Hermitian random walk graph Fourier transform for directed graphs and its applications

Signal processing on directed graphs present additional challenges since a complete set of eigenvectors is unavailable generally. To solve this problem, in this paper, a novel graph Fourier transform is constructed for representing and processing signals on directed graphs. Firstly, we introduce a Hermitian random walk Laplacian operator and derive that it is Hermitian positive semi-definite. Hence, the obtained Laplacian operator is diagonalizable and yields orthogonal eigenvectors as graph Fourier basis. Secondly, we propose the Hermitian random walk graph Fourier transform (HRWGFT) with good properties including unitary and preserving inner products. Furthermore, HRWGFT records the directionality of edges without sacrificing the information about the graph signal. Then, using these favorable properties, we derive spectral convolution to define the graph filter which is the core tool for processing graph signals. Finally, based on the proposed Laplacian matrix and HRWGFT, we present several applications on synthetic and real-world networks, including signal denoising, data classification. The rationality and validity of our work are verified by simulations.