GSP-Based MAP Estimation of Graph Signals

Abstract

In this paper, we consider the problem of recovering random graph signals from nonlinear measurements. We formulate the maximum a-posteriori probability (MAP) estimator, which results in a nonconvex optimization problem. Conventional iterative methods for minimizing nonconvex problems are sensitive to the initialization, have high computational complexity, and do not utilize the underlying graph structure behind the data. In this paper we propose two new estimators that are both based on the Gauss-Newton method: 1) the elementwise graph-frequency-domain MAP (eGFD-MAP) estimator; and 2) the graph signal processing MAP (GSP-MAP) estimator. At each iteration, these estimators are updated by the outputs of two graph filters, with the previous state estimator and the residual as the input graph signals. The eGFD-MAP estimator is an ad-hoc method that minimizes the MAP objective function in the graph frequency domain and neglects mixed-derivatives of different graph frequencies in the Jacobian matrix as well as off-diagonal elements in the covariance matrices. Consequently, it updates the elements of the graph signal independently, which reduces the computational complexity compared to the conventional MAP estimator. The GSP-MAP estimator is based on optimizing the graph filters at each iteration of the Gauss-Newton algorithm. We state conditions under which the eGFD-MAP and GSP- MAP estimators coincide with the MAP estimator, in the case of an observation model with orthogonal graph frequencies. We evaluate the performance of the estimators for nonlinear graph signal recovery tasks with synthetic data and with the real-world problem of state estimation in power systems. These simulations show the advantages of the proposed estimators in terms of computational complexity, mean-squared-error, and robustness to the initialization of the iterative algorithms.