Graph filters play a key role in processing the graph spectra of signals supported on the vertices of a graph. However, despite their widespread use, graph filters have been analyzed only in the deterministic setting, ignoring the impact of stochasticity in both the graph topology and the signal itself. To bridge this gap, we examine the statistical behavior of the two key filter types, finite impulse response and autoregressive moving average graph filters, when operating on random time-varying graph signals (or random graph processes) over random time-varying graphs. Our analysis shows that 1) in expectation, the filters behave as the same deterministic filters operating on a deterministic graph, being the expected graph, having as input signal a deterministic signal, being the expected signal, and 2) there are meaningful upper bounds for the variance of the filter output. We conclude this paper by proposing two novel ways of exploiting randomness to improve (joint graph-time) noise cancellation, as well as to reduce the computational complexity of graph filtering. As demonstrated by numerical results, these methods outperform the disjoint average and denoise algorithm and yield a (up to) four times complexity reduction, with a very little difference from the optimal solution.

In wireless sensor networks, where energy is scarce, it is inefficient to have all nodes active because they consume a non-negligible amount of battery. In this paper we consider the problem of jointly selecting sensors, relays and links in a wireless sensor network where the active sensors need to communicate their measurements to one or multiple access points. Information messages are routed stochastically in order to capture the inherent reliability of the broadcast links via multiple hops, where the nodes may be acting as sensors or as relays. We aim at finding optimal sparse solutions where both, the consistency between the selected subset of sensors, relays and links, and the graph connectivity in the selected subnetwork are guaranteed. Furthermore, active nodes should ensure a network performance in a parameter estimation scenario. Two problems are studied: sensor and link selection; and sensor, relay and link selection. To solve such problems, we present tractable optimization formulations and propose two algorithms that satisfy the previous network requirements. We also explore an extension scenario: only link selection. Simulation results show the performance of the algorithms and illustrate how they provide a sparse solution, which not only saves energy but also guarantees the network requirements.

One of the cornerstones of the field of signal processing on graphs are graph filters, direct analogs of classical filters, but intended for signals defined on graphs. This paper brings forth new insights on the distributed graph filtering problem. We design a family of autoregressive moving average (ARMA) recursions, which are able to approximate any desired graph frequency response, and give exact solutions for specific graph signal denoising and interpolation problems. The philosophy to design the ARMA coefficients independently from the underlying graph renders the ARMA graph filters suitable in static and, particularly, time-varying settings. The latter occur when the graph signal and/or graph topology are changing over time. We show that in case of a time-varying graph signal, our approach extends naturally to a two-dimensional filter, operating concurrently in the graph and regular time domain. We also derive the graph filter behavior, as well as sufficient conditions for filter stability when the graph and signal are time varying. The analytical and numerical results presented in this paper illustrate that ARMA graph filters are practically appealing for static and time-varying settings, as predicted by theoretical derivations.

This paper considers unconstrained convex optimization problems with time-varying objective functions. We propose algorithms with a discrete time-sampling scheme to find and track the solution trajectory based on prediction and correction steps, while sampling the problem data at a constant rate of $1/h$, where $h$ is the sampling period. The prediction step is derived by analyzing the iso-residual dynamics of the optimality conditions. The correction step adjusts for the distance between the current prediction and the optimizer at each time step, and consists either of one or multiple gradient steps or Newton steps, which respectively correspond to the gradient trajectory tracking (GTT) or Newton trajectory tracking (NTT) algorithms. Under suitable conditions, we establish that the asymptotic error incurred by both proposed methods behaves as $O({h}^{2})$, and in some cases as $O({h}^{4})$, which outperforms the state-of-the-art error bound of $O(h)$ for correction-only methods in the gradient-correction step. Moreover, when the characteristics of the objective function variation are not available, we propose approximate gradient and Newton tracking algorithms (AGT and ANT, respectively) that still attain these asymptotical error bounds. Numerical simulations demonstrate the practical utility of the proposed methods and that they improve upon existing techniques by several orders of magnitude.