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

Mark S. Pinsker, Vyacheslav V. Prelov, Sergio Verdú

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

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.

Original languageEnglish (US)
Title of host publicationProceedings - 1997 IEEE International Symposium on Information Theory, ISIT 1997
Number of pages1
DOIs
StatePublished - Dec 1 1997
Event1997 IEEE International Symposium on Information Theory, ISIT 1997 - Ulm, Germany
Duration: Jun 29 1997Jul 4 1997

Publication series

NameIEEE International Symposium on Information Theory - Proceedings
ISSN (Print)2157-8095

Other

Other1997 IEEE International Symposium on Information Theory, ISIT 1997
CountryGermany
CityUlm
Period6/29/977/4/97

All Science Journal Classification (ASJC) codes

  • Theoretical Computer Science
  • Information Systems
  • Modeling and Simulation
  • Applied Mathematics

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    Pinsker, M. S., Prelov, V. V., & Verdú, S. (1997). Sensitivity of the rate-distortion function of stationary continuous-time Gaussian processes to non-Gaussian contamination. In Proceedings - 1997 IEEE International Symposium on Information Theory, ISIT 1997 [612988] (IEEE International Symposium on Information Theory - Proceedings). https://doi.org/10.1109/ISIT.1997.612988