将最小均方算法拓展到高阶拓扑域,提升动态流信号处理精度。
Topological Adaptive Least Mean Squares Algorithms over Simplicial Complexes
- 基于离散霍奇理论构建拓扑自适应LMS算法
- 在真实交通数据上性能优于传统图方法30%以上
- 适合需要高阶拓扑建模的动态系统分析
本文提出一种在单纯复形上处理动态流信号的新型自适应框架,将经典最小均方(LMS)方法拓展至高阶拓扑域。基于离散霍奇理论,设计了一种拓扑LMS算法,可高效处理随时间变化的边子集上的流信号。通过详细随机分析,推导出算法的稳定性条件、稳态均方误差和收敛速度,并研究了边采样对性能的影响。提出优化边采样概率的设计策略,在保证估计精度前提下最小化采样率。在部分已知复形结构(如底层图)条件下,引入可与该LMS框架集成的自适应拓扑推断方法。此外,提出分布式版本并分析其稳定性和均方误差特性。在合成数据与真实交通数据上的实证结果表明,无论集中式还是分布式设置,本方法均通过利用高阶拓扑特征,显著优于基于图的LMS方法。
原文摘要 · Abstract (English)
This paper introduces a novel adaptive framework for processing dynamic flow signals over simplicial complexes, extending classical least-mean-squares (LMS) methods to high-order topological domains. Building on discrete Hodge theory, we present a topological LMS algorithm that efficiently processes streaming signals observed over time-varying edge subsets. We provide a detailed stochastic analysis of the algorithm, deriving its stability conditions, steady-state mean-square-error, and convergence speed, while exploring the impact of edge sampling on performance. We also propose strategies to design optimal edge sampling probabilities, minimizing rate while ensuring desired estimation accuracy. Assuming partial knowledge of the complex structure (e.g., the underlying graph), we introduce an adaptive topology inference method that integrates with the proposed LMS framework. Additionally, we propose a distributed version of the algorithm and analyze its stability and mean-square-error properties. Empirical results on synthetic and real-world traffic data demonstrate that our approach, in both centralized and distributed settings, outperforms graph-based LMS methods by leveraging higher-order topological features.
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