In many applications spanning from sensor to social networks, transportation systems, gene regulatory networks or big data, the signals of interest are defined over the vertices of a graph. The aim of this paper is to propose a least mean square (LMS) strategy for adaptive estimation of signals defined over graphs. Assuming the graph signal to be band-limited, over a known bandwidth, the method enables reconstruction, with guaranteed performance in terms of mean-square error, and tracking from a limited number of observations over a subset of vertices. A detailed mean square analysis provides the performance of the proposed method, and leads to several insights for designing useful sampling strategies for graph signals. Numerical results validate our theoretical findings, and illustrate the performance of the proposed method. Furthermore, to cope with the case where the bandwidth is not known beforehand, we propose a method that performs a sparse online estimation of the signal support in the (graph) frequency domain, which enables online adaptation of the graph sampling strategy. Finally, we apply the proposed method to build the power spatial density cartography of a given operational region in a cognitive network environment.

本文提出了一种最小平方算法 least mean squares (LMS)，用于自适应估计图形信号，并通过数值模拟验证了该方法的性能。同时，该文还提出了一种在不知道带宽的情况下进行谱稀疏在线估计的方法，以便在线调整图形采样策略，并将该方法应用于构建认知网络环境下操作区域的功率空间密度制图。

图信号的自适应最小均方估计