Search results for "Convex relaxation"

Fast Graph Filters for Decentralized Subspace Projection

2020

A number of inference problems with sensor networks involve projecting a measured signal onto a given subspace. In existing decentralized approaches, sensors communicate with their local neighbors to obtain a sequence of iterates that asymptotically converges to the desired projection. In contrast, the present paper develops methods that produce these projections in a finite and approximately minimal number of iterations. Building upon tools from graph signal processing, the problem is cast as the design of a graph filter which, in turn, is reduced to the design of a suitable graph shift operator. Exploiting the eigenstructure of the projection and shift matrices leads to an objective whose…