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Generalizations of Nonanticipative Rate Distortion Function to Multivariate Nonstationary Gaussian Autoregressive Processes
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en
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6
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Proceedings of the 58th IEEE Conference on Decision and Control, CDC 2019, pp. 8190-8195, Proceedings of the IEEE Conference on Decision and Control ; Volume 2019-December
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.
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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., 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