Adaptive Graph Filters in Reproducing Kernel Hilbert Spaces: Design and Performance Analysis

Abstract

This paper develops adaptive graph filters that operate in reproducing kernel Hilbert spaces. We consider both centralized and fully distributed implementations. We first define nonlinear graph filters that operate on graph-shifted versions of the input signal. We then propose a centralized graph kernel least mean squares (GKLMS) algorithm to identify nonlinear graph filters' model parameters. To reduce the dictionary size of the centralized GKLMS, we apply the principles of coherence check and random Fourier features (RFF). The resulting algorithms have performance close to that of the GKLMS algorithm. Additionally, we leverage the graph structure to derive the distributed graph diffusion KLMS (GDKLMS) algorithms. We show that, unlike the coherence check-based approach, the GDKLMS based on RFF avoids the use of a pre-trained dictionary through its data-independent fixed structure. We conduct a detailed performance study of the proposed RFF-based GDKLMS, and the conditions for its convergence both in mean and mean-squared senses are derived. Extensive numerical simulations show that GKLMS and GDKLMS can successfully identify nonlinear graph filters and adapt to model changes. Furthermore, RFF-based strategies show faster convergence for model identification and exhibit better tracking performance in model-changing scenarios.