Filter Design for Autoregressive Moving Average Graph Filters
Jiani Liu (TU Delft - Electrical Engineering, Mathematics and Computer Science)
Elvin Isufi (TU Delft - Electrical Engineering, Mathematics and Computer Science)
Geert Leus (TU Delft - Electrical Engineering, Mathematics and Computer Science)
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Abstract
In the field of signal processing on graphs, graph filters play a crucial role in processing the spectrum of graph signals. This paper proposes two different strategies for designing autoregressive moving average (ARMA) graph filters on both directed and undirected graphs. The first approach is inspired by Prony's method, which considers a modified error between the modeled and the desired frequency response. The second technique is based on an iterative approach, which finds the filter coefficients by iteratively minimizing the true error (instead of the modified error) between the modeled and the desired frequency response. The performance of the proposed algorithms is evaluated and compared with finite impulse response (FIR) graph filters, on both synthetic and real data. The obtained results show that ARMA filters outperform FIR filters in terms of approximation accuracy and they are suitable for graph signal interpolation, compression and prediction.