Nonanticipative Rate Distortion Function and Relations to Filtering Theory
Nonanticipative Rate Distortion Function and Relations to Filtering Theory
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DOI：
10.1109/tac.2013.2293403
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发表时间：
2014-04-01
影响因子：
6.8
通讯作者：
Ahmed, Nasir U.
中科院分区：
文献类型：
--
作者：
Charalambous, Charalambos D.;Stavrou, Photios A.;Ahmed, Nasir U.
在抽象空间上讨论了非预期率失真函数（RDF）与滤波理论的关系。该关系是通过对经典RDF的重构条件分布施加可实现性约束来建立的。利用适当拓扑上的弱*收敛性，证明了非预期RDF极值解的存在性。对于平稳过程，以封闭形式导出了极值重构条件分布。描述了实现非预期RDF最小值的重构条件分布的实现。最后，给出了一个例子来说明这些概念。
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.