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 proceedingConference contributionScientificpeer-review

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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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