Optimal Wiener-Filter Solutions for Denoising of Graph Signals on Directed Graphs

Abstract

Graph signal processing has opened new avenues to the canonical denoising problem in interesting settings. Specifically, here we propose a Wiener-filter solution for graph signals on directed graphs. Under various stationarity assumptions combining uncorrelated and correlated noise conditions, we show optimal solutions, including a successful proof-of-concept for temperature graph.

This work was accepted to be presented at the Graph Signal Processing Workshop 2026