Kanghang He | Searcharxiv

arXiv2019

Undirected graphs: is the shift-enabled condition trivial or necessary?

It has recently been shown that, contrary to the wide belief that a shift-enabled condition (necessary for any shift-invariant filter to be representable by a graph shift matrix) can be ignored because any non-shift-enabled matrix can be converted to a shift-enabled matrix, such a conversion in general may not hold for a directed graph with non-symmetric shift matrix. This letter extends this prior work, focusing on undirected graphs where the shift matrix is generally symmetric. We show that while, in this case, the shift matrix can be converted to satisfy the original shift-enabled condition, the converted matrix is not associated with the original graph, that is, it does not capture anymore the structure of the graph signal. We show via a counterexample, that a non-shift-enabled matrix cannot be converted to a shift-enabled one and still maintain the topological structure of the underlying graph, which is necessary to facilitate localized signal processing.

eess.SP↗

arXiv2017

Optimal detection and error exponents for hidden multi-state processes via random duration model approach

We study detection of random signals corrupted by noise that over time switch their values (states) from a finite set of possible values, where the switchings occur at unknown points in time. We model such signals by means of a random duration model that to each possible state assigns a probability mass function which controls the statistics of durations of that state occurrences. Assuming two possible signal states and Gaussian noise, we derive optimal likelihood ratio test and show that it has a computationally tractable form of a matrix product, with the number of matrices involved in the product being the number of process observations. Each matrix involved in the product is of dimension equal to the sum of durations spreads of the two states, and it can be decomposed as a product of a diagonal random matrix controlled by the process observations and a sparse constant matrix which governs transitions in the sequence of states. Using this result, we show that the Neyman-Pearson error exponent is equal to the top Lyapunov exponent for the corresponding random matrices. Using theory of large deviations, we derive a lower bound on the error exponent. Finally, we show that this bound is tight by means of numerical simulations.

cs.IT↗