2-Dimensional Finite Impulse Response Graph-Temporal Filters (1605.08964v2)

Abstract: Finite impulse response (FIR) graph filters play a crucial role in the field of signal processing on graphs. However, when the graph signal is time-varying, the state of the art FIR graph filters do not capture the time variations of the input signal. In this work, we propose an extension of FIR graph filters to capture also the signal variations over time. By considering also the past values of the graph signal, the proposed FIR graph filter extends naturally to a 2-dimensional filter, capturing jointly the signal variations over the graph and time. As a particular case of interest we focus on 2-dimensional separable graph-temporal filters, which can be implemented in a distributed fashion at the price of higher communication costs. This allows us to give filter specifications and perform the design independently in the graph and temporal domain. The work is concluded by analyzing the proposed approach for stochastic graph signals, where the first and second order moments of the output signal are characterized.