On the relation of nonanticipative rate distortion function and filtering theory
Date
2013ISBN
978-3-033-03962-9Source
2013 European Control Conference, ECC 20132013 European Control Conference, ECC 2013
Pages
1627-1632Google Scholar check
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In this paper the relation between nonanticipative rate distortion function (RDF) and Bayesian filtering theory is investigated using the topology of weak convergence of probability measures on Polish spaces. The relation is established via an optimization on the space of conditional distributions of the so-called directed information subject to fidelity constraints. Existence of the optimal reproduction distribution of the nonanticipative RDF is shown, while the optimal nonanticipative reproduction conditional distribution for stationary processes is derived in closed form. The realization procedure of nonanticipative RDF which is equivalent to joint-source channel matching for symbol-by-symbol transmission is described, while an example is introduced to illustrate the concepts. © 2013 EUCA.