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Directed Information Subject to a Fidelity. Applications to Conditionally Gaussian Processes
KTH, School of Electrical Engineering and Computer Science (EECS), Information Science and Engineering.
2018 (English)In: 2018 European Control Conference, ECC 2018, Institute of Electrical and Electronics Engineers (IEEE), 2018, p. 3071-3076, article id 8550054Conference paper, Published paper (Refereed)
Abstract [en]

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.

Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers (IEEE), 2018. p. 3071-3076, article id 8550054
Keywords [en]
conditionally Gaussian processes, Directed information, fidelity, rate distortion function
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:kth:diva-241515DOI: 10.23919/ECC.2018.8550054Scopus ID: 2-s2.0-85059814565ISBN: 9783952426982 (print)OAI: oai:DiVA.org:kth-241515DiVA, id: diva2:1282204
Conference
16th European Control Conference, ECC 2018, Limassol, Cyprus, 12 June 2018 through 15 June 2018
Note

QC 20190124

Available from: 2019-01-24 Created: 2019-01-24 Last updated: 2019-01-24Bibliographically approved

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