DocumentCode :
916273
Title :
Bound on the average transmission time for sequential estimation systems containing an additive Gaussian noise channel
Author :
Kadota, T.T. ; Wyner, Aaron D. ; Ziv, Jacob
Volume :
17
Issue :
5
fYear :
1971
fDate :
9/1/1971 12:00:00 AM
Firstpage :
514
Lastpage :
515
Abstract :
We consider the class of sequential estimation systems containing additive Gaussian noise channels. Let m be a random variable representing the source and x(t),y(t) be stochastic processes representing the signal and the channel output, respectively. Denote by \\hat{m} an estimate of m based on observing y(t) from 0 to \\tau , where \\tau is a random variable determined by a certain stopping rule of the decoder depending on a realization of y . Let d(m,\\hat{m}) be the distortion of \\hat{m} relative to m and R(\\cdot) be the rate distortion function of m with respect to the distortion measure d . Denote by P_o and N_o the available average signal power and the noise power level, respectively. We show that E_{\\tau } \\geq (2 N_o / P_o)R. (Ed(m,\\hat{m})) and hence Ed(m,\\hat{m}) \\geq R ^ {-1} (P_o E_ \\tau /2N_o ) .. That is, given the average distortion Ed(m,\\hat{m}) , the average transmission time required can be no smaller than (2N_o/P_o)R(Ed(m,\\hat{m})) . Conversely, given the average transmission time E_{\\tau } , the average distortion can be no smaller than R ^ {-1} (P_o E _ {\\tau } /2N_o) .
Keywords :
Gaussian processes; Sequential estimation; Additive noise; Decoding; Distortion measurement; Gaussian noise; Mutual information; Random variables; Rate-distortion; Signal processing; Stochastic processes; Telephony;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.1971.1054693
Filename :
1054693
Link To Document :
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