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arXiv 1001.4181cs.ITmath.IT
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高斯平稳信源因果二次率失真函数的改进上界

Improved Upper Bounds to the Causal Quadratic Rate-Distortion Function for Gaussian Stationary Sources

Milan S. Derpich, Jan Østergaard

摘要:

我们改进了现有的可达到的速率区域的因果关系和零延迟信源编码的平稳高斯源下的平均均方误差(MSE)失真的措施。首先,我们找到了一个封闭形式的表达的信息理论因果率失真函数(RDF)在这样的失真措施,表示为$R_{c}^{it}(D)$,一阶高斯马尔可夫过程。Rc^{it}(D)是任何因果源代码理论上可达到的最佳性能(OPTA)的下限,即Rc^{op}(D)。我们证明,对于高斯源,后者也可以上界为Rc^{op}(D)\leq Rc^{it}(D)+ 0.5 log_{2}(2πe)bits/sample。为了分析任意零均值高斯平稳信源的$R_{c}^{it}(D)$,我们引入了\bar{Rc^{it}}(D),即当重构误差与信源联合平稳时的信息论因果RDF。基于\bar{Rc^{it}}(D),我们推导出了加性速率损失的三个封闭形式的上界,定义为\bar{Rc^{it}}(D)- R(D),其中R(D)表示Shannon的RDF.这些界限中的两个在所有速率下都严格小于0.5比特/样本。这些界限在其紧密性和评估的容易性方面彼此不同;界限越紧,其评估就越复杂。然后,我们表明,对于任何源谱密度和任何正失真D \leq σ_{x}^{2},\bar{Rc^{it}}(D)可以实现由一组独特的因果前置,后置和反馈滤波器包围的AWGN信道。我们发现,找到这样的过滤器构成一个凸优化问题。为了解决后者,我们提出了一个迭代优化过程,产生的最佳过滤器,并保证收敛到\bar{Rc^{it}}(D)。最后,通过建立一个连接到反馈量化,我们设计了一个因果和零延迟编码方案,高斯源,实现…

英文摘要:

We improve the existing achievable rate regions for causal and for zero-delay source coding of stationary Gaussian sources under an average mean squared error (MSE) distortion measure. To begin with, we find a closed-form expression for the information-theoretic causal rate-distortion function (RDF) under such distortion measure, denoted by $R_{c}^{it}(D)$, for first-order Gauss-Markov processes. Rc^{it}(D) is a lower bound to the optimal performance theoretically attainable (OPTA) by any causal source code, namely Rc^{op}(D). We show that, for Gaussian sources, the latter can also be upper bounded as Rc^{op}(D)\leq Rc^{it}(D) + 0.5 log_{2}(2πe) bits/sample. In order to analyze $R_{c}^{it}(D)$ for arbitrary zero-mean Gaussian stationary sources, we introduce \bar{Rc^{it}}(D), the information-theoretic causal RDF when the reconstruction error is jointly stationary with the source. Based upon \bar{Rc^{it}}(D), we derive three closed-form upper bounds to the additive rate loss defined as \bar{Rc^{it}}(D) - R(D), where R(D) denotes Shannon's RDF. Two of these bounds are strictly smaller than 0.5 bits/sample at all rates. These bounds differ from one another in their tightness and ease of evaluation; the tighter the bound, the more involved its evaluation. We then show that, for any source spectral density and any positive distortion D\leq σ_{x}^{2}, \bar{Rc^{it}}(D) can be realized by an AWGN channel surrounded by a unique set of causal pre-, post-, and feedback filters. We show that finding such filters constitutes a convex optimization problem. In order to solve the latter, we propose an iterative optimization procedure that yields the optimal filters and is guaranteed to converge to \bar{Rc^{it}}(D). Finally, by establishing a connection to feedback quantization we design a causal and a zero-delay coding scheme which, for Gaussian sources, achieves...

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