Robust Linear Spectral Unmixing using Anomaly Detection

This paper presents a Bayesian algorithm for linear spectral unmixing of hyperspectral images that accounts for anomalies present in the data. The model proposed assumes that the pixel reflectances are linear mixtures of unknown endmembers, corrupted by an additional nonlinear term modelling anomalies and additive Gaussian noise. A Markov random field is used for anomaly detection based on the spatial and spectral structures of the anomalies. This allows outliers to be identified in particular regions and wavelengths of the data cube. A Bayesian algorithm is proposed to estimate the parameters involved in the model yielding a joint linear unmixing and anomaly detection algorithm. Simulations conducted with synthetic and real hyperspectral images demonstrate the accuracy of the proposed unmixing and outlier detection strategy for the analysis of hyperspectral images

Bayesian Lower Bounds for Dense or Sparse (Outlier) Noise in the RMT Framework

Robust estimation is an important and timely research subject. In this paper, we investigate performance lower bounds on the mean-square-error (MSE) of any estimator for the Bayesian linear model, corrupted by a noise distributed according to an i.i.d. Student's t-distribution. This class of prior parametrized by its degree of freedom is relevant to modelize either dense or sparse (accounting for outliers) noise. Using the hierarchical Normal-Gamma representation of the Student's t-distribution, the Van Trees' Bayesian Cram\'er-Rao bound (BCRB) on the amplitude parameters is derived. Furthermore, the random matrix theory (RMT) framework is assumed, i.e., the number of measurements and the number of unknown parameters grow jointly to infinity with an asymptotic finite ratio. Using some powerful results from the RMT, closed-form expressions of the BCRB are derived and studied. Finally, we propose a framework to fairly compare two models corrupted by noises with different degrees of freedom for a fixed common target signal-to-noise ratio (SNR). In particular, we focus our effort on the comparison of the BCRBs associated with two models corrupted by a sparse noise promoting outliers and a dense (Gaussian) noise, respectively

A sub-Nyquist co-prime sampling music spectral approach for natural frequency identification of white-noise excited structures

Motivated by practical needs to reduce data transmission payloads in wireless sensors for vibration-based monitoring of civil engineering structures, this paper proposes a novel approach for identifying resonant frequencies of white-noise excited structures using acceleration measurements acquired at rates significantly below the Nyquist rate. The approach adopts the deterministic co-prime sub-Nyquist sampling scheme, originally developed to facilitate telecommunication applications, to estimate the autocorrelation function of response acceleration time-histories of low-amplitude white-noise excited structures treated as realizations of a stationary stochastic process. This is achieved without posing any sparsity conditions to the signals. Next, the standard MUSIC algorithm is applied to the estimated autocorrelation function to derive a denoised super-resolution pseudo-spectrum in which natural frequencies are marked by prominent spikes. The accuracy and applicability of the proposed approach is numerically assessed using computer-generated noise-corrupted acceleration time-history data obtained by a simulation-based framework pertaining to a white-noise excited structural system with two closely-spaced modes of vibration carrying the same amount of energy, and a third isolated weakly excited vibrating mode. All three natural frequencies are accurately identified by sampling at as low as 78% below Nyquist rate for signal to noise ratio as low as 0dB (i.e., energy of additive white noise equal to the signal energy), suggesting that the proposed approach is robust and noise-immune while it can reduce data transmission requirements in acceleration wireless sensors for natural frequency identification of engineering structures