Structural Properties of Nonanticipatory Epsilon Entropy of Multivariate Gaussian Sources

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dc.contributorAalto-yliopistofi
dc.contributorAalto Universityen
dc.contributor.authorCharalambous, Charalambos D.en_US
dc.contributor.authorCharalambous, Themistoklisen_US
dc.contributor.authorKourtellaris, Christosen_US
dc.contributor.authorVan Schuppen, Jan H.en_US
dc.contributor.departmentDepartment of Electrical Engineering and Automationen
dc.contributor.groupauthorDistributed and Networked Control Systemsen
dc.contributor.organizationUniversity of Cyprusen_US
dc.contributor.organizationCompany Van Schuppen Control Researchen_US
dc.date.accessioned2020-10-16T08:09:17Z
dc.date.available2020-10-16T08:09:17Z
dc.date.issued2020en_US
dc.description.abstractThe complete characterization of the Gorbunov and Pinsker [1], [2] nonanticipatory epsilon entropy of multivariate Gauss-Markov sources with square-error fidelity is derived, which remained an open problem since 1974. Specifically, it is shown that the optimal matrices of the stochastic realization of the optimal test channel or reproduction distribution, admit spectral representations with respect to the same unitary matrices, and that the optimal reproduction process is generated, subject to pre-processing and post-processing by memoryless parallel additive Gaussian noise channels. The derivations and analyses are new and bring out several properties of such optimization problems over the space of conditional distributions and their realizations.en
dc.description.versionPeer revieweden
dc.format.extent6
dc.format.extent2867-2872
dc.format.mimetypeapplication/pdfen_US
dc.identifier.citationCharalambous, C D, Charalambous, T, Kourtellaris, C & Van Schuppen, J H 2020, Structural Properties of Nonanticipatory Epsilon Entropy of Multivariate Gaussian Sources . in Proceedings of the IEEE International Symposium on Information Theory, ISIT 2020 ., 9174319, IEEE International Symposium on Information Theory, IEEE, pp. 2867-2872, IEEE International Symposium on Information Theory, Los Angeles, California, United States, 21/07/2020 . https://doi.org/10.1109/ISIT44484.2020.9174319en
dc.identifier.doi10.1109/ISIT44484.2020.9174319en_US
dc.identifier.isbn9781728164328
dc.identifier.issn2157-8095
dc.identifier.issn2157-8117
dc.identifier.otherPURE UUID: 9162653f-918d-40ce-b1a6-2e1f5056f8b4en_US
dc.identifier.otherPURE ITEMURL: https://research.aalto.fi/en/publications/9162653f-918d-40ce-b1a6-2e1f5056f8b4en_US
dc.identifier.otherPURE LINK: http://www.scopus.com/inward/record.url?scp=85090420395&partnerID=8YFLogxKen_US
dc.identifier.otherPURE FILEURL: https://research.aalto.fi/files/51858526/ELEC_Charalambous_etal_Structural_Properties_of_Nonanticipatory_ISIT2020_authoracceptedmanuscript.pdfen_US
dc.identifier.urihttps://aaltodoc.aalto.fi/handle/123456789/46975
dc.identifier.urnURN:NBN:fi:aalto-202010165872
dc.language.isoenen
dc.publisherIEEE
dc.relation.ispartofIEEE International Symposium on Information Theoryen
dc.relation.ispartofseriesProceedings of the IEEE International Symposium on Information Theory, ISIT 2020en
dc.relation.ispartofseriesIEEE International Symposium on Information Theoryen
dc.rightsopenAccessen
dc.subject.keywordEntropyen_US
dc.subject.keywordGaussian channelsen_US
dc.subject.keywordGaussian noiseen_US
dc.subject.keywordMarkov processesen_US
dc.subject.keywordMatrix algebraen_US
dc.subject.keywordSpectral analysisen_US
dc.subject.keywordStochastic programmingen_US
dc.titleStructural Properties of Nonanticipatory Epsilon Entropy of Multivariate Gaussian Sourcesen
dc.typeA4 Artikkeli konferenssijulkaisussafi
dc.type.versionacceptedVersion

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