Rate distortion function of Gaussian asymptotically WSS vector processes

Gutiérrez-Gutiérrez, J. (Jesús); Zárraga-Rodríguez, M. (Marta de); Crespo, P.M. (Pedro M.); Insausti-Sarasola, X. (Xabier)

Authors:

Gutiérrez-Gutiérrez, J. (Jesús)

Zárraga-Rodríguez, M. (Marta de)

Crespo, P.M. (Pedro M.)

Insausti-Sarasola, X. (Xabier)

Keywords:

Rate distortion function
Gaussian vector processes
MA vector processes
ARMA vector processes
AWSS vector processes

Issue Date:

2018

Publisher:

MDPI AG

ISSN:

1099-4300

Note:

This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (http://creativecommons.org/licenses/by/4.0/).

Citation:

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

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.

URI:

https://hdl.handle.net/10171/65001

DOI:

10.3390/e20090719

Appears in Collections:

DA - CEIT - Materiales y Fabricación - Artículos de revista

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