Adaptive estimation and sparse sampling for graph signals in alpha-stable noise

Abstract

In the graph signal processing literature, most methods were developed based on the assumption of Gaussian noise since it can lead to computationally efficient and mathematically tractable solutions. Unfortunately, the Gaussian distribution cannot capture the sharp spikes and tail heaviness of the signal noise in various natural phenomena. The α-stable distribution is a generalization of the Gaussian distribution and is a more appropriate model for such impulsive heavy-tailed noise. In this paper, we consider the problem of adaptive estimation and sparse sampling for signals defined over graphs in the presence of impulsive α-stable noise. To tackle the problems associated with α-stable noise, the graph signal estimation problem is formulated as a minimum dispersion (MD)-based optimization. A novel adaptive least mean pth power (LMP) algorithm is proposed for robust estimation of band-limited graph signals from partial observations in α-stable noise environments. The mean square performance of the proposed LMP algorithm is theoretically analyzed. To handle the case of band-limited graph signals with unknown and time-varying bandwidth and spectral contents, the sparse nature of the Graph Fourier transform of the signal is exploited to develop an adaptive graph sampling technique. Specifically, the proposed sparse sampling technique identifies the spectral signal support via sparse online estimation building on the iterative shrinkage-thresholding algorithm. Numerical simulation studies are presented to corroborate the performance advantages of the proposed adaptive estimation and sparse sampling algorithms.