On the relation of nonanticipative rate distortion function and filtering theory

1Citations
Citations of this article
3Readers
Mendeley users who have this article in their library.
Get full text

Abstract

In this paper the relation between nonanticipative rate distortion function (RDF) and Bayesian filtering theory is investigated using the topology of weak convergence of probability measures on Polish spaces. The relation is established via an optimization on the space of conditional distributions of the so-called directed information subject to fidelity constraints. Existence of the optimal reproduction distribution of the nonanticipative RDF is shown, while the optimal nonanticipative reproduction conditional distribution for stationary processes is derived in closed form. The realization procedure of nonanticipative RDF which is equivalent to joint-source channel matching for symbol-by-symbol transmission is described, while an example is introduced to illustrate the concepts. © 2013 EUCA.

Cite

CITATION STYLE

APA

Charalambous, C. D., & Stavrou, P. A. (2013). On the relation of nonanticipative rate distortion function and filtering theory. In 2013 European Control Conference, ECC 2013 (pp. 1627–1632). IEEE Computer Society. https://doi.org/10.23919/ecc.2013.6669138

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free