A compressive sensing based approach for estimating stochastic process power spectra subject to missing data

Research output: Chapter in book/report/conference proceedingConference contributionResearchpeer review

Authors

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  • University of Liverpool
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Details

Original languageEnglish
Title of host publicationProceedings of the 9th International Conference on Structural Dynamics, EURODYN 2014
EditorsA. Cunha, P. Ribeiro, E. Caetano, G. Muller
Pages2995-2999
Number of pages5
ISBN (electronic)9789727521654
Publication statusPublished - 2014
Externally publishedYes
Event9th International Conference on Structural Dynamics, EURODYN 2014 - Porto, Portugal
Duration: 30 Jun 20142 Jul 2014

Publication series

NameProceedings of the International Conference on Structural Dynamic , EURODYN
Volume2014-January
ISSN (Print)2311-9020

Abstract

A compressive sensing (CS) based approach for power spectrum estimation of stationary stochastic processes subject to missing data is developed. In general, stochastic process records such as wind and wave excitations can often be represented with relative sparsity in the frequency domain. Relying on this attribute, a CS framework can be applied to reconstruct a signal that contains sampling gaps, possibly occurring for reasons such as sensor failures, data corruption, limited bandwidth/storage capacity, and power outages. Specifically, first a Fourier basis is selected for the recorded signal expansion. Next, an L1-norm minimization procedure is performed for obtaining the sparsest Fourier based representation of the signal. Finally, power spectrum estimates are derived from the determined expansion coefficients directly circumventing reconstruction of the signal in the time domain. The technique is shown to estimate successfully the essential features such as the dominant spectral peaks of the recorded processes' power spectra. Further, it appears to be efficient even in cases with 75% missing data demonstrating superior performance in comparison with alternative existing techniques. A significant advantage of the approach relates to the fact that it performs satisfactorily even in the presence of noise. Several numerical examples demonstrate the versatility and reliability of the approach.

Keywords

    Compressive sensing, Missing data, Power spectrum estimation, Stochastic processes

ASJC Scopus subject areas

Cite this

A compressive sensing based approach for estimating stochastic process power spectra subject to missing data. / Comerford, Liam; Kougioumtzoglou, Ioannis A.; Beer, Michael.
Proceedings of the 9th International Conference on Structural Dynamics, EURODYN 2014. ed. / A. Cunha; P. Ribeiro; E. Caetano; G. Muller. 2014. p. 2995-2999 (Proceedings of the International Conference on Structural Dynamic , EURODYN; Vol. 2014-January).

Research output: Chapter in book/report/conference proceedingConference contributionResearchpeer review

Comerford, L, Kougioumtzoglou, IA & Beer, M 2014, A compressive sensing based approach for estimating stochastic process power spectra subject to missing data. in A Cunha, P Ribeiro, E Caetano & G Muller (eds), Proceedings of the 9th International Conference on Structural Dynamics, EURODYN 2014. Proceedings of the International Conference on Structural Dynamic , EURODYN, vol. 2014-January, pp. 2995-2999, 9th International Conference on Structural Dynamics, EURODYN 2014, Porto, Portugal, 30 Jun 2014. <https://paginas.fe.up.pt/~eurodyn2014/CD/author.html?q=_beerm_&a=M.%20Beer>
Comerford, L., Kougioumtzoglou, I. A., & Beer, M. (2014). A compressive sensing based approach for estimating stochastic process power spectra subject to missing data. In A. Cunha, P. Ribeiro, E. Caetano, & G. Muller (Eds.), Proceedings of the 9th International Conference on Structural Dynamics, EURODYN 2014 (pp. 2995-2999). (Proceedings of the International Conference on Structural Dynamic , EURODYN; Vol. 2014-January). https://paginas.fe.up.pt/~eurodyn2014/CD/author.html?q=_beerm_&a=M.%20Beer
Comerford L, Kougioumtzoglou IA, Beer M. A compressive sensing based approach for estimating stochastic process power spectra subject to missing data. In Cunha A, Ribeiro P, Caetano E, Muller G, editors, Proceedings of the 9th International Conference on Structural Dynamics, EURODYN 2014. 2014. p. 2995-2999. (Proceedings of the International Conference on Structural Dynamic , EURODYN).
Comerford, Liam ; Kougioumtzoglou, Ioannis A. ; Beer, Michael. / A compressive sensing based approach for estimating stochastic process power spectra subject to missing data. Proceedings of the 9th International Conference on Structural Dynamics, EURODYN 2014. editor / A. Cunha ; P. Ribeiro ; E. Caetano ; G. Muller. 2014. pp. 2995-2999 (Proceedings of the International Conference on Structural Dynamic , EURODYN).
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