On Hilbert Transform of Signals on Graphs Arun Venkitaraman, Saikat Chatterjee, Peter Händel Department of Signal Processing School of Electrical Engineering and ACCESS Linnaeus Center KTH Royal Institute of Technology, SE-100 44 Stockholm, Sweden arunv@kth.se, sach@kth.se, ph@kth.se Abstract—We propose definitions for Hilbert transform and analytic signal construction for real signals on graphs using the graph Fourier transform (GFT). The definitions are based on the conjugate-symmetry-like property exhibited by the GFT basis of a graph with real-valued adjacency matrix. We show that a real graph signal (GS) can be represented using smaller number of GFT coefficients than the signal length, leading to notions of graph analytic signal (GAS) and graph Hilbert transform (GHT), which include their conventional counterparts as special cases. We prove that the GHT and GAS operations are linear and shiftinvariant on graphs. We also propose definitions for amplitude, phase, and frequency modulations for the GS, and discuss phaseunwrapping for graph signals. We illustrate the concepts using synthesized and real-world signal examples. Index Terms—Graph signal, analytic signal, Hilbert transform, demodulation, graph phase-unwrapping. I. I NTRODUCTION Data processing on large datasets has generated significant interest recently thanks to the data deluge experienced by an increasing number of scientific disciplines. Advances in smart device technology and networked applications have resulted in an increased dimensionality and diversity of generated data, posing new challenges in the analysis of large dimensional data, particularly, given their networked or connected nature. It then becomes of interest to look into how existing signal processing methodologies may be extended to facilitate our understanding of such data, while making use of the connectivity information. Such efforts have led to the emergence of the notion of signal processing on graphs [1]. Signals arising in a large variety of applications, such as social and economic networks, epidemiology, biological networks, transportation networks, internet blog data, etc., may be modeled as signals on graphs characterized by a connectivity or adjacency matrix that captures dependencies in the data [1], [2]. A number of concepts from standard discretetime signal processing (DSP) have been extended to the graph signal paradigm recently. Wavelet transforms and multiresolution representations have been proposed for the modeling and analysis of distributed data and sensor networks [3]–[6]. Filterbank concepts such as perfect-reconstruction and critical sampling have also been considered for signals on graphs [7]. Recently, Thanou et al. proposed a parametric dictionary learning approach for graph signals [8]. A majority of the works mentioned so far are based on concepts from spectral The authors would like to acknowledge the support received from the Swedish Research Council. graph theory [9], which uses the graph-Laplacian as the central unit, and are thereby restricted to the analysis of undirected graphs [1]. An alternative approach to graph signal processing, as proposed by Sandryhaila and Moura [2], is to define a shift or translation of the graph signal using the adjacency matrix, and arrive at notions of graph linear filtering and graph Fourier transform (GFT). The approach uses concepts from algebraic signal processing and differs from the graph-Laplacian based approach [2], [10]. In particular, the approach is applicable to signals on arbitrary directed or undirected graphs, with possibly complex-valued adjacency matrix [11]. In this paper, we propose definitions for the Hilbert transform and analytic signal for real signals on graphs, based on the graph signal framework proposed in [2]. We shall hereafter refer to real signals on a graph as real graph signals. We show that a real graph signal (GS) on a graph with