Generalizations of Nonanticipative Rate Distortion Function to Multivariate Nonstationary Gaussian Autoregressive Processes

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Journal Title
Journal ISSN
Volume Title
Conference article in proceedings
Date
2019-12-01
Major/Subject
Mcode
Degree programme
Language
en
Pages
6
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
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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