Smooth graph signal recovery via efficient Laplacian solvers
Gita Babazadeh Eslamlou, Alexander Jung, Norbert Goertz · 2017
We consider the problem of recovering a smooth graph signal from noisy samples observed at a small number of nodes. The signal recovery is formulated as a convex optimization problem using Tikhonov regularization based on the graph Laplacian quadratic form. The optimality conditions for this optimization problem form a system of linear equations involving the graph Laplacian. We solve this linear system via the iterative Gauss-Seidel method, which is shown to be particularly well-suited for smooth graph signal recovery. The effectiveness of the proposed recovery method is verified by numerical experiments using a real-world data-set.