Rate Distortion Function of Gaussian Asymptotically WSS Vector Processes

Jesús Gutiérrez-Gutiérrez; Marta Zárraga-Rodríguez; Pedro M Crespo; Xabier Insausti

doi:10.3390/e20090719

Rate Distortion Function of Gaussian Asymptotically WSS Vector Processes

Entropy (Basel). 2018 Sep 19;20(9):719. doi: 10.3390/e20090719.

Authors

Jesús Gutiérrez-Gutiérrez¹, Marta Zárraga-Rodríguez¹, Pedro M Crespo¹, Xabier Insausti¹

Affiliation

¹ Tecnun, University of Navarra, Paseo de Manuel Lardizábal 13, 20018 San Sebastián, Spain.

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.

Keywords: ARMA vector processes; AWSS vector processes; Gaussian vector processes; MA vector processes; rate distortion function.

Grants and funding

TEC2016-75067-C4-3-R/Spanish Ministry of Economy and Competitiveness