A note on a probabilistic decomposition of linear delta modulator of a Wiener process

• Linear delta modulation (LDM) of a standard Wiener process is examined and it is shown that the encoder can be interpreted in terms of a functional of the predicted reconstruction error and a stochastic integral. The martingale type structure associated with the decoder process is studied and some of the properties are extended to other diffusion sources. The Malliavin calculus is applied to study further the predicted error in the encoded process and it turns out that this part possesses a probability density function.

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NATURVETENSKAP  -- Matematik -- Matematisk analys (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Mathematical Analysis (hsv//eng)

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Mathematics

Matematik

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