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A unitary shift operator (GSO) for signals on a graph is introduced, which exhibits the desired property of energy preservation over both backward and forward graph shifts. For rigour, the graph differential operator is also derived in an analytical form. The commutativity relation of the shift operator with the Fourier transform is next explored in conjunction with the proposed GSO to introduce a graph discrete Fourier transform (GDFT) which, unlike existing approaches, ensures the orthogonality of GDFT bases and admits a natural frequency-domain interpretation. The proposed GDFT is shown to allow for a coherent definition of the graph discrete Hilbert transform (GDHT) and the graph analytic signal. The advantages of the proposed GSO are demonstrated through illustrative examples.
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A class of doubly stochastic graph shift operators (GSO) is proposed, which is shown to exhibit: (i) lower and upper $L_{2}$-boundedness for locally stationary random graph signals; (ii) $L_{2}$-isometry for textit{i.i.d.} random graph signals with the asymptotic increase in the incoming neighbourhood size of vertices; and (iii) preservation of the mean of any graph signal. These properties are obtained through a statistical consistency analysis of the graph shift, and by exploiting the dual role of the doubly stochastic GSO as a Markov (diffusion) matrix and as an unbiased expectation operator. Practical utility of the class of doubly stochastic GSOs is demonstrated in a real-world multi-sensor signal filtering setting.
Approximate joint diagonalization of a set of matrices provides a powerful framework for numerous statistical signal processing applications. For non-unitary joint diagonalization (NUJD) based on the least-squares (LS) criterion, outliers, also referred to as anomaly or discordant observations, have a negative influence on the performance, since squaring the residuals magnifies the effects of them. To solve this problem, we propose a novel cost function that incorporates the soft decision-directed scheme into the least-squares algorithm and develops an efficient algorithm. The influence of the outliers is mitigated by applying decision-directed weights which are associated with the residual error at each iterative step. Specifically, the mixing matrix is estimated by a modified stationary point method, in which the updating direction is determined based on the linear approximation to the gradient function. Simulation results demonstrate that the proposed algorithm outperforms conventional non-unitary diagonalization algorithms in terms of both convergence performance and robustness to outliers.
In this article we demonstrate how graph theory can be used to identify those stations in the London underground network which have the greatest influence on the functionality of the traffic, and proceed, in an innovative way, to assess the impact of a station closure on service levels across the city. Such underground network vulnerability analysis offers the opportunity to analyse, optimize and enhance the connectivity of the London underground network in a mathematically tractable and physically meaningful manner.
We present a framework for the optimal filtering of spherical signals contaminated by realizations of an additive, zero-mean, uncorrelated and anisotropic noise process on the sphere. Filtering is performed in the wavelet domain given by the scale-discretized wavelet transform on the sphere. The proposed filter is optimal in the sense that it minimizes the mean square error between the filtered wavelet representation and wavelet representation of the noise-free signal. We also present a simplified formulation of the filter for the case when azimuthally symmetric wavelet functions are used. We demonstrate the use of the proposed optimal filter for denoising of an Earth topography map in the presence of additive, zero-mean, uncorrelated and white Gaussian noise, and show that the proposed filter performs better than the hard thresholding method and weighted spherical harmonic~(weighted-SPHARM) signal estimation framework.
We present spatial-Slepian transform~(SST) for the representation of signals on the sphere to support localized signal analysis. We use well-optimally concentrated Slepian functions, obtained by solving the Slepian spatial-spectral concentration problem of finding bandlimited and spatially optimally concentrated functions on the sphere, to formulate the proposed transform and obtain the joint spatial-Slepian domain representation of the signal. Due to the optimal energy concentration of the Slepian functions in the spatial domain, the proposed spatial-Slepian transform allows us to probe spatially localized content of the signal. Furthermore, we present an inverse transform to recover the signal from the spatial-Slepian coefficients, and show that well-optimally concentrated rotated Slepian functions form a tight frame on the sphere. We develop an algorithm for the fast computation of the spatial-Slepian transform and carry out computational complexity analysis. We present the formulation of SST for zonal Slepian functions, which are spatially optimally concentrated in the polar cap~(axisymmetric) region, and provide an illustration using the Earth topography map. To demonstrate the utility of the proposed transform, we carry out localized variation analysis; employing SST for detecting hidden localized variations in the signal.
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