Preconditioned Gradient Descent Algorithm for Inverse Filtering on Spatially Distributed Networks

07/22/2020

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by   Cheng Cheng, et al.

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Graph filters and their inverses have been widely used in denoising, smoothing, sampling, interpolating and learning. Implementation of an inverse filtering procedure on spatially distributed networks (SDNs) is a remarkable challenge, as each agent on an SDN is equipped with a data processing subsystem with limited capacity and a communication subsystem with confined range due to engineering limitations. In this letter, we introduce a preconditioned gradient descent algorithm to implement the inverse filtering procedure associated with a graph filter having small geodesic-width. The proposed algorithm converges exponentially, and it can be implemented at vertex level and applied to time-varying inverse filtering on SDNs.