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arXiv 1210.2019cs.ITcs.SYeess.SYmath.IT
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非预期率失真函数与滤波理论的关系

On the relation of nonanticipative rate distortion function and filtering theory

University of Cyprus(塞浦路斯大学)

Charalambos D. Charalambous, Photios A. Stavrou

AI总结:

本文利用波兰空间上概率测度弱收敛拓扑,研究非预期率失真函数与贝叶斯滤波理论的关系,通过优化有保真度约束的定向信息条件分布建立联系,证明了最优再生分布的存在性,并给出了平稳过程的最优非预期再生条件分布的闭式解。

摘要:

本文利用波兰空间上概率测度弱收敛拓扑,研究了非预期率失真函数(RDF)与贝叶斯滤波理论之间的关系。该关系通过在有保真度约束的所谓定向信息的条件分布空间上进行优化而建立。证明了非预期RDF的最优再生分布的存在性,同时给出了平稳过程的最优非预期再生条件分布的闭式解。描述了非预期RDF的实现过程,该过程等价于逐符号传输的联合信源-信道匹配,并通过一个例子说明了这些概念。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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