Nonanticipative Rate Distortion Function and Relations to Filtering Theory

被引：39

作者：

Charalambous, Charalambos D. ^{[1
]}

Stavrou, Photios A. ^{[1
]}

Ahmed, Nasir U. ^{[2
]}

机构：

[1] Univ Cyprus, Dept Elect & Comp Engn, CY-1678 Nicosia, Cyprus

[2] Univ Ottawa, Sch Elect Engn & Comp Sci, Ottawa, ON K1N 6N5, Canada

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2014年 / 59卷 / 04期

关键词：

Filtering; nonanticipative rate distortion function (RDF); optimal reconstruction conditional distribution; realization; weak(star)-convergence; STOCHASTIC-SYSTEMS; STATE ESTIMATION; INFORMATION;

D O I：

10.1109/TAC.2013.2293403

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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.

引用

页码：937 / 952

页数：16

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