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On the statistics o...
On the statistics of the error in predictive coding for stationary Ornstein-Uhlenbeck processes
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- Koski, Timo (author)
- Luleå tekniska universitet,Datavetenskap
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- Cambanis, Stamatis (author)
- Department of Statistics, University of North Carolina
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(creator_code:org_t)
- Institute of Electrical and Electronics Engineers (IEEE), 1992
- 1992
- English.
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In: IEEE Transactions on Information Theory. - : Institute of Electrical and Electronics Engineers (IEEE). - 0018-9448 .- 1557-9654. ; 38:3, s. 1029-1040
- Related links:
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https://urn.kb.se/re...
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https://doi.org/10.1...
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Abstract
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- Explicit expression are derived for the conditional expectation and variance of the encoder in a predictive DPCM coder with an N-level quantizer, when a stationary Ornstein-Uhlenbeck process is a source. A representation of the encoder in terms of a stochastic integral is presented. These expressions yield a nonlinear stochastic difference equation for the decoding error process and a stochastic differential equation (SDE) as a weak limit for the error process. The statistical properties of the error obtained as a solution of the limiting SDE are interpreted in terms of the slope overload error
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- ref (subject category)
- art (subject category)
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