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Directed Informatio...
Directed Information Subject to a Fidelity. Applications to Conditionally Gaussian Processes
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Charalambous, C. D. (author)
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- Stavrou, Photios (author)
- KTH,Teknisk informationsvetenskap
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Kourtellaris, C. K. (author)
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Tzortzis, I. (author)
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(creator_code:org_t)
- Institute of Electrical and Electronics Engineers (IEEE), 2018
- 2018
- English.
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In: 2018 European Control Conference, ECC 2018. - : Institute of Electrical and Electronics Engineers (IEEE). - 9783952426982 ; , s. 3071-3076
- Related links:
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https://urn.kb.se/re...
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https://doi.org/10.2...
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Abstract
Subject headings
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- This paper is concerned with the minimization of directed information over conditional distributions that satisfy a fidelity of reconstructing a conditionally Gaussian random process by another process, causally. This information theoretic extremum problem is directly linked, via bounds to the optimal performance theoretically attainable by non-causal, causal and zero-delay codes of data compression. The application example includes the characterization of causal rate distortion function for conditionally Gaussian random processes subject to a meansquare error fidelity.
Subject headings
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
Keyword
- conditionally Gaussian processes
- Directed information
- fidelity
- rate distortion function
Publication and Content Type
- ref (subject category)
- kon (subject category)
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