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

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

doi:10.1109/CDC40024.2019.9029859

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

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

Research output: Chapter in Book/Report/Conference proceeding › Conference article in proceedings › Scientific › peer-review

5 Citations (Scopus)

246 Downloads (Pure)

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 language	English
Title of host publication	Proceedings of the 58th IEEE Conference on Decision and Control, CDC 2019
Publisher	IEEE
Pages	8190-8195
Number of pages	6
ISBN (Electronic)	9781728113982
DOIs	https://doi.org/10.1109/CDC40024.2019.9029859
Publication status	Published - 1 Dec 2019
MoE publication type	A4 Conference publication
Event	IEEE Conference on Decision and Control - Nice, France Duration: 11 Dec 2019 → 13 Dec 2019 Conference number: 58

Publication series

Name	Proceedings of the IEEE Conference on Decision and Control
Volume	2019-December
ISSN (Print)	0743-1546

Conference

Conference	IEEE Conference on Decision and Control
Abbreviated title	CDC
Country/Territory	France
City	Nice
Period	11/12/2019 → 13/12/2019

Keywords

Distortion
Decoding
Entropy
Electronic mail
Markov processes
Symmetric matrices
RNA

Access to Document

10.1109/CDC40024.2019.9029859

ELEC_Charalambous_etal_Generalizations-of-Nonanticipative_CDC20019_authoracceptedmanuscriptAccepted author manuscript, 233 KB

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

Charalambous, Charalambos D. ; Kourtellaris, Christos ; Charalambous, Themistoklis et al. / Generalizations of Nonanticipative Rate Distortion Function to Multivariate Nonstationary Gaussian Autoregressive Processes. Proceedings of the 58th IEEE Conference on Decision and Control, CDC 2019. IEEE, 2019. pp. 8190-8195 (Proceedings of the IEEE Conference on Decision and Control).

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title = "Generalizations of Nonanticipative Rate Distortion Function to Multivariate Nonstationary Gaussian Autoregressive Processes",

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.",

keywords = "Distortion, Decoding, Entropy, Electronic mail, Markov processes, Symmetric matrices, RNA",

author = "Charalambous, {Charalambos D.} and Christos Kourtellaris and Themistoklis Charalambous and {Van Schuppen}, {Jan H.}",

year = "2019",

month = dec,

day = "1",

doi = "10.1109/CDC40024.2019.9029859",

language = "English",

series = "Proceedings of the IEEE Conference on Decision and Control",

publisher = "IEEE",

pages = "8190--8195",

booktitle = "Proceedings of the 58th IEEE Conference on Decision and Control, CDC 2019",

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note = "IEEE Conference on Decision and Control, CDC ; Conference date: 11-12-2019 Through 13-12-2019",

}

Charalambous, CD, Kourtellaris, C, Charalambous, T & Van Schuppen, JH 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

Generalizations of Nonanticipative Rate Distortion Function to Multivariate Nonstationary Gaussian Autoregressive Processes. / Charalambous, Charalambos D.; Kourtellaris, Christos; Charalambous, Themistoklis et al.
Proceedings of the 58th IEEE Conference on Decision and Control, CDC 2019. IEEE, 2019. p. 8190-8195 9029859 (Proceedings of the IEEE Conference on Decision and Control; Vol. 2019-December).

Research output: Chapter in Book/Report/Conference proceeding › Conference article in proceedings › Scientific › peer-review

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T1 - Generalizations of Nonanticipative Rate Distortion Function to Multivariate Nonstationary Gaussian Autoregressive Processes

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AU - Van Schuppen, Jan H.

N1 - Conference code: 58

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AB - 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.

KW - Distortion

KW - Decoding

KW - Entropy

KW - Electronic mail

KW - Markov processes

KW - Symmetric matrices

KW - RNA

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Charalambous CD, Kourtellaris C, Charalambous T, Van Schuppen JH. 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. IEEE. 2019. p. 8190-8195. 9029859. (Proceedings of the IEEE Conference on Decision and Control). doi: 10.1109/CDC40024.2019.9029859

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

Abstract

Publication series

Conference

Keywords

Access to Document

Other files and links

Fingerprint

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

Cite this

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

Abstract

Publication series

Conference

Keywords

Access to Document

Other files and links

Fingerprint

Projects

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

Cite this