Joint Nonanticipative Rate Distortion Function for a Tuple of Random Processes with Individual Fidelity Criteria
Information Theory
2021-03-31 v1 Systems and Control
Systems and Control
math.IT
Abstract
The joint nonanticipative rate distortion function (NRDF) for a tuple of random processes with individual fidelity criteria is considered. Structural properties of optimal test channel distributions are derived. Further, for the application example of the joint NRDF of a tuple of jointly multivariate Gaussian Markov processes with individual square-error fidelity criteria, a realization of the reproduction processes which induces the optimal test channel distribution is derived, and the corresponding joint NRDF is characterized. The analysis of the simplest example, of a tuple of scalar correlated Markov processes, illustrates many of the challenging aspects of such problems.
Keywords
Cite
@article{arxiv.2103.15925,
title = {Joint Nonanticipative Rate Distortion Function for a Tuple of Random Processes with Individual Fidelity Criteria},
author = {Charalambos D. Charalambous and Evagoras Stylianou},
journal= {arXiv preprint arXiv:2103.15925},
year = {2021}
}