2018
DOI: 10.3390/e20090719
|View full text |Cite
|
Sign up to set email alerts
|

Rate Distortion Function of Gaussian Asymptotically WSS Vector Processes

Abstract: In this paper, we obtain an integral formula for the rate distortion function (RDF) of any Gaussian asymptotically wide sense stationary (AWSS) vector process. Applying this result, we also obtain an integral formula for the RDF of Gaussian moving average (MA) vector processes and of Gaussian autoregressive MA (ARMA) AWSS vector processes.

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
1
1

Citation Types

0
4
0

Year Published

2019
2019
2024
2024

Publication Types

Select...
5

Relationship

2
3

Authors

Journals

citations
Cited by 5 publications
(4 citation statements)
references
References 19 publications
(44 reference statements)
0
4
0
Order By: Relevance
“…To show that Theorem 4 can be here applied, we only need to prove that {A n } ∼ {E x 1:n x * 1:n }. From Equation (13) we obtain E (x 1:n x * 1:n ) 2 = T n (G)T n (Λ)(T n (G)) * 2 ≤ T n (G) 2 T n (Λ) 2 (T n (G)) * 2 = Λ 2 T n (G) 2 2 for all n ∈ N. Hence, as { T n (G) 2 } is bounded (see, e.g., ([5], Theorem 4.3) or ( [9], Corollary 4.2)), { E x 1:n x * 1:n 2 } is also bounded and {E x 1:n x * 1:n } ∼ {E x 1:n x * 1:n }. Since { − T n (Υ) 2 } = { T n (Υ) 2 } is bounded, {−T n (Υ)} ∼ {−T n (Υ)}, and consequently, applying ( [5], Lemma 3.1) yields {E 1:n * 1:n − T n (Υ)} ∼ {0 nN×nN }.…”
Section: Definitionmentioning
confidence: 99%
“…To show that Theorem 4 can be here applied, we only need to prove that {A n } ∼ {E x 1:n x * 1:n }. From Equation (13) we obtain E (x 1:n x * 1:n ) 2 = T n (G)T n (Λ)(T n (G)) * 2 ≤ T n (G) 2 T n (Λ) 2 (T n (G)) * 2 = Λ 2 T n (G) 2 2 for all n ∈ N. Hence, as { T n (G) 2 } is bounded (see, e.g., ([5], Theorem 4.3) or ( [9], Corollary 4.2)), { E x 1:n x * 1:n 2 } is also bounded and {E x 1:n x * 1:n } ∼ {E x 1:n x * 1:n }. Since { − T n (Υ) 2 } = { T n (Υ) 2 } is bounded, {−T n (Υ)} ∼ {−T n (Υ)}, and consequently, applying ( [5], Lemma 3.1) yields {E 1:n * 1:n − T n (Υ)} ∼ {0 nN×nN }.…”
Section: Definitionmentioning
confidence: 99%
“…Observe that the integral formula in Equation ( 13 ) provides the value of the RDF of the Gaussian AWSS vector source whenever . An integral formula of such an RDF for any can be found in ([ 15 ] (Theorem 1)). It should be mentioned that ([ 15 ] (Theorem 1)) generalized the integral formulas previously given in the literature for the RDF of certain Gaussian AWSS sources, namely, WSS scalar sources [ 9 ], AR AWSS scalar sources [ 16 ], and AR AWSS vector sources of finite order [ 17 ].…”
Section: Optimality Of the Proposed Coding Strategy For Gaussian Amentioning
confidence: 99%
“…Step 2: We prove the first equality in Equation ( 18 ). Applying ([ 15 ] (Theorem 3)), we obtain that is AWSS. From Theorem 4, we only need to show that .…”
Section: Relevant Awss Vector Sourcesmentioning
confidence: 99%
See 1 more Smart Citation