a real adjacency matrix may be represented using a smaller number of GFT coefficients than the signal length, akin to the ‘one-sided’ spectrum for conventional one-dimensional (1D) signals. The definitions use the conjugate-symmetry-like property of the GFT basis. We show that the proposed graph Hilbert transform (GHT) and graph analytic signal (GAS) operations are linear and shift-invariant on graphs. Using the graph analytic signal, we propose definitions for the amplitude, phase, and frequency modulations of a GS. We discuss the phase-unwrapping operation for graph signals and develop two plausible algorithms. We show the application of the proposed concepts to synthesized signals and real-world speech signals. II. P RELIMINARIES A. The graph signal Let x ∈ RN be a real signal on the graph G = (V, A), where V and A denote the vertex set and the adjacency matrix, respectively. Then, the graph Fourier transform Fg of x is defined as [2], [11]: x̂ , [x̂(1), x̂(2), . . . , x̂(i), . . . , x̂(N )]> = Fg {x} = V−1 x, (1) where V denotes the eigenvector matrix such that A = VJV−1 , and J the diagonal eigenvalue matrix J = diag(λ1 , λ2 , · · · , λN ). B. The standard analytic signal Let x̂(ω) denote the discrete Fourier transform (DFT) of the real 1-D signal x evaluated at frequency ω. Then, the discrete analytic signal of x, denoted by xa,c , has the following frequency-domain definition [13]–[15]: 2π 2π 2x̂(ω), ω ∈ N , · · · , π − N (2) x̂a,c (ω) = x̂(ω), ωn∈ {0, π} o 0, ω ∈ π + 2π , · · · , 2π(N −1) , N N where the subscript c denotes the conventional (standard) definition. Taking the inverse DFT on √ both sides of (2), we get that xa,c = x + jxh,c , where j = −1 and xh,c is known as the discrete Hilbert transform (DHT) of x [13]. We note that an N -sample 1-D signal a GS x with can be seen as the adjacency matrix C = 0 0 . . . 1 1 0 . . . 0 0 1 . . . 0 ··· ··· . . . ··· 0 0 0 III. G RAPH A NALYTIC S IGNAL We assume A to be real, which means all its eigenvalues and the corresponding eigenvectors are either real or appear in conjugate-pairs. We assume further that A is diagonalizable. We sort the eigenvalues in the ascending order of their phase angle from 0 to 2π to form the diagonal matrix J, and correspondingly sort the eigenvectors such that A = VJV−1 . If multiple eigenvalues with same phase angle occur, we order them in the descending order of their magnitude. Let K1 and K2 denote the number of real-valued positive and negative eigenvalues of A, respectively, and K = K1 + K2 . Let us define the sets: Γ2 Γ3 Γ4 Definition (Graph analytic signal (GAS)). We define the graph analytic signal of x as xa = Fg−1 {x̂a } = Vx̂a , where 2x̂(i), i ∈ Γ2 x̂a (i) = x̂(i), i ∈ Γ1 ∪ Γ3 . 0, i ∈ Γ4 In the case when all the eigenvalues of A are complex (K = 0), number of non-zero coefficients in x̂a is exactly one half of the total, resulting in a one-sided spectrum. A. Graph Hilbert transform , and in this case, the GFT coincides with the DFT [12]. Γ1 conventional analytic signal construction in (2), we define the graph analytic signal (GAS) as follows: {1, · · · , K1 } (positive real eigenvalues) N −K = K1 + 1, · · · , K1 + 2 (eigenvalues with phase angle in (0, π)) N −K N +K = K1 + + 1, · · · , 2 2 (negative real eigenvalues) N +K + 1, · · · , N = 2 (eigenvalues with phase angle in (π, 2π)) = Then, our choice of ordering of the eigenvalues of A results in the following structure on the graph Fourier coefficients: x̂(i) = x̂∗ (N − i + K1 + 1), i ∈ Γ2 . (3) Since A is real, N and K are always of the same parity (odd or even). In the case of a 1-D signal, that is, when A = C, (3) reduces to the familiar conjugate-symmetry property of the DFT [13]. This indicates that, similar to the 1-D case, a real GS can be represented using θ GFT coefficients, where θ = |Γ1 | + |Γ2 | + |Γ3 | = (N + K)/2 , and |Γ| denotes the cardinality of the set Γ. For K << N , θ ≈ N/2. We note that equation (3) holds if and only if x is real, which means that, given the same graph, a graph signal which does not satisfy (3) is necessarily complex-valued. Motivated by (3) and the As a consequence of the one-sidedness of the GFT spectrum, we have that xa is complex and hence, is expressible as xa = x + j xh . We define xh as the Graph Hilbert transform (GHT) of x. Then, from the definition of the GAS, we have that +x̂(i), i ∈ Γ2 (4) jx̂h (i) = 0, i ∈ Γ1 ∪ Γ3 −x̂(i), i ∈ Γ4 . Equation (4) generalizes the frequency-domain definition of the DHT [13]. We next show that the GHT xh of real x is real. Since Fg−1 {x̂h } = Vx̂h = xh , we have P P jxh = jx̂h (i)vi i∈Γ2 jx̂h (i)vi + P P i∈Γ4 = x̂(i)vi − i∈Γ4 x̂(i)vi Pi∈Γ2 ∗ ∗ = i∈Γ2 (x̂(i)vi − x̂ (i)vi ) P (5) = 2 j= i∈Γ2 x̂(i)vi , where vi denotes the i’th column of V, and =(a) denotes the imaginary part of a. The third equality in (5) follows from the observation that eigenvectors indexed by Γ2 and Γ4 form complex conjugates. Thus, jx̂h is purely imaginary, or xh is real, which in turn means that x = <(xa ), where <(a) denotes the real part of a. Equation (4) can be expressed as x̂h = Jh x̂, where Jh is the diagonal matrix whose i’th diagonal element is given by −j, i ∈ Γ2 Jh (i) = 0, (6) i ∈ Γ1 ∪ Γ3 +j, i ∈ Γ4 . Proposition 1. The GHT is a linear graph shift-invariant operation, that is, for a GS x and a linear graph shift-invariant filter M, we have that (Mx)h = M (xh ). Proof. A linear shift-invariant graph filter on G is of the PL i = m(A) for some L ≤ N . form M = i=0 mi A −1 Since A = VJV , we have that M = Vm(J)V−1 . Let y denote the output of the filter M for the input x. Then, by the convolution property of the GFT [12], we have that ŷ = m(J)x̂. Since x̂h = Jh x̂, we get that ŷh = Jh ŷ = Jh m(J) x̂ = m(J) Jh x̂ = m(J) x̂h , (7) where we have used the commutativity of the diagonal matrices m(J) and Jh . Taking the inverse GFT on both sides of (7), we get that (Mx)h = M (xh ), which completes the proof. Algorithm 1 Graph Phase Unwrapping 1 1: Set φu x,V (1) = φx,V (1), and loc(1) = 1, Ω = {1, · · · , N }. 2: For 2 ≤ i ≤ N , set Ωi = {loc(1), · · · , loc(i − 1)}c , and find: loc(i) = argmax|A(loc(i − 1), j)|. j∈Ωi Since GHT is linear and graph shift-invariant and x̂h = Jh x̂, using the convolution property of GFT, we have that P L i xh = h(A)x = h A x, such that h(J) = Jh . In i=0 i other words, the GHT can be implemented as linear shiftinvariant graph filter whose coefficients hi are obtained by solving the following system of linear equations: h0 + h1 λi + · · · + hL λL i = 0, h0 + h1 λi + · · · + h0 + h1 λi + · · · + hL λL i hL λL i i ∈ Γ1 ∪ Γ3 = −j, i ∈ Γ2 = +j, i ∈ Γ4 . (8) The solution of (8) obtained by setting A = C and L = N is the impulse response of the DHT. IV. T HE GAS AND M ODULATION A NALYSIS The analytic signal is used extensively in the demodulation of amplitude-modulated frequency-modulated (AM-FM) signals [16]–[19]. The AM-FM model decomposes the signal into two components: one varying smoothly, capturing the average information or the envelope of the signal, referred to as the AM, and the second, varying more rapidly, capturing the finer variations in the signal, and referred to as the phase or frequency modulation (PM or FM). Most demodulation techniques involve the construction of the AS, implicitly or explicitly. We next define the AM and PM for graph signals by generalizing the standard 1-D definitions [15]–[17]: Definition (Amplitude and phase modulation). The amplitude and phase modulations of a GS x, denoted by Ax,V and φx,V , are defined as the magnitude and phase angle of the graph AS, respectively: Ax,V (i) = |xa (i)| , φx,V (i) = ∀ i ∈ {1, 2, · · · , N } arg(xa (i)), (9) where xa (i) denotes the i’th component of the vector xa and arg(·) denotes the 4-quadrant arctangent function which takes values in the range (−π, π] by considering the quadrant in which xa lies. In the case when A = C, (9) reduces