Rate distortion function Gaussian vector processes MA vector processes ARMA vector processes AWSS vector processes
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Gutiérrez-Gutiérrez, J. (Jesús); Zárraga-Rodríguez, M. (Marta); Crespo, P.M. (Pedro M.); et al. "Rate distortion function of Gaussian asymptotically WSS vector processes". Entropy. 20 (9), 2018, 719
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.