Title :
Distortion rate theory and filtering (Corresp.)
fDate :
3/1/1982 12:00:00 AM
Abstract :
For two samples of the Ornstein-Uhlenbeck process, the constrained distortion rate function is found. The constraint imposed is that the minimization is carried out over realizable processes. The constrained and unconstrained distortion are compared. Applications to filtering theory are discussed.
Keywords :
Filtering; Rate-distortion theory; Constraint theory; Delay; Filtering theory; Information filtering; Information filters; Information theory; Monte Carlo methods; Nonlinear distortion; Rate distortion theory; Rate-distortion;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1982.1056479
