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It is a effective way to building a digital filter based on EMD. But it can't get better result because of the end effect. According to the problem, SVM is used to improve EMD in the article. Firstly, proceed the border extension on the original data, and then do empirical mode decomposition, delete the extension part at last. By this way, the problem of end effect can be resolved. The simulation result proved that a good filtering effect could be got when the digital-filter based on improved EMD was used to filter the nonlinear and non-stationary signal.