Optimal Wiener-Filter Solutions for Denoising of Graph Signals on Directed Graphs
Abstract
Graph signal processing has opened new avenues to the canonical denoising problem in interesting settings. Specifically, here we propose a Wiener-filter solution for graph signals on directed graphs. Under various stationarity assumptions combining uncorrelated and correlated noise conditions, we show optimal solutions, including a successful proof-of-concept for temperature graph.
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