The goal of this paper is to propose novel strategies for adaptive learning
of signals defined over graphs, which are observed over a (randomly
time-varying) subset of vertices. We recast two classical adaptive algorithms
in the graph signal processing framework, namely, the least mean squares (LMS)
and the recursive least squares (RLS) adaptive estimation strategies. For both
methods, a detailed mean-square analysis illustrates the effect of random
sampling on the adaptive reconstruction capability and the steady-state
performance. Then, several probabilistic sampling strategies are proposed to
design the sampling probability at each node in the graph, with the aim of
optimizing the tradeoff between steady-state performance, graph sampling rate,
and convergence rate of the adaptive algorithms. Finally, a distributed RLS
strategy is derived and is shown to be convergent to its centralized
counterpart. Numerical simulations carried out over both synthetic and real
data illustrate the good performance of the proposed sampling and
reconstruction strategies for (possibly distributed) adaptive learning of
signals defined over graphs.Comment: Submitted to IEEE Transactions on Signal Processing, September 201
