TY - GEN

T1 - Sensitivity of the rate-distortion function of stationary continuous-time Gaussian processes to non-Gaussian contamination

AU - Pinsker, Mark S.

AU - Prelov, Vyacheslav V.

AU - Verdú, Sergio

PY - 1997/12/1

Y1 - 1997/12/1

N2 - Let S(N,Z) be the sensitivity of the rate-distortion function (relative to the mean-square-error criterion) of a continuous-time stationary Gaussian process N=N(t) to non-Gaussian contamination Z=Z(t). We prove that for any entropy-regular process Z the equality S(N,Z)=S(N,Z*) holds, where Z*=Z*(t) is a stationary Gaussian process with the same autocorrelation function as Z. An explicit expression for S(N,Z) in the terms of the spectral densities of N and Z is also derived. We also prove that S(N,Z)=0 for any entropy-singular process Z.

AB - Let S(N,Z) be the sensitivity of the rate-distortion function (relative to the mean-square-error criterion) of a continuous-time stationary Gaussian process N=N(t) to non-Gaussian contamination Z=Z(t). We prove that for any entropy-regular process Z the equality S(N,Z)=S(N,Z*) holds, where Z*=Z*(t) is a stationary Gaussian process with the same autocorrelation function as Z. An explicit expression for S(N,Z) in the terms of the spectral densities of N and Z is also derived. We also prove that S(N,Z)=0 for any entropy-singular process Z.

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U2 - 10.1109/ISIT.1997.612988

DO - 10.1109/ISIT.1997.612988

M3 - Conference contribution

AN - SCOPUS:0030652957

SN - 0780339568

SN - 9780780339569

T3 - IEEE International Symposium on Information Theory - Proceedings

BT - Proceedings - 1997 IEEE International Symposium on Information Theory, ISIT 1997

T2 - 1997 IEEE International Symposium on Information Theory, ISIT 1997

Y2 - 29 June 1997 through 4 July 1997

ER -