Robust Least Mean Squares Estimation of Graph Signals

Recovering a graph signal from samples is a central problem in graph signal processing. Least mean squares (LMS) method for graph signal estimation is computationally efficient adaptive method. In this paper, we introduce a technique to robustify LMS with respect to mismatches in the presumed graph topology. It builds on the fact that graph LMS converges faster when the graph topology is specified correctly. We consider two measures of convergence speed, based on which we develop randomized greedy algorithms for robust interpolation of graph signals. In simulation studies, we show that the randomized greedy robust least mean squares (RGRLMS) outperforms the regular LMS and has even more potential given a robust sampling design.