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

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dc.contributorAalto-yliopistofi
dc.contributorAalto Universityen
dc.contributor.authorCharalambous, Charalambos D.en_US
dc.contributor.authorKourtellaris, Christosen_US
dc.contributor.authorCharalambous, Themistoklisen_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.organizationVan Schuppen Control Researchen_US
dc.date.accessioned2020-04-28T06:46:27Z
dc.date.available2020-04-28T06:46:27Z
dc.date.issued2019-12-01en_US
dc.description.abstractThe 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.en
dc.description.versionPeer revieweden
dc.format.extent6
dc.format.extent8190-8195
dc.format.mimetypeapplication/pdfen_US
dc.identifier.citationCharalambous, 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/CDC40024.2019.9029859en
dc.identifier.doi10.1109/CDC40024.2019.9029859en_US
dc.identifier.isbn9781728113982
dc.identifier.issn0743-1546
dc.identifier.otherPURE UUID: 69f17757-1dc5-4fdb-a5ca-4ec7ed264362en_US
dc.identifier.otherPURE ITEMURL: https://research.aalto.fi/en/publications/69f17757-1dc5-4fdb-a5ca-4ec7ed264362en_US
dc.identifier.otherPURE LINK: http://www.scopus.com/inward/record.url?scp=85082444983&partnerID=8YFLogxKen_US
dc.identifier.otherPURE FILEURL: https://research.aalto.fi/files/42142077/ELEC_Charalambous_etal_Generalizations_of_Nonanticipative_CDC20019_authoracceptedmanuscript.pdfen_US
dc.identifier.urihttps://aaltodoc.aalto.fi/handle/123456789/43876
dc.identifier.urnURN:NBN:fi:aalto-202004282878
dc.language.isoenen
dc.relation.ispartofIEEE Conference on Decision and Controlen
dc.relation.ispartofseriesProceedings of the 58th IEEE Conference on Decision and Control, CDC 2019en
dc.relation.ispartofseriesProceedings of the IEEE Conference on Decision and Controlen
dc.relation.ispartofseriesVolume 2019-Decemberen
dc.rightsopenAccessen
dc.subject.keywordDistortionen_US
dc.subject.keywordDecodingen_US
dc.subject.keywordEntropyen_US
dc.subject.keywordElectronic mailen_US
dc.subject.keywordMarkov processesen_US
dc.subject.keywordSymmetric matricesen_US
dc.subject.keywordRNAen_US
dc.titleGeneralizations of Nonanticipative Rate Distortion Function to Multivariate Nonstationary Gaussian Autoregressive Processesen
dc.typeA4 Artikkeli konferenssijulkaisussafi
dc.type.versionacceptedVersion

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