Structural Properties of the Wyner-Ziv Rate Distortion Function: Applications for Multivariate Gaussian Sources

The main focus of this paper is the derivation of the structural properties of the test channels of Wyner's operational information rate distortion function (RDF), R¯(ΔX), for arbitrary abstract sources and, subsequently, the derivation of additional properties for a tuple of multivariate correlated, jointly independent, and identically distributed Gaussian random variables, {Xt,Yt}t=1∞, Xt:Ω→Rnx, Yt:Ω→Rny, with average mean-square error at the decoder and the side information, {Yt}t=1∞, available only at the decoder. For the tuple of multivariate correlated Gaussian sources, we construct optimal test channel realizations which achieve the informational RDF, R¯(ΔX)=▵infM(ΔX)I(X;Z|Y), where M(ΔX) is the set of auxiliary RVs Z such that PZ|X,Y=PZ|X, X^=f(Y,Z), and E{||X-X^||2}≤ΔX. We show the following fundamental structural properties: (1) Optimal test channel realizations that achieve the RDF and satisfy conditional independence, PX|X^,Y,Z=PX|X^,Y=PX|X^,EX|X^,Y,Z=EX|X^=X^. (2) Similarly, for the conditional RDF, RX|Y(ΔX), when the side information is available to both the encoder and the decoder, we show the equality R¯(ΔX)=RX|Y(ΔX). (3) We derive the water-filling solution for RX|Y(ΔX).