to conventional AM and PM definitions [16], [17]. We next discuss the issue of computing the unwrapped phase and the phase-derivative. A. Phase unwrapping and frequency modulation The arg(·) function returns phase values wrapped in the range (−π, π]. In practice, it is more convenient to work with unwrapped phase functions [20]. In the case of 1-D signals, the phase-unwrapping (PU) is performed by keeping the causality in mind: unwrapping begins from the first sample, successively compensating for the step discontinuities in the phase in a cumulative manner [13], [21]. PU algorithms for high-dimensional signals are also based on phase discontinuity 3: 4: φ0x,V (i) = φx,V (loc(i)). Perform standard 1-D PU on φux,V (i) = unwrap(φ0x,V )(i). compensation, though the exact strategy may depend on the signal model and the type of application [22], [23]. The issue of unwrapping φx,V becomes challenging due to the nature of the signal connectivity involved. In contrast with the single path or connecting link among the signal nodes in the case of a 1-D signal, each node of a general graph may be connected to multiple nodes and it is desirable that the phase-unwrapping algorithm incorporates such connectivity information in a meaningful way. We next propose two potential strategies for unwrapping the phase of the GAS, and both include the standard 1-D PU as a special case. Let A(i, j) denote the (i, j)’th entry of A. Approach 1: Starting from node 1, we search for the node connected to 1 with the maximum edge-weight magnitude. Let us denote this node by 20 . We next proceed to find the node 30 most strongly connected to 20 , excluding node 1, and continue till all the nodes are numbered to obtain the sequence {1, 20 , · · · , N 0 }, assuming that it is possible to traverse all the nodes in the graph. We construct the new phase sequence φ0x,V (i) = φx,V (i0 ), to which we apply standard 1-D PU to obtain φux,V (i). Algorithm 1 shows the steps involved in the process. In the case when multiple nodes connected to the current node have equal edge-weights, we break the tie arbitrarily. We also note that the approach implicitly assumes a directionality in the graph due to its selectivity to strongly-connected edges. Approach 2: We define a new phase sequence φ0x,V as i > follows: φ0x,V (i) = e> 1 A φx,V , where e1 = (1, 0, · · · , 0) . The new phase sequence is constructed by stacking the first entries of all the graph-shifted versions of φx,V . We then apply standard 1-D PU on φ0x,V to obtain the unwrapped phase φux,V . Algorithm 2 is a generalization of the 1-D PU idea where we collect the phase at node 1 and its successive graph-shifted values, akin to using successive time samples in 1-D, and perform a 1-D PU operation. We observe that unlike Algorithm 1, the values of φ0x,V (i), i > 1 obtained from Algorithm 2 are weighted linear combinations of entries of φx,V . We note that unlike Algorithm 1, Algorithm 2 involves powers of A, and may not lead to an intuitive unwrapped phase in cases where the eigenvalues of A are of small magnitudes, as both the eigenvalues and the rank of Ai decrease with i. We next define frequency modulation for graph signals: Definition (Frequency modulation). The frequency modulation u (FM) of a GS x is defined as ωx,V = φux,V − |λ|−1 max Aφx,V , u where φx,V denotes the unwrapped phase of the graph AS. Algorithm 2 Graph Phase Unwrapping 2 1: Compute φx,V using (9). i A 2: For 1 ≤ i ≤ N , φ0x,V (i) = e> φx,V . 