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- Koski, Timo
(författare)
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On deltamodulators for Gauss-Markov-processes : a normal approximation
- 1989
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Ingår i: Markov processes and control theory. - Berlin : Akademie Verlag. - 3055007549 ; , s. 85-99
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Konferensbidrag (refereegranskat)abstract
- The author studies the properties of deltamodulators for signals consisting of sample paths of a time-continuous Gauss-Markov-process (source). The deltamodulator output is a (square integrable) functional of the source path, which implies a representation (decomposition) in terms of a stochastic integral. From this representation one finds the conditional expectation and the variance of any decoded variable. Using the properties of such deltamodulators, it becomes possible to provide a normal approximation for the decoded output. In addition, various types of errors, which are known as pointwise approximation error, pointwise prediction error, pointwise predicted error and overload slope error, are described.
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