IIR Filtering on Graphs With Random Node-Asynchronous Updates

Abstract

Graph filters play an important role in graph signal processing, in which the data is analyzed with respect to the underlying network (graph) structure. As an extension to classical signal processing, graph filters are generally constructed as a polynomial (FIR), or a rational (IIR) function of the underlying graph operator, which can be implemented via successive shifts on the graph. Although the graph shift is a localized operation, it requires all nodes to communicate synchronously, which can be a limitation for large scale networks. To overcome this limitation, this study proposes a node-asynchronous implementation of rational filters on arbitrary graphs. In the proposed algorithm nodes follow a randomized collect-compute-broadcast scheme: if a node is in the passive stage it collects the data sent by its incoming neighbors and stores only the most recent data. When a node gets into the active stage at a random time instance, it does the necessary filtering computations locally, and broadcasts a state vector to its outgoing neighbors. For the analysis of the algorithm, this study first considers a general case of randomized asynchronous state recursions and presents a sufficiency condition for its convergence. Based on this result, the proposed algorithm is proven to converge to the filter output in the mean-squared sense when the filter, the graph operator and the update rate of the nodes satisfy a certain condition. The proposed algorithm is simulated using rational and polynomial filters, and its convergence is demonstrated for various different cases, which also shows the robustness of the algorithm to random communication failures.