Hilbert-Huang Transform Implementation
Hilbert-Huang starts with empirical mode decomposition (EMD). I know one HHT code is available on Matlab central but I personally find it not very robust and extremely sensitive to edge effects. A more robust solution may be found here : http://perso.ens-lyon.fr/patrick.flandrin/emd.html

Once the EMD is performed, the missing step to complete HHT is the Hilbert transform which is fairly straight forward.

More details and links are mentioned in this post.