1 |λ|max 0 3: Perform standard 1-D PU on φu (i) = unwrap(φ x,V x,V )(i). The definition is a generalization of the backward difference operator used to define the FM for 1-D signals [13], noting that multiplication by A is defined as a unit graph-shift. The division by |λ|max compensates for norm scaling introduced by A [12]. We note that the proposed AM and PMs (and the associated FMs) obtained from both PU algorithms form unique invertible representations of the GS only if I−|λ|−1 max A is invertible. In addition, the unwrapping operation in Algorithm 2 is invertible if and only if all powers of A have full rank. In contrast, the AM-FM representation obtained using Algorithm 1 requires only the FM operation I − |λ|−1 max A to be invertible, as φx,V can always be obtained by a reverse permutation of φ0x,V . (a) (b) (c) Fig. 1. Non-uniformly sampled 1-D signal. Signal length N = 200. V. E XPERIMENTS We show the application of the proposed definitions to synthesized signals and real-world speech signals. We first consider a synthesized signal example. As noted earlier, a GS with A = C represents a standard 1-D signal; the unit edge-weights in C denote uniformly spaced samples. Using a similar argument, a non-uniformly sampled 1-D signal may be modeled as a GS with the adjacency matrix A = 0 0 . . . wN w1 0 . . . 0 0 w2 . . . 0 ··· ··· . . . ··· 0 0 , where wi denotes the spacing 0 between the i’th and (i + 1)’th samples. We construct the GAS for the real part of eigenvectors of A, where wi s are drawn from uniform distribution over (0, 1). We compute the graph AM |xa | and the AM obtained from the standard AS, hereafter referred to as the ‘1-D AM’. From our experiments, we have found that in comparison with the 1-D AM, the graph AM is generally a better choice for the signal envelope as it fits the signal more closely while preserving the onset and tail decay characteristics. Figure 1 shows results for a particular realization corresponding to the tenth eigenvector. We next consider the GS x obtained from the diffusion of a sparse signal x0 , that is, x = Ax0 , where A is the Fig. 2. One-step graph diffusion for signal length N = 200. (a) kxk0 = 5, (b) zoomed-in plot of (a), (c) kxk0 = 10. The red curve indicates the nodes at which x0 is non-zero. adjacency matrix obtained by orthonormalization of a matrix with rows drawn from a standard normal distribution. Over various realizations, we observe that when the number of nonzero entries in x0 , denoted by kx0 k0 , is small in comparison with N , |xa | carries peaks at the locations of the non-zero entries of x0 (diffusion source locations), whereas the 1-D AM, computed by treating x as a 1-D signal, does not show such a characteristic. This suggests that the source nodes may be identified by peak-picking of |xa |. As kx0 k0 is increased, |xa | continues to have peaks at the source locations, though additional peaks are obtained elsewhere. Such peak-selectivity, however, is not observed for x = AK x0 , for K > 1. We show the plots for a particular realization in Figure 2. We next consider application on speech signals taken from [24]. We construct A by connecting every sample to its succeeding P samples with edge-weights equal to P1 . Let FM1 and FM2 denote the FMs obtained from PMs computed using Algorithms 1 and 2, respectively. As P increases, FM1 becomes smoother and takes values closer to mean of FM computed using the standard AS (1-D FM), whereas FM2 is near-zero everywhere except for the initial few samples. This is so because the values of entries and the rank of Ai both decrease with i, resulting in a poor unwrapped PM, and hence, phase remains open and it would be interesting to investigate into possible alternatives than the ones presented here. We hope to work along these directions in the future. R EFERENCES (a) (b) (c) Fig. 3. Speech signal, female utterance of the word ’Head’, sampled at 16 kHz. (a) AM, and (b) FM for P = 2. and (c) FM for P = 8. a poor FM. The AM does not exhibit significant variation over P . In Figure 3, we show the graph AM and FM for different values of P , for a particular speech segment. VI. C ONCLUSION We proposed definitions for the analytic signal and Hilbert transform of real graph signals using the conjugate-symmetrylike property exhibited by the GFT basis. 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