Complete Characterization of Gorbunov and Pinsker Nonanticipatory Epsilon Entropy of Multivariate Gaussian Sources: Structural Properties

Charalambos D. Charalambous,Themistoklis Charalambous,Christos Kourtellaris,Jan H. van Schuppen

IEEE Transactions on Information Theory（2022）

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摘要

This paper derives the optimal test channel distribution and the complete characterization of the classical Gorbunov and Pinsker (1973), Gorbunov and Pinsker (1974) nonanticipatory epsilon entropy of multivariate Gaussian Markov sources with square-error fidelity, which remained an open problem since 1974. The paper also formulates a state dependent nonanticipatory epsilon entropy, in which past r...

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关键词

Entropy,Codes,Decoding,Markov processes,Distortion,Channel estimation,Resource description framework

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