Filters are fundamental in extracting information from data. For time series and image data that reside on Euclidean domains, filters are the crux of many signal processing and machine learning techniques, including convolutional neural networks. Increasingly, modern data also reside on networks and other irregular domains whose structure is better captured by a graph. To process and learn from such data, graph filters account for the structure of the underlying data domain. In this article, we provide a comprehensive overview of graph filters, including the different filtering categories, design strategies for each type, and trade-offs between different types of graph filters. We discuss how to extend graph filters into filter banks and graph neural networks to enhance the representational power; that is, to model a broader variety of signal classes, data patterns, and relationships. We also showcase the fundamental role of graph filters in signal processing and machine learning applications. Our aim is that this article provides a unifying framework for both beginner and experienced researchers, as well as a common understanding that promotes collaborations at the intersections of signal processing, machine learning, and application domains.

Contemporary data is often supported by an irregular structure, which can be conveniently captured by a graph. Accounting for this graph support is crucial to analyze the data, leading to an area known as graph signal processing (GSP). The two most important tools in GSP are the graph shift operator (GSO), which is a sparse matrix accounting for the topology of the graph, and the graph Fourier transform (GFT), which maps graph signals into a frequency domain spanned by a number of graph-related Fourier-like basis vectors. This alternative representation of a graph signal is denominated the graph frequency signal. Several attempts have been undertaken in order to interpret the support of this graph frequency signal, but they all resulted in a one-dimensional interpretation. However, if the support of the original signal is captured by a graph, why would the graph frequency signal have a simple one-dimensional support? Departing from existing work, we propose an irregular support for the graph frequency signal, which we coin dual graph. A dual GSO leads to a better interpretation of the graph frequency signal and its domain, helps to understand how the different graph frequencies are related and clustered, enables the development of better graph filters and filter banks, and facilitates the generalization of classical SP results to the graph domain.