Robust Parameter Estimation of Contaminated Damped Exponentials /Author=Xie, Youye; Liu, Dehong; Mansour, Hassan; Boufounos, Petros T. /CreationDate=April 25, 2020 /Subject=Computational Sensing, Optimization, Signal Processing

Parameter estimation of damped exponential signals has wide applications including fault detection and system parameter identification, etc. However, existing methods for estimating parameters of damped exponentials are either sensitive to noise or restricted to dealing with a certain type of noise such as Gaussian noise. In this paper we aim to estimate parameters of damped exponentials from contaminated signal, i.e., a mixture of damped exponentials, random Gaussian noise, and spike interference. We propose two robust approaches, a convex one solved by the alternating direction method of multipliers (ADMM) and a non-convex one solved by coordinate descent, to recovering a low-rank Hankel matrix of damped exponentials from noisy measurements for further parameter estimation using the matrix pencil technique. Numerical experiments show that our proposed methods outperform classical ones in detecting small damped fault signatures from noisy measurements. While the convex approach is amenable to theoretical analysis and global convergence guarantees, the non-convex one exhibits more robustness and computational efficiency IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP) This work may not be copied or reproduced in whole or in part for any commercial purpose. Permission to copy in whole or in part without payment of fee is granted for nonprofit educational and research purposes provided that all such whole or partial copies include the following: a notice that such copying is by permission of Mitsubishi Electric Research Laboratories, Inc.; an acknowledgment of the authors and individual contributions to the work; and all applicable portions of the copyright notice. Copying, reproduction, or republishing for any other purpose shall require a license with payment of fee to Mitsubishi Electric Research Laboratories, Inc. All rights reserved. Copyright c © Mitsubishi Electric Research Laboratories, Inc., 2020 201 Broadway, Cambridge, Massachusetts 02139 ROBUST PARAMETER ESTIMATION OF CONTAMINATED DAMPED EXPONENTIALS Youye Xie , Dehong Liu, Hassan Mansour, and Petros T. Boufounos Department of Electrical Engineering, Colorado School of Mines, Golden, CO, USA 2 Mitsubishi Electric Research Laboratories (MERL), Cambridge, MA, USA ABSTRACT Parameter estimation of damped exponential signals has wide applications including fault detection and system parameter identification, etc. However, existing methods for estimating parameters of damped exponentials are either sensitive to noise or restricted to dealing with a certain type of noise such as Gaussian noise. In this paper we aim to estimate parameters of damped exponentials from contaminated signal, i.e., a mixture of damped exponentials, random Gaussian noise, and spike interference. We propose two robust approaches, a convex one solved by the alternating direction method of multipliers (ADMM) and a non-convex one solved by coordinate descent, to recovering a low-rank Hankel matrix of damped exponentials from noisy measurements for further parameter estimation using the matrix pencil technique. Numerical experiments show that our proposed methods outperform classical ones in detecting small damped fault signatures from noisy measurements. While the convex approach is amenable to theoretical analysis and global convergence guarantees, the non-convex one exhibits more robustness and computational efficiency.