Add Impersonation rights for Exchange server

Prerequisites:

The following prerequisites are required to configure Exchange Impersonation:
Administrative credentials for the computer that is running Exchange 2010, 2013, 2016 and 2019 that has the Client Access server role installed.
Domain Administrator credentials, or other credentials with the permission to create and assign roles and scopes.
Remote PowerShell installed on the computer from which you will run the commands.

The mailbox user (with Administrative credentials) must be mounted for a successful connection via EdbMails
"ManagementRoleAssignment" must be assigned to the mailbox user to which you assign the Impersonation rights 
Know the steps to set Impersonation Rights using Exchange cmdlet

On the machine where you have installed your Exchange Server, Open the browser (preferably Chrome) and type the URL: https://localhost/ecp.
Ignore the unsafe error and click the "Proceed to localhost (unsafe)" link as shown below.

Enter the login credentials of your Administrator account with the domain name in the "Exchange Admin Center" login screen as shown below.

Click on "Permissions" tab and then double click on the "Discovery Management" as shown below.

On the screen that appears, add "ApplicationImpersonation" Role and then add "Administrator" (the user account for which you want to Impersonate) as Member. Click '+' if you want to add the members who are having the administrator rights as shown below.

Click the "Save" button to complete the Impersonation Rights setting.

See also:

MS Technet on New-ManagementRoleAssignment cmdlet, in Exchange Server 2010
MS Technet on New-ManagementRoleAssignment cmdlet, in Exchange Server 2013
MS Technet on New-ManagementRoleAssignment cmdlet, in Exchange Server 2016 and Exchange Online