Abstract

We consider the problem of recovering a smooth graph signal from noisy samples observed at a small number of nodes. The signal recovery is formulated as a convex optimization problem using Tikhonov regularization based on the graph Laplacian quadratic form. The optimality conditions for this optimization problem form a system of linear equations involving the graph Laplacian. We solve this linear system via the iterative Gauss-Seidel method, which is shown to be particularly well-suited for smooth graph signal recovery. The effectiveness of the proposed recovery method is verified by numerical experiments using a real-world data-set.

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