arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2005.01952eess.SP
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图上信号恢复的非贝叶斯估计框架

Non-Bayesian Estimation Framework for Signal Recovery on Graphs

Tirza Routtenberg

摘要:

图形信号产生于物理网络,例如电力和通信系统,或者作为具有复杂结构的数据的方便表示的结果,例如社交网络。我们考虑的问题一般图形信号恢复噪声,损坏,或不完整的测量和结构参数的约束下,如在图形频域的平滑度。在本文中,我们制定的图信号恢复作为一个非贝叶斯估计问题下的加权均方误差(WMSE)标准,这是基于二次形式的拉普拉斯矩阵的图和它的轨迹WMSE是Dirichlet能量的估计误差w.r.t.图表。基于拉普拉斯的WMSE根据估计误差的图形频谱内容来惩罚估计误差,并且是基于差分的代价函数,其考虑了在许多情况下在图形上的信号恢复只能达到恒定加数的事实。我们在基于Laplacian的WMSE上建立了一个新的Cramér-Rao界(CRB),并给出了相应的Lehmann无偏性条件w.r.t.图表。本文讨论了图CRB和估计方法的基本问题:1)线性高斯模型与相对测量; 2)带限图信号恢复。我们开发的采样分配策略,优化传感器在网络中的位置,这些问题的基础上提出的图CRB。随机图和电力网络数据的数值模拟被用来验证图CRB和采样策略的性能。

英文摘要:

Graph signals arise from physical networks, such as power and communication systems, or as a result of a convenient representation of data with complex structure, such as social networks. We consider the problem of general graph signal recovery from noisy, corrupted, or incomplete measurements and under structural parametric constraints, such as smoothness in the graph frequency domain. In this paper, we formulate the graph signal recovery as a non-Bayesian estimation problem under a weighted mean-squared-error (WMSE) criterion, which is based on a quadratic form of the Laplacian matrix of the graph and its trace WMSE is the Dirichlet energy of the estimation error w.r.t. the graph. The Laplacian-based WMSE penalizes estimation errors according to their graph spectral content and is a difference-based cost function which accounts for the fact that in many cases signal recovery on graphs can only be achieved up to a constant addend. We develop a new Cramér-Rao bound (CRB) on the Laplacian-based WMSE and present the associated Lehmann unbiasedness condition w.r.t. the graph. We discuss the graph CRB and estimation methods for the fundamental problems of 1) A linear Gaussian model with relative measurements; and 2) Bandlimited graph signal recovery. We develop sampling allocation policies that optimize sensor locations in a network for these problems based on the proposed graph CRB. Numerical simulations on random graphs and on electrical network data are used to validate the performance of the graph CRB and sampling policies.

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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