Rate Distortion Study for Time-Varying Autoregressive Gaussian Process
Abstract
Rate-distortion formulation is the information-theoretic approach to the study of signal encoding systems. Since a more general approach to model the nonstationarity exhibited by real-world signals is to use appropriately fitted time varying autoregressive (TVAR) models, we have investigated the rate-distortion function for the class of time varying nonstationary signals. In this study, we present formulations of the rate-distortion function for the Gaussian TVAR processes. The rate-distortion function can serve as an information-theoretic bound on the performance achievable by source encoding techniques when the processing signal is represented exclusively by a Gaussian TVAR model.
Cite
@article{arxiv.1910.14228,
title = {Rate Distortion Study for Time-Varying Autoregressive Gaussian Process},
author = {Jia-Chyi Wu},
journal= {arXiv preprint arXiv:1910.14228},
year = {2019}
}
Comments
7 pages, 5th International Conference on Signal Processing (SP 2019)