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To effectively utilize a feature set to further improve fault diagnosis of a rolling bearing vibration signal, a method based on multi-fractal detrended fluctuation analysis (MF-DFA) and smooth intrinsic time-scale decomposition (SITD) was proposed. The vibration signal was decomposed into several proper rotation components by applying this new SITD method to overcome noise effects, preserve the effective signal, and improve the signal-to-noise ratio. Wavelet analysis was embedded in iteration procedures of intrinsic time-scale decomposition (ITD). For better results, an adaptive threshold function was used for signal recovery from noisy proper rotation components in the wavelet domain. Additionally, MF-DFA was used to reveal the multi-fractality present in the instantaneous amplitude of the proper rotation components. Finally, linear local tangent space alignment was applied for feature dimension reduction and to obtain fault characteristics of different types, further improving identification accuracy. The performance of the proposed method is determined to be superior to that of the ITD-MF-DFA method.