New Formulation and Computation of NRDF for Time-Varying Multivariate Gaussian Processes With Correlated Noise
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DOI: 10.1109/lcsys.2021.3074455
Abstract: We derive a new formulation of nonanticipative rate distortion function (NRDF) for time-varying multivariate Gauss-Markov processes driven by correlated noise described by a first order autoregressive moving average (ARMA(1,1)) process with mean-squared error (MSE) distortion… read more here.
Keywords: formulation; nrdf time; correlated noise; process ... See more keywords