A diffusion approximation for the quantization error in delta modulation with a Gauss-Markov signal

• A stochastic differential equation (SDE) for approximation in the sense of weak convergence of the error process in delta modulation for a Gauss-Markov process is established. The pertinent SDE has been previously proposed by E. N. Protonotarios. Here we use some results about the representation of the encoded process in terms of a stochastic integral and the weak convergence methods of H. Kushner.

Ämnesord

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

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

Nyckelord

Mathematics

Matematik

Publikations- och innehållstyp

vet (ämneskategori)

kap (ämneskategori)