Uniform and non-uniform quantization of Gaussian processes

• Quantization of a continuous-value signal into a discrete form (or discretization of amplitude) is a standard task in all analog/digital devices. We consider quantization of a signal (or random process) in a probabilistic framework. The quantization method presented in this paper can be applied to signal coding and storage capacity problems. In order to demonstrate a general approach, both uniform and non-uniform quantization of a Gaussian process are studied in more detail and compared with a conventional piecewise constant approximation. We investigate asymptotic properties of some accuracy characteristics, such as a random quantization rate, in terms of the correlation structure of the original random process when quantization cellwidth tends to zero. Some examples and numerical experiments are presented.

Ämnesord

NATURVETENSKAP  -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Probability Theory and Statistics (hsv//eng)

Nyckelord

quantization; rate; Gaussian process; level crossings

Publikations- och innehållstyp

ref (ämneskategori)

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