VEXPA: Validated EXPonential Analysis through regular sub-sampling

Citation

Briani M, Cuyt A, Knaepkens F & Lee W (2020) VEXPA: Validated EXPonential Analysis through regular sub-sampling. Signal Processing, 177, Art. No.: 107722. https://doi.org/10.1016/j.sigpro.2020.107722

Abstract
We present a procedure that adds a number of desirable features to standard exponential analysis algorithms , among which output reliability, a divide-and-conquer approach, the automatic detection of the exponential model order, robustness against some outliers, and the possibility to parallelize the analysis. The key enabler for these features is the introduction of uniform sub-Nyquist sampling through decima-tion of the dense signal data. We actually make use of possible aliasing effects to recondition the problem statement rather than that we avoid aliasing. In Section 2 the standard exponential analysis is described, including a sensitivity analysis. In Section 3 the ingredients for the new approach are collected, of which good use is made in Section 4 where we essentially bring everything together in what we call VEXPA. Some numerical examples of the new procedure illustrate in Section 5 that the additional features are indeed realized and that VEXPA is a valuable add-on to any stand-alone exponential analysis. While returning a lot of additional output, it maintains a favourable comparison to the CRLB of the underlying method, for which we here choose a matrix pencil method. Moreover, the output reliability of VEXPA is similar to that of atomic norm minimization, whereas its computational complexity is far less.

Keywords
Exponential analysis; sub-Nyquist sampling; uniform sampling; noise handling; Padé-Laplace; Froissart doublets

Journal
Signal Processing: Volume 177

• Vexpa