An improved Empirical Mode Decomposition(EMD) method adding high frequency harmonic wave with self-adaption is put forward, aiming to address the problem of the mode aliasing in the original empirical mode decomposition algorithm. The method tries to extract the highest frequency component of the original signal and adds it to the original signal. The simulation shows that the improved EMD algorithm could solve both the mode aliasing problem and the problem that the frequency of adding wave is difficult to determine.