition by solving an
optimization problem. In this optimization problem,
the basis that is used to decompose the signal is
not known a priori. Instead, it is adapted to the
signal and is determined as part of the optimization
problem. In this sense, this optimization problem
can be seen as a dictionary adaptation problem,
in which the dictionary is adaptive to one signal
rather than a training set in dictionary learning. This
dictionary adaptation problem is solved by using
the augmented Lagrangian multiplier (ALM) method
iteratively. We further accelerate the ALM method in
each iteration by using the fast wavelet transform.
We apply our method to decompose several signals,
including signals with poor scale separation, signals
with outliers and polluted by noise and a real signal.
The results show that this method can give accurate
recovery of both the instantaneous frequencies and the
intrinsic mode functions.