Nonanticipative Rate Distortion Function and Relations to Filtering Theory

The relation between nonanticipative rate distortion function (RDF) and filtering theory is discussed on abstract spaces. The relation is established by imposing a realizability constraint on the reconstruction conditional distribution of the classical RDF. Existence of the extremum solution of the...

Full description

Saved in:
Bibliographic Details
Published in:IEEE transactions on automatic control 2014-04, Vol.59 (4), p.937-952
Main Authors: Charalambous, Charalambos D., Stavrou, Photios A., Ahmed, Nasir U.
Format: Article
Language:English
Subjects:
Automatic control
Bayes methods
Convolution
Distortion
Distortion measurement
Exact solutions
Extraterrestrial measurements
Filtering
Filtration
Infimum
Kernel
Mathematical analysis
nonanticipative rate distortion function (RDF)
optimal reconstruction conditional distribution
Rate distortion theory
realization
Reconstruction
Resource description framework
weak-convergence
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:The relation between nonanticipative rate distortion function (RDF) and filtering theory is discussed on abstract spaces. The relation is established by imposing a realizability constraint on the reconstruction conditional distribution of the classical RDF. Existence of the extremum solution of the nonanticipative RDF is shown using weak *-convergence on appropriate topology. The extremum reconstruction conditional distribution is derived in closed form, for the case of stationary processes. The realization of the reconstruction conditional distribution which achieves the infimum of the nonanticipative RDF is described. Finally, an example is presented to illustrate the concepts.
ISSN:0018-9286
1558-2523
DOI:10.1109/TAC.2013.2293403