The aim of this paper is to propose a method for online learning of time-varying graphs from noisy observations of smooth graph signals collected over the vertices. Starting from an initial graph, and assuming that the topology can undergo the perturbation of a small percentage of edges over time, the method is able to track the graph evolution by exploiting a small perturbation analysis of the Laplacian matrix eigendecomposition, while assuming that the graph signal is bandlimited. The proposed method alternates between estimating the time-varying graph signal and recovering the dynamic graph topology. Numerical results corroborate the effectiveness of the proposed learning strategy in the joint online recovery of graph signal and topology.
Online learning of time-varying signals and graphs
Sardellitti S.;
2021-01-01
Abstract
The aim of this paper is to propose a method for online learning of time-varying graphs from noisy observations of smooth graph signals collected over the vertices. Starting from an initial graph, and assuming that the topology can undergo the perturbation of a small percentage of edges over time, the method is able to track the graph evolution by exploiting a small perturbation analysis of the Laplacian matrix eigendecomposition, while assuming that the graph signal is bandlimited. The proposed method alternates between estimating the time-varying graph signal and recovering the dynamic graph topology. Numerical results corroborate the effectiveness of the proposed learning strategy in the joint online recovery of graph signal and topology.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.