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A mathematical framework for graph signal processing of time-varying signals

Abstract

We propose a general framework from which to understand the design of filters for time-series signals supported on graphs. We organize linear, time-invariant filters into three increasingly restrictive classes of operators: linear time-invariant filters, linear time-invariant filters which commute with a graph operator, and linear time-invariant filters which are functions of a graph operator. Using spectral theory, we show that these yield O(n2)\mathcal{O}(n^2), O(n)\mathcal{O}(n), and O(1)\mathcal{O}(1) design parameters respectively. We consider arbitrary graph operators as to accommodate non-self-adjoint weight operators and all classes of graph Laplacian-based operators. We provide an example application of each class of filter.

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