Rate Distortion Function of Gaussian Asymptotically WSS Vector Processes

Rate Distortion Function of Gaussian Asymptotically WSS Vector Processes

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 autore...

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Main Authors: Jesús Gutiérrez-Gutiérrez, Marta Zárraga-Rodríguez, Pedro M. Crespo, Xabier Insausti
Format: Article
Language:English
Published: MDPI AG 2018-09-01
Series:Entropy
Subjects:
rate distortion function
Gaussian vector processes
MA vector processes
ARMA vector processes
AWSS vector processes
Online Access:http://www.mdpi.com/1099-4300/20/9/719
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spelling doaj-e78ddf43fa4944fa8855ead98682df102020-11-24T21:00:31ZengMDPI AGEntropy1099-43002018-09-0120971910.3390/e20090719e20090719Rate Distortion Function of Gaussian Asymptotically WSS Vector ProcessesJesús Gutiérrez-Gutiérrez0Marta Zárraga-Rodríguez1Pedro M. Crespo2Xabier Insausti3Tecnun, University of Navarra, Paseo de Manuel Lardizábal 13, 20018 San Sebastián, SpainTecnun, University of Navarra, Paseo de Manuel Lardizábal 13, 20018 San Sebastián, SpainTecnun, University of Navarra, Paseo de Manuel Lardizábal 13, 20018 San Sebastián, SpainTecnun, University of Navarra, Paseo de Manuel Lardizábal 13, 20018 San Sebastián, SpainIn 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.http://www.mdpi.com/1099-4300/20/9/719rate distortion functionGaussian vector processesMA vector processesARMA vector processesAWSS vector processes
collection DOAJ
language English
format Article
sources DOAJ
author Jesús Gutiérrez-Gutiérrez
Marta Zárraga-Rodríguez
Pedro M. Crespo
Xabier Insausti
spellingShingle Jesús Gutiérrez-Gutiérrez
Marta Zárraga-Rodríguez
Pedro M. Crespo
Xabier Insausti
Rate Distortion Function of Gaussian Asymptotically WSS Vector Processes
Entropy
rate distortion function
Gaussian vector processes
MA vector processes
ARMA vector processes
AWSS vector processes
author_facet Jesús Gutiérrez-Gutiérrez
Marta Zárraga-Rodríguez
Pedro M. Crespo
Xabier Insausti
author_sort Jesús Gutiérrez-Gutiérrez
title Rate Distortion Function of Gaussian Asymptotically WSS Vector Processes
title_short Rate Distortion Function of Gaussian Asymptotically WSS Vector Processes
title_full Rate Distortion Function of Gaussian Asymptotically WSS Vector Processes
title_fullStr Rate Distortion Function of Gaussian Asymptotically WSS Vector Processes
title_full_unstemmed Rate Distortion Function of Gaussian Asymptotically WSS Vector Processes
title_sort rate distortion function of gaussian asymptotically wss vector processes
publisher MDPI AG
series Entropy
issn 1099-4300
publishDate 2018-09-01
description 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.
topic rate distortion function
Gaussian vector processes
MA vector processes
ARMA vector processes
AWSS vector processes
url http://www.mdpi.com/1099-4300/20/9/719
work_keys_str_mv AT jesusgutierrezgutierrez ratedistortionfunctionofgaussianasymptoticallywssvectorprocesses
AT martazarragarodriguez ratedistortionfunctionofgaussianasymptoticallywssvectorprocesses
AT pedromcrespo ratedistortionfunctionofgaussianasymptoticallywssvectorprocesses
AT xabierinsausti ratedistortionfunctionofgaussianasymptoticallywssvectorprocesses
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