Sequential Sampling and Estimation of Approximately Bandlimited Graph Signals

Sijie Lin, Ke Xu, Hui Feng, Bo Hu
2021 Sensors  
Graph signal sampling has been widely studied in recent years, but the accurate signal models required by most of the existing sampling methods are usually unavailable prior to any observations made in a practical environment. In this paper, a sequential sampling and estimation algorithm is proposed for approximately bandlimited graph signals, in the absence of prior knowledge concerning signal properties. We approach the problem from a Bayesian perspective in which we formulate the signal
more » ... by a multivariate Gaussian distribution with unknown hyperparameters. To overcome the interconnected problems associated with the parameter estimation, in the proposed algorithm, hyperparameter estimation and sample selection are performed in an alternating way. At each step, the unknown hyperparameters are updated by an expectation maximization procedure based on historical observations, and then the next node in the sampling operation is chosen by uncertainty sampling with the latest hyperparameters. We prove that under some specific conditions, signal estimation in the proposed algorithm is consistent. Subsequent validation of the approach through simulations shows that the proposed procedure yields performances which are significantly better than existing state-of-the-art approaches notwithstanding the additional attribute of robustness in the presence of a broad range of signal attributes.
doi:10.3390/s21041460 pmid:33669801 fatcat:aczuovzx5vgg3pkaiwxw4fabhq