Gutiérrez-Gutiérrez Jesús, Zárraga-Rodríguez Marta, Crespo Pedro M, Insausti Xabier
Tecnun, University of Navarra, Paseo de Manuel Lardizábal 13, 20018 San Sebastián, Spain.
Entropy (Basel). 2018 Sep 19;20(9):719. doi: 10.3390/e20090719.
In this paper, we obtain an integral formula for the rate distortion function (RDF) of any Gaussian asymptotically wide sense stationary (AWSS) vector process. Applying this result, we also obtain an integral formula for the RDF of Gaussian moving average (MA) vector processes and of Gaussian autoregressive MA (ARMA) AWSS vector processes.
在本文中,我们得到了任意高斯渐近广义平稳(AWSS)向量过程的率失真函数(RDF)的积分公式。应用这一结果,我们还得到了高斯移动平均(MA)向量过程和高斯自回归移动平均(ARMA)AWSS向量过程的RDF的积分公式。