Generalizations of Nonanticipative Rate Distortion Function to Multivariate Nonstationary Gaussian Autoregressive Processes
Loading...
Journal Title
Journal ISSN
Volume Title
Conference article in proceedings
This publication is imported from Aalto University research portal.
View publication in the Research portal
View/Open full text file from the Research portal
Other link related to publication
View publication in the Research portal
View/Open full text file from the Research portal
Other link related to publication
Date
2019-12-01
Major/Subject
Mcode
Degree programme
Language
en
Pages
6
8190-8195
8190-8195
Series
Proceedings of the 58th IEEE Conference on Decision and Control, CDC 2019, Proceedings of the IEEE Conference on Decision and Control, Volume 2019-December
Abstract
The characterizations of nonanticipative rate distortion function (NRDF) on a finite horizon are generalized to nonstationary multivariate Gaussian order L autoregressive, AR(L), source processes, with respect to mean square error (MSE) distortion functions. It is shown that the optimal reproduction distributions are induced by a reproduction process, which is a linear function of the state of the source, its best mean-square error estimate, and a Gaussian random process.Description
Keywords
Distortion, Decoding, Entropy, Electronic mail, Markov processes, Symmetric matrices, RNA
Other note
Citation
Charalambous , C D , Kourtellaris , C , Charalambous , T & Van Schuppen , J H 2019 , Generalizations of Nonanticipative Rate Distortion Function to Multivariate Nonstationary Gaussian Autoregressive Processes . in Proceedings of the 58th IEEE Conference on Decision and Control, CDC 2019 . , 9029859 , Proceedings of the IEEE Conference on Decision and Control , vol. 2019-December , IEEE , pp. 8190-8195 , IEEE Conference on Decision and Control , Nice , France , 11/12/2019 . https://doi.org/10.1109/CDC40024.2019.9029859