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arXiv 1909.12980eess.SP
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基于多图滤波器盲辨识的网络过程估计

Estimating Network Processes via Blind Identification of Multiple Graph Filters

Yu Zhu, Fernando J. Iglesias, Antonio G. Marques, Santiago Segarra

摘要:

研究了由共同未知输入驱动的多个网络过程的联合估计问题,从而有效地将经典的盲多通道辨识问题推广到图上。更确切地说,我们将网络过程建模为图过滤器,并考虑与定义在公共图上并由相同输入驱动的不同过滤器的输出对应的多个图信号的观察。假设底层图是已知的,输入是未知的,我们的目标是恢复网络过程的规范,即图滤波器的系数,只依赖于对输出的观察。由于该等产出由相同输入产生,因此密切相关,我们利用此关系进行估计。考虑两种设置,一种是已知滤波器的阶数,另一种是未知的。对于前一种设置,我们提出了一个最小二乘的方法,并提供恢复的条件。对于后者的情况下,我们提出了一个稀疏恢复算法的理论性能保证。数值实验验证了所提算法的有效性,分析了不同参数设置对估计性能的影响,验证了理论分析的正确性.

英文摘要:

This paper studies the problem of jointly estimating multiple network processes driven by a common unknown input, thus effectively generalizing the classical blind multi-channel identification problem to graphs. More precisely, we model network processes as graph filters and consider the observation of multiple graph signals corresponding to outputs of different filters defined on a common graph and driven by the same input. Assuming that the underlying graph is known and the input is unknown, our goal is to recover the specifications of the network processes, namely the coefficients of the graph filters, only relying on the observation of the outputs. Being generated by the same input, these outputs are intimately related and we leverage this relationship for our estimation purposes. Two settings are considered, one where the orders of the filters are known and another one where they are not known. For the former setting, we present a least-squares approach and provide conditions for recovery. For the latter scenario, we propose a sparse recovery algorithm with theoretical performance guarantees. Numerical experiments illustrate the effectiveness of the proposed algorithms, the influence of different parameter settings on the estimation performance, and the validity of our theoretical claims.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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