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

Charalambos D. Charalambous, Christos Kourtellaris, Themistoklis Charalambous, Jan H. Van Schuppen

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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.

Original languageEnglish
Title of host publicationProceedings of the 58th IEEE Conference on Decision and Control, CDC 2019
PublisherIEEE
Pages8190-8195
Number of pages6
ISBN (Electronic)9781728113982
DOIs
Publication statusPublished - 1 Dec 2019
MoE publication typeA4 Article in a conference publication
EventIEEE Conference on Decision and Control - Nice, France
Duration: 11 Dec 201913 Dec 2019
Conference number: 58

Publication series

NameProceedings of the IEEE Conference on Decision and Control
Volume2019-December
ISSN (Print)0743-1546

Conference

ConferenceIEEE Conference on Decision and Control
Abbreviated titleCDC
CountryFrance
CityNice
Period11/12/201913/12/2019

Keywords

  • Distortion
  • Decoding
  • Entropy
  • Electronic mail
  • Markov processes
  • Symmetric matrices
  • RNA

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  • Projects

    Co-design of control and communication systems for wireless networked control systems

    Charalambous, T. & Royyan, M.

    01/09/201831/08/2023

    Project: Academy of Finland: Other research funding

    Cite this

    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 (pp. 8190-8195). [9029859] (Proceedings of the IEEE Conference on Decision and Control; Vol. 2019-December). IEEE. https://doi.org/10.1109/CDC40024.2019.9029859