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Rate Distortion Function of Gaussian Asymptotically WSS Vector Processes
Jesús Gutiérrez-Gutiérrez1, Marta Zárraga-Rodríguez1, Pedro M Crespo1
1Tecnun, University of Navarra, Paseo de Manuel Lardizábal 13, 20018 San Sebastián, Spain.
Abstract:
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.
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