Structural Properties of Nonanticipatory Epsilon Entropy of Multivariate Gaussian Sources

The complete characterization of the Gorbunov and Pinsker [1], [2] nonanticipatory epsilon entropy of multivariate Gauss-Markov sources with square-error fidelity is derived, which remained an open problem since 1974. Specifically, it is shown that the optimal matrices of the stochastic realization...

Full description

Saved in:
Bibliographic Details
Published inProceedings / IEEE International Symposium on Information Theory pp. 2867 - 2872
Main Authors Charalambous, Charalambos D., Charalambous, Themistoklis, Kourtellaris, Christos, van Schuppen, Jan H.
Format Conference Proceeding
LanguageEnglish
Published IEEE 01.06.2020
Subjects
Additives
Entropy
Gaussian noise
Information theory
Optimization
Upper bound
Online AccessGet full text
ISSN2157-8117
DOI10.1109/ISIT44484.2020.9174319

Cover